| Metric | 6572655:etcusd:triple_gx:lsma160_115_55 | 6572655:ETCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 596.83% | -39.51% |
| Max Drawdown | -44.01% | -73.51% |
| Sharpe | 1.26 | 0.27 |
| Sortino | 2.35 | 0.42 |
| Payoff Ratio | 1.41 | 1.22 |
| Profit Factor | 1.37 | 1.04 |
| Common Sense Ratio | 1.6 | 1.08 |
| CPC Index | 0.94 | 0.62 |
| Tail Ratio | 1.17 | 1.04 |
| Outlier Win Ratio | 13.94 | 4.38 |
| Outlier Loss Ratio | 3.87 | 3.4 |
| Volatility (ann.) | 62.7% | 90.51% |
| R^2 | 0.48 | 0.48 |
| Calmar | 1.87 | -0.2 |
| Skew | 2.93 | 1.23 |
| Kurtosis | 26.11 | 8.44 |
| Expected Daily % | 0.17% | -0.04% |
| Expected Monthly % | 5.1% | -1.28% |
| Expected Yearly % | 62.47% | -11.81% |
| Kelly Criterion | 11.93% | 6.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.18% | -7.73% |
| Expected Shortfall (cVaR) | -5.18% | -7.73% |
| Year | 6572655:ETCUSD | 6572655:etcusd:triple_gx:lsma160_115_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -44.12 | 160.46 | -3.64 | + |
| 2023 | 39.89 | 83.67 | 2.10 | + |
| 2024 | 13.96 | 30.02 | 2.15 | + |
| 2025 | -32.11 | 12.03 | -0.37 | + |
| Metric | 6572655:etcusd:triple_gx:lsma160_115_55 | 6572655:ETCUSD |
|---|---|---|
| MTD | 13.51% | 2.79% |
| 3M | 12.03% | -9.27% |
| 6M | -4.29% | -46.85% |
| YTD | 12.03% | -32.11% |
| 1Y | 37.91% | -43.09% |
| 3Y (ann.) | 61.85% | -11.92% |
| 5Y (ann.) | 82.4% | -14.41% |
| Metric | 6572655:etcusd:triple_gx:lsma160_115_55 | 6572655:ETCUSD |
|---|---|---|
| Max Drawdown | -44.01% | -73.51% |
| Longest DD Days | 320.0 | 1165.0 |
| Avg. Drawdown | -11.11% | -41.5% |
| Avg. Drawdown Days | 45.0 | 586.0 |
| Recovery Factor | 13.56 | -0.54 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-12 | 2024-11-27 | -44.01 | 320 |
| 2024-12-07 | 2025-05-31 | -32.29 | 175 |
| 2022-08-14 | 2023-02-04 | -28.91 | 174 |
| 2023-04-14 | 2023-06-23 | -21.45 | 70 |
| 2023-07-01 | 2023-11-09 | -18.23 | 131 |
| 2022-07-29 | 2022-08-11 | -14.77 | 13 |
| 2022-03-23 | 2022-05-14 | -14.29 | 52 |
| 2023-02-05 | 2023-03-21 | -13.30 | 44 |
| 2023-11-11 | 2023-12-07 | -12.89 | 26 |
| 2022-07-22 | 2022-07-27 | -11.73 | 5 |
| Metric | 6572655:etcusd:triple_gx:lsma160_115_55 | 6572655:ETCUSD |
|---|---|---|
| Best Day | 34.47% | 34.47% |
| Worst Day | -16.52% | -16.83% |
| Best Week | 62.77% | 71.73% |
| Worst Week | -24.09% | -28.11% |
| Best Month | 75.95% | 143.43% |
| Worst Month | -16.66% | -45.47% |
| Best Year | 160.46% | 39.89% |
| Worst Year | 12.03% | -44.12% |
| Avg. Up Day | 3.83% | 3.84% |
| Avg. Down Day | -2.72% | -3.16% |
| Avg. Up Week | 12.9% | 15.99% |
| Avg. Down Week | -5.41% | -6.96% |
| Avg. Up Month | 22.96% | 35.78% |
| Avg. Down Month | -7.12% | -13.14% |
| Win Days % | 48.51% | 48.59% |
| Win Month % | 60.71% | 41.03% |
| Win Week % | 50.0% | 40.12% |
| Win Quarter % | 76.92% | 57.14% |
| Win Year % | 100.0% | 50.0% |