| Metric | 6563345:etcusd:triple_gx:lsma235_115_30 | 6563345:ETCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 241.41% | -37.46% |
| Max Drawdown | -48.14% | -67.71% |
| Sharpe | 0.88 | 0.26 |
| Sortino | 1.48 | 0.41 |
| Payoff Ratio | 1.38 | 1.24 |
| Profit Factor | 1.24 | 1.04 |
| Common Sense Ratio | 1.42 | 1.07 |
| CPC Index | 0.78 | 0.63 |
| Tail Ratio | 1.15 | 1.03 |
| Outlier Win Ratio | 14.16 | 4.49 |
| Outlier Loss Ratio | 3.72 | 3.32 |
| Volatility (ann.) | 60.35% | 85.55% |
| R^2 | 0.5 | 0.5 |
| Calmar | 0.88 | -0.19 |
| Skew | 1.8 | 1.09 |
| Kurtosis | 20.4 | 7.9 |
| Expected Daily % | 0.1% | -0.04% |
| Expected Monthly % | 2.9% | -1.09% |
| Expected Yearly % | 35.93% | -11.07% |
| Kelly Criterion | 6.51% | 7.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.05% | -7.3% |
| Expected Shortfall (cVaR) | -5.05% | -7.3% |
| Year | 6563345:ETCUSD | 6563345:etcusd:triple_gx:lsma235_115_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.74 | 43.91 | -1.30 | + |
| 2023 | 39.89 | 77.65 | 1.95 | + |
| 2024 | 13.96 | 117.26 | 8.40 | + |
| 2025 | -40.79 | -38.53 | 0.94 | + |
| Metric | 6563345:etcusd:triple_gx:lsma235_115_30 | 6563345:ETCUSD |
|---|---|---|
| MTD | -10.42% | -6.75% |
| 3M | -34.44% | -33.5% |
| 6M | -21.9% | -20.91% |
| YTD | -38.53% | -40.79% |
| 1Y | -13.05% | -35.67% |
| 3Y (ann.) | 32.55% | -10.38% |
| 5Y (ann.) | 42.44% | -12.65% |
| Metric | 6563345:etcusd:triple_gx:lsma235_115_30 | 6563345:ETCUSD |
|---|---|---|
| Max Drawdown | -48.14% | -67.71% |
| Longest DD Days | 344.0 | 1190.0 |
| Avg. Drawdown | -12.13% | -29.38% |
| Avg. Drawdown Days | 43.0 | 251.0 |
| Recovery Factor | 5.01 | -0.55 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-16 | -48.14 | 344 |
| 2024-01-12 | 2024-07-13 | -27.82 | 183 |
| 2022-09-15 | 2023-03-14 | -25.61 | 180 |
| 2022-06-27 | 2022-07-27 | -19.70 | 30 |
| 2023-08-30 | 2023-11-06 | -17.89 | 68 |
| 2024-08-09 | 2024-11-09 | -17.53 | 92 |
| 2023-12-28 | 2024-01-10 | -15.22 | 13 |
| 2022-07-29 | 2022-08-11 | -14.77 | 13 |
| 2023-04-14 | 2023-06-23 | -14.55 | 70 |
| 2023-11-11 | 2023-12-27 | -14.10 | 46 |
| Metric | 6563345:etcusd:triple_gx:lsma235_115_30 | 6563345:ETCUSD |
|---|---|---|
| Best Day | 30.92% | 31.63% |
| Worst Day | -23.38% | -23.38% |
| Best Week | 62.77% | 65.34% |
| Worst Week | -26.28% | -28.11% |
| Best Month | 75.95% | 143.43% |
| Worst Month | -12.74% | -36.81% |
| Best Year | 117.26% | 39.89% |
| Worst Year | -38.53% | -40.79% |
| Avg. Up Day | 3.78% | 3.79% |
| Avg. Down Day | -2.74% | -3.05% |
| Avg. Up Week | 10.16% | 12.44% |
| Avg. Down Week | -6.09% | -8.55% |
| Avg. Up Month | 17.82% | 33.21% |
| Avg. Down Month | -6.79% | -16.51% |
| Win Days % | 45.82% | 49.01% |
| Win Month % | 57.14% | 41.86% |
| Win Week % | 50.48% | 42.7% |
| Win Quarter % | 53.33% | 46.67% |
| Win Year % | 75.0% | 50.0% |