| Metric | 6564790:etcusd:triple_gx:lsma195_85_35 | 6564790:ETCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 76.02% | -37.67% |
| Max Drawdown | -23.71% | -63.3% |
| Sharpe | 1.36 | -0.22 |
| Sortino | 2.27 | -0.32 |
| Payoff Ratio | 1.37 | 1.22 |
| Profit Factor | 1.38 | 0.97 |
| Common Sense Ratio | 1.78 | 0.98 |
| CPC Index | 0.92 | 0.55 |
| Tail Ratio | 1.29 | 1.01 |
| Outlier Win Ratio | 12.58 | 3.41 |
| Outlier Loss Ratio | 3.75 | 3.02 |
| Volatility (ann.) | 48.41% | 76.24% |
| R^2 | 0.41 | 0.41 |
| Calmar | 3.04 | -0.58 |
| Skew | 1.2 | 0.48 |
| Kurtosis | 13.52 | 2.91 |
| Expected Daily % | 0.15% | -0.12% |
| Expected Monthly % | 4.45% | -3.57% |
| Expected Yearly % | 32.67% | -21.05% |
| Kelly Criterion | 11.3% | 2.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.99% | -6.61% |
| Expected Shortfall (cVaR) | -3.99% | -6.61% |
| Year | 6564790:ETCUSD | 6564790:etcusd:triple_gx:lsma195_85_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.20 | 104.42 | -12.74 | + |
| 2025 | -32.11 | -13.89 | 0.43 | + |
| Metric | 6564790:etcusd:triple_gx:lsma195_85_35 | 6564790:ETCUSD |
|---|---|---|
| MTD | -14.41% | 2.79% |
| 3M | -7.69% | -9.27% |
| 6M | -8.34% | -46.85% |
| YTD | -13.89% | -32.11% |
| 1Y | 76.02% | -43.09% |
| 3Y (ann.) | 72.14% | -36.5% |
| 5Y (ann.) | 72.14% | -36.5% |
| Metric | 6564790:etcusd:triple_gx:lsma195_85_35 | 6564790:ETCUSD |
|---|---|---|
| Max Drawdown | -23.71% | -63.3% |
| Longest DD Days | 175.0 | 187.0 |
| Avg. Drawdown | -7.26% | -21.44% |
| Avg. Drawdown Days | 23.0 | 62.0 |
| Recovery Factor | 3.21 | -0.6 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-05-31 | -23.71 | 175 |
| 2024-07-22 | 2024-10-19 | -12.76 | 89 |
| 2024-10-21 | 2024-11-08 | -10.65 | 18 |
| 2024-11-12 | 2024-11-16 | -10.57 | 4 |
| 2024-07-07 | 2024-07-12 | -6.80 | 5 |
| 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 | 2024-07-20 | -3.97 | 4 |
| 2024-11-17 | 2024-11-18 | -3.31 | 1 |
| Metric | 6564790:etcusd:triple_gx:lsma195_85_35 | 6564790:ETCUSD |
|---|---|---|
| Best Day | 16.34% | 17.19% |
| Worst Day | -15.25% | -15.25% |
| Best Week | 24.18% | 24.18% |
| Worst Week | -11.4% | -26.04% |
| Best Month | 74.22% | 75.95% |
| Worst Month | -14.41% | -27.05% |
| Best Year | 104.42% | -8.2% |
| Worst Year | -13.89% | -32.11% |
| Avg. Up Day | 3.26% | 3.27% |
| Avg. Down Day | -2.38% | -2.67% |
| Avg. Up Week | 7.84% | 9.52% |
| Avg. Down Week | -4.08% | -7.68% |
| Avg. Up Month | 38.44% | 41.05% |
| Avg. Down Month | -2.64% | -15.78% |
| Win Days % | 48.72% | 46.56% |
| Win Month % | 60.0% | 38.46% |
| Win Week % | 53.33% | 39.29% |
| Win Quarter % | 50.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |