| Metric | 6564647:etcusd:triple_gx:lsma175_80_35 | 6564647:ETCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 57.97% | -45.64% |
| Max Drawdown | -36.4% | -63.3% |
| Sharpe | 0.85 | -0.12 |
| Sortino | 1.3 | -0.17 |
| Payoff Ratio | 1.37 | 1.17 |
| Profit Factor | 1.23 | 0.98 |
| Common Sense Ratio | 1.54 | 1.02 |
| CPC Index | 0.76 | 0.56 |
| Tail Ratio | 1.25 | 1.04 |
| Outlier Win Ratio | 14.5 | 4.03 |
| Outlier Loss Ratio | 3.75 | 2.87 |
| Volatility (ann.) | 51.09% | 79.21% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.98 | -0.53 |
| Skew | 0.01 | 0.48 |
| Kurtosis | 20.2 | 5.31 |
| Expected Daily % | 0.08% | -0.11% |
| Expected Monthly % | 2.44% | -3.16% |
| Expected Yearly % | 25.69% | -26.27% |
| Kelly Criterion | 4.99% | 4.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.28% | -6.85% |
| Expected Shortfall (cVaR) | -4.28% | -6.85% |
| Year | 6564647:ETCUSD | 6564647:etcusd:triple_gx:lsma175_80_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.20 | 98.06 | -11.96 | + |
| 2025 | -40.79 | -20.24 | 0.50 | + |
| Metric | 6564647:etcusd:triple_gx:lsma175_80_35 | 6564647:ETCUSD |
|---|---|---|
| MTD | 0.0% | -6.75% |
| 3M | -26.54% | -33.5% |
| 6M | -22.08% | -20.91% |
| YTD | -20.24% | -40.79% |
| 1Y | 17.85% | -35.67% |
| 3Y (ann.) | 35.53% | -33.32% |
| 5Y (ann.) | 35.53% | -33.32% |
| Metric | 6564647:etcusd:triple_gx:lsma175_80_35 | 6564647:ETCUSD |
|---|---|---|
| Max Drawdown | -36.4% | -63.3% |
| Longest DD Days | 157.0 | 344.0 |
| Avg. Drawdown | -9.78% | -21.44% |
| Avg. Drawdown Days | 32.0 | 90.0 |
| Recovery Factor | 1.59 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-21 | 2025-11-16 | -36.40 | 118 |
| 2024-07-24 | 2024-11-10 | -25.88 | 109 |
| 2025-05-14 | 2025-07-19 | -21.04 | 66 |
| 2024-12-07 | 2025-05-13 | -21.02 | 157 |
| 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 |
| 2024-07-16 | 2024-07-23 | -3.97 | 7 |
| 2024-11-17 | 2024-11-18 | -3.31 | 1 |
| Metric | 6564647:etcusd:triple_gx:lsma175_80_35 | 6564647:ETCUSD |
|---|---|---|
| Best Day | 16.34% | 22.96% |
| Worst Day | -23.38% | -23.38% |
| Best Week | 24.18% | 27.0% |
| Worst Week | -28.5% | -26.28% |
| Best Month | 74.22% | 75.95% |
| Worst Month | -21.11% | -27.05% |
| Best Year | 98.06% | -8.2% |
| Worst Year | -20.24% | -40.79% |
| Avg. Up Day | 3.3% | 3.32% |
| Avg. Down Day | -2.41% | -2.84% |
| Avg. Up Week | 9.99% | 10.46% |
| Avg. Down Week | -5.64% | -7.97% |
| Avg. Up Month | 23.6% | 26.71% |
| Avg. Down Month | -9.6% | -13.96% |
| Win Days % | 45.11% | 48.26% |
| Win Month % | 60.0% | 36.84% |
| Win Week % | 44.68% | 43.21% |
| Win Quarter % | 50.0% | 28.57% |
| Win Year % | 50.0% | 0.0% |