| Metric | 6564610:etcusd:triple_gx:lsma130_80_35 | 6564610:ETCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 21.78% | -37.67% |
| Max Drawdown | -25.88% | -63.3% |
| Sharpe | 0.62 | -0.22 |
| Sortino | 1.0 | -0.32 |
| Payoff Ratio | 1.36 | 1.23 |
| Profit Factor | 1.15 | 0.97 |
| Common Sense Ratio | 1.32 | 0.98 |
| CPC Index | 0.68 | 0.56 |
| Tail Ratio | 1.15 | 1.01 |
| Outlier Win Ratio | 11.76 | 3.41 |
| Outlier Loss Ratio | 3.83 | 3.04 |
| Volatility (ann.) | 50.33% | 76.24% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.81 | -0.58 |
| Skew | 1.06 | 0.48 |
| Kurtosis | 11.72 | 2.91 |
| Expected Daily % | 0.05% | -0.12% |
| Expected Monthly % | 1.53% | -3.57% |
| Expected Yearly % | 10.35% | -21.05% |
| Kelly Criterion | 1.23% | 3.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.25% | -6.61% |
| Expected Shortfall (cVaR) | -4.25% | -6.61% |
| Year | 6564610:ETCUSD | 6564610:etcusd:triple_gx:lsma130_80_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.20 | 44.20 | -5.39 | + |
| 2025 | -32.11 | -15.55 | 0.48 | + |
| Metric | 6564610:etcusd:triple_gx:lsma130_80_35 | 6564610:ETCUSD |
|---|---|---|
| MTD | -14.57% | 2.79% |
| 3M | -7.17% | -9.27% |
| 6M | -10.1% | -46.85% |
| YTD | -15.55% | -32.11% |
| 1Y | 21.78% | -43.09% |
| 3Y (ann.) | 20.84% | -36.5% |
| 5Y (ann.) | 20.84% | -36.5% |
| Metric | 6564610:etcusd:triple_gx:lsma130_80_35 | 6564610:ETCUSD |
|---|---|---|
| Max Drawdown | -25.88% | -63.3% |
| Longest DD Days | 175.0 | 187.0 |
| Avg. Drawdown | -9.59% | -21.44% |
| Avg. Drawdown Days | 29.0 | 62.0 |
| Recovery Factor | 0.84 | -0.6 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-24 | 2024-11-11 | -25.88 | 110 |
| 2024-12-07 | 2025-05-31 | -25.17 | 175 |
| 2024-06-27 | 2024-07-21 | -17.96 | 24 |
| 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 | 6564610:etcusd:triple_gx:lsma130_80_35 | 6564610:ETCUSD |
|---|---|---|
| Best Day | 16.34% | 17.19% |
| Worst Day | -15.25% | -15.25% |
| Best Week | 24.18% | 24.18% |
| Worst Week | -13.28% | -26.04% |
| Best Month | 74.22% | 75.95% |
| Worst Month | -14.57% | -27.05% |
| Best Year | 44.2% | -8.2% |
| Worst Year | -15.55% | -32.11% |
| Avg. Up Day | 3.37% | 3.38% |
| Avg. Down Day | -2.47% | -2.74% |
| Avg. Up Week | 10.11% | 10.75% |
| Avg. Down Week | -5.66% | -6.32% |
| Avg. Up Month | 74.22% | 75.95% |
| Avg. Down Month | -6.11% | -15.07% |
| Win Days % | 43.02% | 46.56% |
| Win Month % | 40.0% | 38.46% |
| Win Week % | 41.94% | 39.29% |
| Win Quarter % | 20.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |