| Metric | 6564916:etcusd:triple_gx:lsma195_90_35 | 6564916:ETCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 548.3% | -61.61% |
| Max Drawdown | -38.64% | -67.71% |
| Sharpe | 1.16 | 0.12 |
| Sortino | 1.99 | 0.18 |
| Payoff Ratio | 1.38 | 1.21 |
| Profit Factor | 1.34 | 1.02 |
| Common Sense Ratio | 1.58 | 1.03 |
| CPC Index | 0.89 | 0.61 |
| Tail Ratio | 1.18 | 1.02 |
| Outlier Win Ratio | 14.19 | 4.38 |
| Outlier Loss Ratio | 3.75 | 3.32 |
| Volatility (ann.) | 59.79% | 86.91% |
| R^2 | 0.48 | 0.48 |
| Calmar | 1.76 | -0.35 |
| Skew | 1.78 | 0.93 |
| Kurtosis | 20.82 | 7.42 |
| Expected Daily % | 0.14% | -0.07% |
| Expected Monthly % | 4.34% | -2.15% |
| Expected Yearly % | 59.57% | -21.29% |
| Kelly Criterion | 10.78% | 7.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.96% | -7.45% |
| Expected Shortfall (cVaR) | -4.96% | -7.45% |
| Year | 6564916:ETCUSD | 6564916:etcusd:triple_gx:lsma195_90_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.33 | 83.05 | -1.40 | + |
| 2023 | 39.89 | 108.71 | 2.73 | + |
| 2024 | 13.96 | 126.66 | 9.07 | + |
| 2025 | -40.79 | -25.13 | 0.62 | + |
| Metric | 6564916:etcusd:triple_gx:lsma195_90_35 | 6564916:ETCUSD |
|---|---|---|
| MTD | 0.0% | -6.75% |
| 3M | -27.63% | -33.5% |
| 6M | -21.14% | -20.91% |
| YTD | -25.13% | -40.79% |
| 1Y | 10.62% | -35.67% |
| 3Y (ann.) | 50.63% | -10.38% |
| 5Y (ann.) | 68.14% | -23.37% |
| Metric | 6564916:etcusd:triple_gx:lsma195_90_35 | 6564916:ETCUSD |
|---|---|---|
| Max Drawdown | -38.64% | -67.71% |
| Longest DD Days | 344.0 | 1190.0 |
| Avg. Drawdown | -10.23% | -48.99% |
| Avg. Drawdown Days | 34.0 | 436.0 |
| Recovery Factor | 14.19 | -0.91 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-16 | -38.64 | 344 |
| 2022-09-15 | 2023-03-12 | -28.30 | 178 |
| 2024-03-09 | 2024-07-21 | -27.07 | 134 |
| 2024-01-12 | 2024-03-06 | -22.64 | 54 |
| 2022-05-10 | 2022-05-24 | -21.07 | 14 |
| 2023-07-01 | 2023-11-09 | -17.60 | 131 |
| 2023-12-28 | 2024-01-10 | -15.22 | 13 |
| 2024-07-22 | 2024-11-09 | -15.09 | 110 |
| 2022-07-29 | 2022-08-11 | -14.77 | 13 |
| 2023-11-11 | 2023-12-27 | -12.89 | 46 |
| Metric | 6564916:etcusd:triple_gx:lsma195_90_35 | 6564916:ETCUSD |
|---|---|---|
| Best Day | 30.92% | 31.63% |
| Worst Day | -23.38% | -23.38% |
| Best Week | 62.77% | 65.34% |
| Worst Week | -26.28% | -28.11% |
| Best Month | 75.95% | 143.43% |
| Worst Month | -18.98% | -36.81% |
| Best Year | 126.66% | 39.89% |
| Worst Year | -25.13% | -59.33% |
| Avg. Up Day | 3.79% | 3.8% |
| Avg. Down Day | -2.74% | -3.13% |
| Avg. Up Week | 10.83% | 14.1% |
| Avg. Down Week | -5.85% | -7.63% |
| Avg. Up Month | 19.63% | 32.53% |
| Avg. Down Month | -7.38% | -14.82% |
| Win Days % | 48.24% | 49.12% |
| Win Month % | 67.65% | 38.64% |
| Win Week % | 53.4% | 41.67% |
| Win Quarter % | 64.29% | 46.67% |
| Win Year % | 75.0% | 50.0% |