| Metric | 6564731:etcusd:triple_gx:lsma130_85_35 | 6564731:ETCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 278.8% | -47.99% |
| Max Drawdown | -42.22% | -73.51% |
| Sharpe | 0.95 | 0.22 |
| Sortino | 1.63 | 0.35 |
| Payoff Ratio | 1.36 | 1.22 |
| Profit Factor | 1.25 | 1.04 |
| Common Sense Ratio | 1.28 | 1.06 |
| CPC Index | 0.79 | 0.61 |
| Tail Ratio | 1.02 | 1.02 |
| Outlier Win Ratio | 13.45 | 4.34 |
| Outlier Loss Ratio | 3.96 | 3.53 |
| Volatility (ann.) | 62.76% | 90.61% |
| R^2 | 0.48 | 0.48 |
| Calmar | 1.17 | -0.24 |
| Skew | 2.02 | 1.2 |
| Kurtosis | 17.43 | 8.2 |
| Expected Daily % | 0.11% | -0.05% |
| Expected Monthly % | 3.39% | -1.62% |
| Expected Yearly % | 39.51% | -15.08% |
| Kelly Criterion | 6.87% | 6.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.24% | -7.75% |
| Expected Shortfall (cVaR) | -5.24% | -7.75% |
| Year | 6564731:ETCUSD | 6564731:etcusd:triple_gx:lsma130_85_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -51.95 | 28.64 | -0.55 | + |
| 2023 | 39.89 | 102.03 | 2.56 | + |
| 2024 | 13.96 | 76.14 | 5.45 | + |
| 2025 | -32.11 | -17.25 | 0.54 | + |
| Metric | 6564731:etcusd:triple_gx:lsma130_85_35 | 6564731:ETCUSD |
|---|---|---|
| MTD | -14.41% | 2.79% |
| 3M | -9.04% | -9.27% |
| 6M | -11.91% | -46.85% |
| YTD | -17.25% | -32.11% |
| 1Y | 30.39% | -43.09% |
| 3Y (ann.) | 70.88% | -11.92% |
| 5Y (ann.) | 49.49% | -17.91% |
| Metric | 6564731:etcusd:triple_gx:lsma130_85_35 | 6564731:ETCUSD |
|---|---|---|
| Max Drawdown | -42.22% | -73.51% |
| Longest DD Days | 309.0 | 1165.0 |
| Avg. Drawdown | -13.08% | -34.18% |
| Avg. Drawdown Days | 57.0 | 401.0 |
| Recovery Factor | 6.6 | -0.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-08 | 2022-07-27 | -42.22 | 169 |
| 2022-09-10 | 2023-01-13 | -33.03 | 125 |
| 2024-01-12 | 2024-11-16 | -32.11 | 309 |
| 2024-12-07 | 2025-05-31 | -26.69 | 175 |
| 2023-11-11 | 2024-01-10 | -16.43 | 60 |
| 2023-07-01 | 2023-11-09 | -15.52 | 131 |
| 2022-07-29 | 2022-08-11 | -14.77 | 13 |
| 2023-04-02 | 2023-06-23 | -13.53 | 82 |
| 2023-01-15 | 2023-01-22 | -9.38 | 7 |
| 2023-06-25 | 2023-06-30 | -9.10 | 5 |
| Metric | 6564731:etcusd:triple_gx:lsma130_85_35 | 6564731:ETCUSD |
|---|---|---|
| Best Day | 30.92% | 34.47% |
| Worst Day | -16.18% | -16.83% |
| Best Week | 62.77% | 71.73% |
| Worst Week | -16.67% | -28.11% |
| Best Month | 74.22% | 143.43% |
| Worst Month | -19.0% | -45.47% |
| Best Year | 102.03% | 39.89% |
| Worst Year | -17.25% | -51.95% |
| Avg. Up Day | 3.92% | 3.93% |
| Avg. Down Day | -2.87% | -3.23% |
| Avg. Up Week | 11.56% | 14.61% |
| Avg. Down Week | -5.89% | -6.76% |
| Avg. Up Month | 24.1% | 37.21% |
| Avg. Down Month | -6.99% | -16.66% |
| Win Days % | 46.27% | 48.41% |
| Win Month % | 55.88% | 40.0% |
| Win Week % | 49.5% | 39.77% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 50.0% |