| Metric | 6570110:etcusd:triple_gx:lsma120_75_50 | 6570110:ETCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 375.04% | -41.38% |
| Max Drawdown | -45.29% | -73.51% |
| Sharpe | 0.96 | 0.28 |
| Sortino | 1.7 | 0.44 |
| Payoff Ratio | 1.3 | 1.22 |
| Profit Factor | 1.27 | 1.05 |
| Common Sense Ratio | 1.44 | 1.06 |
| CPC Index | 0.79 | 0.62 |
| Tail Ratio | 1.14 | 1.01 |
| Outlier Win Ratio | 14.37 | 4.4 |
| Outlier Loss Ratio | 3.73 | 3.36 |
| Volatility (ann.) | 61.54% | 89.96% |
| R^2 | 0.47 | 0.47 |
| Calmar | 1.12 | -0.18 |
| Skew | 2.49 | 1.12 |
| Kurtosis | 23.25 | 8.17 |
| Expected Daily % | 0.11% | -0.04% |
| Expected Monthly % | 3.37% | -1.13% |
| Expected Yearly % | 47.63% | -12.5% |
| Kelly Criterion | 7.87% | 7.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.14% | -7.68% |
| Expected Shortfall (cVaR) | -5.14% | -7.68% |
| Year | 6570110:ETCUSD | 6570110:etcusd:triple_gx:lsma120_75_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -37.89 | 24.74 | -0.65 | + |
| 2023 | 39.89 | 127.60 | 3.20 | + |
| 2024 | 13.96 | 68.74 | 4.92 | + |
| 2025 | -40.79 | -0.84 | 0.02 | + |
| Metric | 6570110:etcusd:triple_gx:lsma120_75_50 | 6570110:ETCUSD |
|---|---|---|
| MTD | 3.16% | -6.75% |
| 3M | -3.33% | -33.5% |
| 6M | -9.49% | -20.91% |
| YTD | -0.84% | -40.79% |
| 1Y | 42.98% | -35.67% |
| 3Y (ann.) | 55.2% | -10.38% |
| 5Y (ann.) | 50.65% | -13.1% |
| Metric | 6570110:etcusd:triple_gx:lsma120_75_50 | 6570110:ETCUSD |
|---|---|---|
| Max Drawdown | -45.29% | -73.51% |
| Longest DD Days | 309.0 | 1334.0 |
| Avg. Drawdown | -10.99% | -17.85% |
| Avg. Drawdown Days | 54.0 | 229.0 |
| Recovery Factor | 8.28 | -0.56 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-11 | 2022-07-27 | -45.29 | 166 |
| 2022-08-14 | 2023-04-13 | -40.47 | 242 |
| 2024-01-12 | 2024-11-16 | -35.60 | 309 |
| 2025-05-11 | 2025-11-16 | -27.02 | 189 |
| 2023-11-11 | 2024-01-10 | -23.42 | 60 |
| 2024-12-07 | 2025-05-10 | -21.02 | 154 |
| 2022-07-29 | 2022-08-11 | -14.77 | 13 |
| 2023-07-01 | 2023-10-23 | -12.82 | 114 |
| 2023-06-25 | 2023-06-30 | -9.10 | 5 |
| 2024-11-19 | 2024-11-21 | -6.13 | 2 |
| Metric | 6570110:etcusd:triple_gx:lsma120_75_50 | 6570110:ETCUSD |
|---|---|---|
| Best Day | 31.63% | 34.47% |
| Worst Day | -16.52% | -23.38% |
| Best Week | 62.77% | 71.73% |
| Worst Week | -24.09% | -28.11% |
| Best Month | 89.56% | 143.43% |
| Worst Month | -21.69% | -45.47% |
| Best Year | 127.6% | 39.89% |
| Worst Year | -0.84% | -40.79% |
| Avg. Up Day | 3.75% | 3.76% |
| Avg. Down Day | -2.88% | -3.09% |
| Avg. Up Week | 12.32% | 13.63% |
| Avg. Down Week | -5.21% | -7.0% |
| Avg. Up Month | 23.64% | 28.88% |
| Avg. Down Month | -7.37% | -17.59% |
| Win Days % | 47.9% | 49.02% |
| Win Month % | 59.46% | 42.55% |
| Win Week % | 44.74% | 41.58% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 75.0% | 50.0% |