| Metric | 6572686:etcusd:triple_gx:lsma195_115_55 | 6572686:ETCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 461.26% | -55.98% |
| Max Drawdown | -39.86% | -67.71% |
| Sharpe | 1.22 | 0.12 |
| Sortino | 2.2 | 0.19 |
| Payoff Ratio | 1.38 | 1.22 |
| Profit Factor | 1.35 | 1.02 |
| Common Sense Ratio | 1.56 | 1.03 |
| CPC Index | 0.9 | 0.61 |
| Tail Ratio | 1.16 | 1.01 |
| Outlier Win Ratio | 13.69 | 4.3 |
| Outlier Loss Ratio | 3.91 | 3.37 |
| Volatility (ann.) | 59.17% | 87.12% |
| R^2 | 0.47 | 0.47 |
| Calmar | 1.84 | -0.34 |
| Skew | 2.45 | 0.99 |
| Kurtosis | 21.04 | 7.28 |
| Expected Daily % | 0.15% | -0.07% |
| Expected Monthly % | 4.64% | -2.14% |
| Expected Yearly % | 53.92% | -18.55% |
| Kelly Criterion | 10.9% | 6.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.9% | -7.47% |
| Expected Shortfall (cVaR) | -4.9% | -7.47% |
| Year | 6572686:ETCUSD | 6572686:etcusd:triple_gx:lsma195_115_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.33 | 77.07 | -1.30 | + |
| 2023 | 39.89 | 99.26 | 2.49 | + |
| 2024 | 13.96 | 43.17 | 3.09 | + |
| 2025 | -32.11 | 11.10 | -0.35 | + |
| Metric | 6572686:etcusd:triple_gx:lsma195_115_55 | 6572686:ETCUSD |
|---|---|---|
| MTD | 11.1% | 2.79% |
| 3M | 11.1% | -9.27% |
| 6M | -5.08% | -46.85% |
| YTD | 11.1% | -32.11% |
| 1Y | 42.78% | -43.09% |
| 3Y (ann.) | 61.77% | -11.92% |
| 5Y (ann.) | 73.39% | -23.03% |
| Metric | 6572686:etcusd:triple_gx:lsma195_115_55 | 6572686:ETCUSD |
|---|---|---|
| Max Drawdown | -39.86% | -67.71% |
| Longest DD Days | 315.0 | 1021.0 |
| Avg. Drawdown | -11.05% | -48.99% |
| Avg. Drawdown Days | 46.0 | 380.0 |
| Recovery Factor | 11.57 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-12 | 2024-11-22 | -39.86 | 315 |
| 2024-12-07 | 2025-05-31 | -32.29 | 175 |
| 2022-08-14 | 2023-02-03 | -28.91 | 173 |
| 2023-07-01 | 2023-11-09 | -18.35 | 131 |
| 2022-07-29 | 2022-08-11 | -14.77 | 13 |
| 2022-06-21 | 2022-07-27 | -14.44 | 36 |
| 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 |
| 2022-05-31 | 2022-06-20 | -12.35 | 20 |
| Metric | 6572686:etcusd:triple_gx:lsma195_115_55 | 6572686:ETCUSD |
|---|---|---|
| Best Day | 30.92% | 31.63% |
| Worst Day | -16.52% | -16.83% |
| Best Week | 62.77% | 65.34% |
| Worst Week | -24.09% | -28.11% |
| Best Month | 75.95% | 143.43% |
| Worst Month | -16.66% | -36.81% |
| Best Year | 99.26% | 39.89% |
| Worst Year | 11.1% | -59.33% |
| Avg. Up Day | 3.68% | 3.69% |
| Avg. Down Day | -2.67% | -3.02% |
| Avg. Up Week | 11.39% | 13.34% |
| Avg. Down Week | -5.86% | -6.25% |
| Avg. Up Month | 26.54% | 35.44% |
| Avg. Down Month | -7.36% | -12.99% |
| Win Days % | 48.37% | 48.67% |
| Win Month % | 60.0% | 39.47% |
| Win Week % | 51.76% | 40.12% |
| Win Quarter % | 83.33% | 53.85% |
| Win Year % | 100.0% | 50.0% |