| Metric | 6572658:etcusd:triple_gx:lsma165_115_55 | 6572658:ETCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 583.09% | -34.57% |
| Max Drawdown | -45.46% | -73.51% |
| Sharpe | 1.26 | 0.29 |
| Sortino | 2.37 | 0.46 |
| Payoff Ratio | 1.41 | 1.2 |
| Profit Factor | 1.37 | 1.05 |
| Common Sense Ratio | 1.58 | 1.09 |
| CPC Index | 0.93 | 0.61 |
| Tail Ratio | 1.15 | 1.04 |
| Outlier Win Ratio | 14.17 | 4.38 |
| Outlier Loss Ratio | 3.92 | 3.38 |
| Volatility (ann.) | 62.0% | 90.63% |
| R^2 | 0.47 | 0.47 |
| Calmar | 1.8 | -0.17 |
| Skew | 3.03 | 1.22 |
| Kurtosis | 27.29 | 8.42 |
| Expected Daily % | 0.16% | -0.04% |
| Expected Monthly % | 5.05% | -1.08% |
| Expected Yearly % | 61.67% | -10.06% |
| Kelly Criterion | 11.7% | 6.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.12% | -7.73% |
| Expected Shortfall (cVaR) | -5.12% | -7.73% |
| Year | 6572658:ETCUSD | 6572658:etcusd:triple_gx:lsma165_115_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.54 | 130.85 | -3.31 | + |
| 2023 | 39.89 | 102.44 | 2.57 | + |
| 2024 | 13.96 | 30.71 | 2.20 | + |
| 2025 | -32.11 | 11.83 | -0.37 | + |
| Metric | 6572658:etcusd:triple_gx:lsma165_115_55 | 6572658:ETCUSD |
|---|---|---|
| MTD | 13.31% | 2.79% |
| 3M | 11.83% | -9.27% |
| 6M | -4.46% | -46.85% |
| YTD | 11.83% | -32.11% |
| 1Y | 34.11% | -43.09% |
| 3Y (ann.) | 60.78% | -11.92% |
| 5Y (ann.) | 81.74% | -12.35% |
| Metric | 6572658:etcusd:triple_gx:lsma165_115_55 | 6572658:ETCUSD |
|---|---|---|
| Max Drawdown | -45.46% | -73.51% |
| Longest DD Days | 320.0 | 1165.0 |
| Avg. Drawdown | -11.1% | -24.87% |
| Avg. Drawdown Days | 44.0 | 389.0 |
| Recovery Factor | 12.83 | -0.47 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-12 | 2024-11-27 | -45.46 | 320 |
| 2024-12-07 | 2025-05-31 | -32.29 | 175 |
| 2022-08-14 | 2023-01-23 | -28.91 | 162 |
| 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 |
| 2023-04-14 | 2023-06-23 | -13.77 | 70 |
| 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 | 6572658:etcusd:triple_gx:lsma165_115_55 | 6572658: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 | 130.85% | 39.89% |
| Worst Year | 11.83% | -39.54% |
| Avg. Up Day | 3.79% | 3.8% |
| Avg. Down Day | -2.69% | -3.16% |
| Avg. Up Week | 12.75% | 15.8% |
| Avg. Down Week | -5.6% | -6.48% |
| Avg. Up Month | 24.17% | 37.04% |
| Avg. Down Month | -7.47% | -14.08% |
| Win Days % | 48.41% | 48.71% |
| Win Month % | 64.29% | 41.03% |
| Win Week % | 51.14% | 40.35% |
| Win Quarter % | 76.92% | 57.14% |
| Win Year % | 100.0% | 50.0% |