| Metric | 6564049:etcusd:triple_gx:lsma135_60_35 | 6564049:ETCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 695.26% | -46.56% |
| Max Drawdown | -42.37% | -73.51% |
| Sharpe | 1.29 | 0.23 |
| Sortino | 2.37 | 0.36 |
| Payoff Ratio | 1.45 | 1.25 |
| Profit Factor | 1.38 | 1.04 |
| Common Sense Ratio | 1.55 | 1.07 |
| CPC Index | 0.95 | 0.63 |
| Tail Ratio | 1.12 | 1.03 |
| Outlier Win Ratio | 13.6 | 4.37 |
| Outlier Loss Ratio | 3.95 | 3.45 |
| Volatility (ann.) | 64.18% | 90.68% |
| R^2 | 0.51 | 0.51 |
| Calmar | 2.07 | -0.24 |
| Skew | 2.75 | 1.2 |
| Kurtosis | 24.24 | 8.21 |
| Expected Daily % | 0.17% | -0.05% |
| Expected Monthly % | 5.32% | -1.55% |
| Expected Yearly % | 67.93% | -14.5% |
| Kelly Criterion | 11.38% | 7.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.3% | -7.75% |
| Expected Shortfall (cVaR) | -5.3% | -7.75% |
| Year | 6564049:ETCUSD | 6564049:etcusd:triple_gx:lsma135_60_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -50.62 | 40.45 | -0.80 | + |
| 2023 | 39.89 | 172.68 | 4.33 | + |
| 2024 | 13.96 | 123.11 | 8.82 | + |
| 2025 | -32.11 | -6.93 | 0.22 | + |
| Metric | 6564049:etcusd:triple_gx:lsma135_60_35 | 6564049:ETCUSD |
|---|---|---|
| MTD | -14.8% | 2.79% |
| 3M | 2.31% | -9.27% |
| 6M | 8.44% | -46.85% |
| YTD | -6.93% | -32.11% |
| 1Y | 67.5% | -43.09% |
| 3Y (ann.) | 98.85% | -11.92% |
| 5Y (ann.) | 87.5% | -17.3% |
| Metric | 6564049:etcusd:triple_gx:lsma135_60_35 | 6564049:ETCUSD |
|---|---|---|
| Max Drawdown | -42.37% | -73.51% |
| Longest DD Days | 247.0 | 1165.0 |
| Avg. Drawdown | -10.36% | -34.06% |
| Avg. Drawdown Days | 35.0 | 399.0 |
| Recovery Factor | 16.41 | -0.63 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-15 | 2023-03-18 | -42.37 | 184 |
| 2022-03-23 | 2022-06-20 | -30.21 | 89 |
| 2024-03-09 | 2024-11-11 | -28.77 | 247 |
| 2024-01-12 | 2024-03-04 | -19.80 | 52 |
| 2025-04-26 | 2025-05-31 | -15.99 | 35 |
| 2023-12-28 | 2024-01-10 | -15.22 | 13 |
| 2022-07-29 | 2022-08-11 | -14.77 | 13 |
| 2023-08-30 | 2023-11-06 | -14.22 | 68 |
| 2022-02-28 | 2022-03-22 | -13.92 | 22 |
| 2024-12-07 | 2025-04-22 | -13.51 | 136 |
| Metric | 6564049:etcusd:triple_gx:lsma135_60_35 | 6564049:ETCUSD |
|---|---|---|
| Best Day | 34.47% | 34.47% |
| Worst Day | -16.18% | -16.83% |
| Best Week | 62.77% | 71.73% |
| Worst Week | -16.67% | -28.11% |
| Best Month | 74.22% | 143.43% |
| Worst Month | -21.92% | -45.47% |
| Best Year | 172.68% | 39.89% |
| Worst Year | -6.93% | -50.62% |
| Avg. Up Day | 4.01% | 4.02% |
| Avg. Down Day | -2.77% | -3.21% |
| Avg. Up Week | 12.39% | 15.7% |
| Avg. Down Week | -5.93% | -7.05% |
| Avg. Up Month | 25.71% | 38.96% |
| Avg. Down Month | -8.71% | -16.65% |
| Win Days % | 47.57% | 48.45% |
| Win Month % | 60.0% | 40.0% |
| Win Week % | 52.94% | 39.43% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 50.0% |