| Metric | 6564735:etcusd:triple_gx:lsma135_85_35 | 6564735:ETCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 391.63% | -46.56% |
| Max Drawdown | -42.67% | -73.51% |
| Sharpe | 1.08 | 0.23 |
| Sortino | 1.88 | 0.36 |
| Payoff Ratio | 1.39 | 1.21 |
| Profit Factor | 1.29 | 1.04 |
| Common Sense Ratio | 1.37 | 1.07 |
| CPC Index | 0.85 | 0.61 |
| Tail Ratio | 1.06 | 1.03 |
| Outlier Win Ratio | 13.53 | 4.34 |
| Outlier Loss Ratio | 3.87 | 3.44 |
| Volatility (ann.) | 62.47% | 90.68% |
| R^2 | 0.48 | 0.48 |
| Calmar | 1.45 | -0.24 |
| Skew | 2.08 | 1.2 |
| Kurtosis | 17.72 | 8.21 |
| Expected Daily % | 0.13% | -0.05% |
| Expected Monthly % | 4.06% | -1.55% |
| Expected Yearly % | 48.91% | -14.5% |
| Kelly Criterion | 8.88% | 5.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.19% | -7.75% |
| Expected Shortfall (cVaR) | -5.19% | -7.75% |
| Year | 6564735:ETCUSD | 6564735:etcusd:triple_gx:lsma135_85_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -50.62 | 34.70 | -0.69 | + |
| 2023 | 39.89 | 133.05 | 3.34 | + |
| 2024 | 13.96 | 84.16 | 6.03 | + |
| 2025 | -32.11 | -14.96 | 0.47 | + |
| Metric | 6564735:etcusd:triple_gx:lsma135_85_35 | 6564735:ETCUSD |
|---|---|---|
| MTD | -14.41% | 2.79% |
| 3M | -6.52% | -9.27% |
| 6M | -9.47% | -46.85% |
| YTD | -14.96% | -32.11% |
| 1Y | 40.24% | -43.09% |
| 3Y (ann.) | 83.55% | -11.92% |
| 5Y (ann.) | 62.06% | -17.3% |
| Metric | 6564735:etcusd:triple_gx:lsma135_85_35 | 6564735:ETCUSD |
|---|---|---|
| Max Drawdown | -42.67% | -73.51% |
| Longest DD Days | 309.0 | 1165.0 |
| Avg. Drawdown | -11.03% | -34.06% |
| Avg. Drawdown Days | 47.0 | 399.0 |
| Recovery Factor | 9.18 | -0.63 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-16 | 2022-07-27 | -42.67 | 161 |
| 2022-09-10 | 2023-01-13 | -33.03 | 125 |
| 2024-01-12 | 2024-11-16 | -32.17 | 309 |
| 2024-12-07 | 2025-05-31 | -24.65 | 175 |
| 2023-11-11 | 2024-01-10 | -16.43 | 60 |
| 2022-07-29 | 2022-08-11 | -14.77 | 13 |
| 2023-08-30 | 2023-11-09 | -14.53 | 71 |
| 2023-07-01 | 2023-08-29 | -10.48 | 59 |
| 2023-01-15 | 2023-01-22 | -9.38 | 7 |
| 2023-06-25 | 2023-06-30 | -9.10 | 5 |
| Metric | 6564735:etcusd:triple_gx:lsma135_85_35 | 6564735: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 | -22.11% | -45.47% |
| Best Year | 133.05% | 39.89% |
| Worst Year | -14.96% | -50.62% |
| Avg. Up Day | 3.93% | 3.94% |
| Avg. Down Day | -2.82% | -3.27% |
| Avg. Up Week | 11.56% | 14.61% |
| Avg. Down Week | -5.69% | -6.49% |
| Avg. Up Month | 25.72% | 37.21% |
| Avg. Down Month | -6.76% | -17.6% |
| Win Days % | 46.96% | 48.45% |
| Win Month % | 57.14% | 40.0% |
| Win Week % | 51.96% | 39.43% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 50.0% |