| Metric | 6569823:etcusd:triple_gx:lsma120_65_50 | 6569823:ETCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 72.78% | -37.67% |
| Max Drawdown | -24.34% | -63.3% |
| Sharpe | 1.31 | -0.22 |
| Sortino | 2.39 | -0.32 |
| Payoff Ratio | 1.66 | 1.44 |
| Profit Factor | 1.4 | 0.97 |
| Common Sense Ratio | 1.76 | 0.98 |
| CPC Index | 1.0 | 0.65 |
| Tail Ratio | 1.26 | 1.01 |
| Outlier Win Ratio | 13.59 | 3.49 |
| Outlier Loss Ratio | 3.68 | 2.79 |
| Volatility (ann.) | 48.6% | 76.24% |
| R^2 | 0.41 | 0.41 |
| Calmar | 2.84 | -0.58 |
| Skew | 1.86 | 0.48 |
| Kurtosis | 15.94 | 2.91 |
| Expected Daily % | 0.14% | -0.12% |
| Expected Monthly % | 4.3% | -3.57% |
| Expected Yearly % | 31.45% | -21.05% |
| Kelly Criterion | 9.12% | 9.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.01% | -6.61% |
| Expected Shortfall (cVaR) | -4.01% | -6.61% |
| Year | 6569823:ETCUSD | 6569823:etcusd:triple_gx:lsma120_65_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.20 | 78.19 | -9.54 | + |
| 2025 | -32.11 | -3.04 | 0.09 | + |
| Metric | 6569823:etcusd:triple_gx:lsma120_65_50 | 6569823:ETCUSD |
|---|---|---|
| MTD | 9.24% | 2.79% |
| 3M | -4.11% | -9.27% |
| 6M | 2.4% | -46.85% |
| YTD | -3.04% | -32.11% |
| 1Y | 72.78% | -43.09% |
| 3Y (ann.) | 69.09% | -36.5% |
| 5Y (ann.) | 69.09% | -36.5% |
| Metric | 6569823:etcusd:triple_gx:lsma120_65_50 | 6569823:ETCUSD |
|---|---|---|
| Max Drawdown | -24.34% | -63.3% |
| Longest DD Days | 175.0 | 187.0 |
| Avg. Drawdown | -6.69% | -21.44% |
| Avg. Drawdown Days | 23.0 | 62.0 |
| Recovery Factor | 2.99 | -0.6 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-05-31 | -24.34 | 175 |
| 2024-11-12 | 2024-11-16 | -10.57 | 4 |
| 2024-08-09 | 2024-11-06 | -10.46 | 89 |
| 2024-06-21 | 2024-07-14 | -9.72 | 23 |
| 2024-07-22 | 2024-08-08 | -8.45 | 17 |
| 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 | 6569823:etcusd:triple_gx:lsma120_65_50 | 6569823:ETCUSD |
|---|---|---|
| Best Day | 16.34% | 17.19% |
| Worst Day | -15.25% | -15.25% |
| Best Week | 24.18% | 24.18% |
| Worst Week | -11.24% | -26.04% |
| Best Month | 55.42% | 75.95% |
| Worst Month | -7.84% | -27.05% |
| Best Year | 78.19% | -8.2% |
| Worst Year | -3.04% | -32.11% |
| Avg. Up Day | 3.85% | 3.87% |
| Avg. Down Day | -2.32% | -2.68% |
| Avg. Up Week | 11.05% | 11.54% |
| Avg. Down Week | -3.97% | -6.93% |
| Avg. Up Month | 32.33% | 39.37% |
| Avg. Down Month | -5.51% | -11.95% |
| Win Days % | 43.26% | 46.56% |
| Win Month % | 70.0% | 38.46% |
| Win Week % | 51.61% | 39.29% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |