| Metric | 6564274:etcusd:triple_gx:lsma215_65_35 | 6564274:ETCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 84.02% | -37.67% |
| Max Drawdown | -22.57% | -63.3% |
| Sharpe | 1.58 | -0.22 |
| Sortino | 2.94 | -0.32 |
| Payoff Ratio | 1.53 | 1.29 |
| Profit Factor | 1.47 | 0.97 |
| Common Sense Ratio | 1.71 | 0.98 |
| CPC Index | 1.06 | 0.58 |
| Tail Ratio | 1.16 | 1.01 |
| Outlier Win Ratio | 13.49 | 3.18 |
| Outlier Loss Ratio | 4.23 | 2.92 |
| Volatility (ann.) | 42.46% | 76.24% |
| R^2 | 0.32 | 0.32 |
| Calmar | 3.53 | -0.58 |
| Skew | 2.31 | 0.48 |
| Kurtosis | 16.04 | 2.91 |
| Expected Daily % | 0.16% | -0.12% |
| Expected Monthly % | 4.8% | -3.57% |
| Expected Yearly % | 35.65% | -21.05% |
| Kelly Criterion | 12.16% | 5.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.47% | -6.61% |
| Expected Shortfall (cVaR) | -3.47% | -6.61% |
| Year | 6564274:ETCUSD | 6564274:etcusd:triple_gx:lsma215_65_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.20 | 129.69 | -15.82 | + |
| 2025 | -32.11 | -19.88 | 0.62 | + |
| Metric | 6564274:etcusd:triple_gx:lsma215_65_35 | 6564274:ETCUSD |
|---|---|---|
| MTD | -18.1% | 2.79% |
| 3M | -12.82% | -9.27% |
| 6M | -6.97% | -46.85% |
| YTD | -19.88% | -32.11% |
| 1Y | 84.02% | -43.09% |
| 3Y (ann.) | 79.64% | -36.5% |
| 5Y (ann.) | 79.64% | -36.5% |
| Metric | 6564274:etcusd:triple_gx:lsma215_65_35 | 6564274:ETCUSD |
|---|---|---|
| Max Drawdown | -22.57% | -63.3% |
| Longest DD Days | 175.0 | 187.0 |
| Avg. Drawdown | -7.18% | -21.44% |
| Avg. Drawdown Days | 25.0 | 62.0 |
| Recovery Factor | 3.72 | -0.6 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-05-31 | -22.57 | 175 |
| 2024-09-28 | 2024-11-08 | -14.13 | 41 |
| 2024-07-16 | 2024-09-26 | -11.30 | 72 |
| 2024-11-12 | 2024-11-16 | -10.57 | 4 |
| 2024-11-19 | 2024-11-21 | -6.13 | 2 |
| 2024-12-05 | 2024-12-06 | -5.91 | 1 |
| 2024-11-26 | 2024-11-27 | -4.74 | 1 |
| 2024-11-17 | 2024-11-18 | -3.31 | 1 |
| 2024-11-28 | 2024-12-01 | -3.04 | 3 |
| 2024-11-24 | 2024-11-25 | -2.63 | 1 |
| Metric | 6564274:etcusd:triple_gx:lsma215_65_35 | 6564274:ETCUSD |
|---|---|---|
| Best Day | 16.34% | 17.19% |
| Worst Day | -6.56% | -15.25% |
| Best Week | 24.18% | 24.18% |
| Worst Week | -10.4% | -26.04% |
| Best Month | 80.45% | 75.95% |
| Worst Month | -18.1% | -27.05% |
| Best Year | 129.69% | -8.2% |
| Worst Year | -19.88% | -32.11% |
| Avg. Up Day | 3.21% | 3.21% |
| Avg. Down Day | -2.1% | -2.48% |
| Avg. Up Week | 10.82% | 10.49% |
| Avg. Down Week | -4.05% | -6.96% |
| Avg. Up Month | 43.78% | 41.05% |
| Avg. Down Month | -5.46% | -15.78% |
| Win Days % | 46.9% | 46.56% |
| Win Month % | 55.56% | 38.46% |
| Win Week % | 42.86% | 39.29% |
| Win Quarter % | 50.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |