| Metric | 6564196:etcusd:triple_gx:lsma130_65_35 | 6564196:ETCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 568.43% | -54.65% |
| Max Drawdown | -40.29% | -73.51% |
| Sharpe | 1.12 | 0.2 |
| Sortino | 1.89 | 0.32 |
| Payoff Ratio | 1.31 | 1.19 |
| Profit Factor | 1.31 | 1.03 |
| Common Sense Ratio | 1.49 | 1.04 |
| CPC Index | 0.83 | 0.6 |
| Tail Ratio | 1.14 | 1.01 |
| Outlier Win Ratio | 13.85 | 4.42 |
| Outlier Loss Ratio | 3.93 | 3.45 |
| Volatility (ann.) | 61.61% | 90.0% |
| R^2 | 0.47 | 0.47 |
| Calmar | 1.62 | -0.26 |
| Skew | 1.69 | 1.13 |
| Kurtosis | 18.64 | 8.24 |
| Expected Daily % | 0.14% | -0.06% |
| Expected Monthly % | 4.22% | -1.7% |
| Expected Yearly % | 60.79% | -17.94% |
| Kelly Criterion | 8.69% | 5.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.12% | -7.7% |
| Expected Shortfall (cVaR) | -5.12% | -7.7% |
| Year | 6564196:ETCUSD | 6564196:etcusd:triple_gx:lsma130_65_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -51.95 | 18.77 | -0.36 | + |
| 2023 | 39.89 | 160.52 | 4.02 | + |
| 2024 | 13.96 | 130.41 | 9.34 | + |
| 2025 | -40.79 | -6.24 | 0.15 | + |
| Metric | 6564196:etcusd:triple_gx:lsma130_65_35 | 6564196:ETCUSD |
|---|---|---|
| MTD | 0.0% | -6.75% |
| 3M | -15.36% | -33.5% |
| 6M | -11.01% | -20.91% |
| YTD | -6.24% | -40.79% |
| 1Y | 51.11% | -35.67% |
| 3Y (ann.) | 75.95% | -10.38% |
| 5Y (ann.) | 65.4% | -18.9% |
| Metric | 6564196:etcusd:triple_gx:lsma130_65_35 | 6564196:ETCUSD |
|---|---|---|
| Max Drawdown | -40.29% | -73.51% |
| Longest DD Days | 246.0 | 1334.0 |
| Avg. Drawdown | -11.27% | -34.18% |
| Avg. Drawdown Days | 43.0 | 457.0 |
| Recovery Factor | 14.11 | -0.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-08 | 2022-07-27 | -40.29 | 169 |
| 2022-09-15 | 2023-03-12 | -39.78 | 178 |
| 2024-03-09 | 2024-11-10 | -31.75 | 246 |
| 2025-05-14 | 2025-11-16 | -28.71 | 186 |
| 2024-01-12 | 2024-03-04 | -19.80 | 52 |
| 2023-12-28 | 2024-01-10 | -15.22 | 13 |
| 2022-07-29 | 2022-08-11 | -14.77 | 13 |
| 2023-04-02 | 2023-06-23 | -14.42 | 82 |
| 2023-07-01 | 2023-10-31 | -14.28 | 122 |
| 2024-12-07 | 2025-04-12 | -13.80 | 126 |
| Metric | 6564196:etcusd:triple_gx:lsma130_65_35 | 6564196:ETCUSD |
|---|---|---|
| Best Day | 30.92% | 34.47% |
| Worst Day | -23.38% | -23.38% |
| Best Week | 62.77% | 71.73% |
| Worst Week | -26.28% | -28.11% |
| Best Month | 80.45% | 143.43% |
| Worst Month | -19.0% | -45.47% |
| Best Year | 160.52% | 39.89% |
| Worst Year | -6.24% | -51.95% |
| Avg. Up Day | 3.74% | 3.75% |
| Avg. Down Day | -2.86% | -3.15% |
| Avg. Up Week | 11.18% | 13.53% |
| Avg. Down Week | -6.05% | -7.51% |
| Avg. Up Month | 24.59% | 31.98% |
| Avg. Down Month | -8.0% | -18.91% |
| Win Days % | 48.27% | 48.86% |
| Win Month % | 56.41% | 39.13% |
| Win Week % | 50.85% | 41.29% |
| Win Quarter % | 56.25% | 50.0% |
| Win Year % | 75.0% | 50.0% |