| Metric | 6564647:etcusd:triple_gx:lsma175_80_35 | 6564647:ETCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 451.37% | -69.59% |
| Max Drawdown | -39.51% | -72.45% |
| Sharpe | 1.07 | 0.05 |
| Sortino | 1.82 | 0.08 |
| Payoff Ratio | 1.43 | 1.25 |
| Profit Factor | 1.31 | 1.01 |
| Common Sense Ratio | 1.52 | 1.02 |
| CPC Index | 0.87 | 0.62 |
| Tail Ratio | 1.17 | 1.01 |
| Outlier Win Ratio | 14.1 | 4.43 |
| Outlier Loss Ratio | 3.98 | 3.38 |
| Volatility (ann.) | 60.91% | 87.17% |
| R^2 | 0.49 | 0.49 |
| Calmar | 1.51 | -0.38 |
| Skew | 1.82 | 0.9 |
| Kurtosis | 20.5 | 7.26 |
| Expected Daily % | 0.13% | -0.09% |
| Expected Monthly % | 3.87% | -2.61% |
| Expected Yearly % | 53.24% | -25.74% |
| Kelly Criterion | 9.06% | 8.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.07% | -7.49% |
| Expected Shortfall (cVaR) | -5.07% | -7.49% |
| Year | 6564647:ETCUSD | 6564647:etcusd:triple_gx:lsma175_80_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -67.78 | 39.58 | -0.58 | + |
| 2023 | 39.89 | 117.79 | 2.95 | + |
| 2024 | 13.96 | 127.40 | 9.13 | + |
| 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.) | 57.73% | -10.38% |
| 5Y (ann.) | 59.6% | -27.82% |
| Metric | 6564647:etcusd:triple_gx:lsma175_80_35 | 6564647:ETCUSD |
|---|---|---|
| Max Drawdown | -39.51% | -72.45% |
| Longest DD Days | 157.0 | 1326.0 |
| Avg. Drawdown | -11.91% | -37.79% |
| Avg. Drawdown Days | 38.0 | 665.0 |
| Recovery Factor | 11.43 | -0.96 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-31 | 2022-07-27 | -39.51 | 118 |
| 2025-07-21 | 2025-11-16 | -36.40 | 118 |
| 2022-09-15 | 2023-01-06 | -28.30 | 113 |
| 2024-03-09 | 2024-07-15 | -27.07 | 128 |
| 2024-07-24 | 2024-11-10 | -25.88 | 109 |
| 2024-01-12 | 2024-03-06 | -22.64 | 54 |
| 2025-05-14 | 2025-07-19 | -21.04 | 66 |
| 2024-12-07 | 2025-05-13 | -21.02 | 157 |
| 2023-08-30 | 2023-11-09 | -17.54 | 71 |
| 2023-12-28 | 2024-01-10 | -15.22 | 13 |
| Metric | 6564647:etcusd:triple_gx:lsma175_80_35 | 6564647:ETCUSD |
|---|---|---|
| Best Day | 30.92% | 31.63% |
| Worst Day | -23.38% | -23.38% |
| Best Week | 62.77% | 65.34% |
| Worst Week | -28.5% | -28.11% |
| Best Month | 74.22% | 143.43% |
| Worst Month | -21.11% | -45.47% |
| Best Year | 127.4% | 39.89% |
| Worst Year | -20.24% | -67.78% |
| Avg. Up Day | 3.83% | 3.85% |
| Avg. Down Day | -2.69% | -3.07% |
| Avg. Up Week | 11.57% | 14.37% |
| Avg. Down Week | -5.97% | -7.46% |
| Avg. Up Month | 23.16% | 32.61% |
| Avg. Down Month | -9.73% | -16.0% |
| Win Days % | 46.55% | 48.98% |
| Win Month % | 62.16% | 37.78% |
| Win Week % | 50.0% | 41.03% |
| Win Quarter % | 53.33% | 43.75% |
| Win Year % | 75.0% | 50.0% |