| Metric | 6574311:etcusd:triple_gx:lsma120_75_65 | 6574311:ETCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 256.69% | -32.78% |
| Max Drawdown | -39.77% | -73.51% |
| Sharpe | 0.94 | 0.31 |
| Sortino | 1.69 | 0.48 |
| Payoff Ratio | 1.37 | 1.17 |
| Profit Factor | 1.28 | 1.05 |
| Common Sense Ratio | 1.49 | 1.09 |
| CPC Index | 0.82 | 0.6 |
| Tail Ratio | 1.17 | 1.04 |
| Outlier Win Ratio | 16.46 | 4.25 |
| Outlier Loss Ratio | 3.9 | 3.44 |
| Volatility (ann.) | 57.75% | 90.56% |
| R^2 | 0.41 | 0.41 |
| Calmar | 1.17 | -0.15 |
| Skew | 2.91 | 1.19 |
| Kurtosis | 27.68 | 8.13 |
| Expected Daily % | 0.1% | -0.03% |
| Expected Monthly % | 3.15% | -0.96% |
| Expected Yearly % | 37.43% | -9.45% |
| Kelly Criterion | 7.75% | 4.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.82% | -7.72% |
| Expected Shortfall (cVaR) | -4.82% | -7.72% |
| Year | 6574311:ETCUSD | 6574311:etcusd:triple_gx:lsma120_75_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -37.89 | 94.49 | -2.49 | + |
| 2023 | 39.89 | 42.99 | 1.08 | + |
| 2024 | 13.96 | 56.54 | 4.05 | + |
| 2025 | -32.11 | -18.06 | 0.56 | + |
| Metric | 6574311:etcusd:triple_gx:lsma120_75_65 | 6574311:ETCUSD |
|---|---|---|
| MTD | -11.66% | 2.79% |
| 3M | -8.83% | -9.27% |
| 6M | -26.79% | -46.85% |
| YTD | -18.06% | -32.11% |
| 1Y | 15.39% | -43.09% |
| 3Y (ann.) | 62.9% | -11.92% |
| 5Y (ann.) | 46.34% | -11.21% |
| Metric | 6574311:etcusd:triple_gx:lsma120_75_65 | 6574311:ETCUSD |
|---|---|---|
| Max Drawdown | -39.77% | -73.51% |
| Longest DD Days | 245.0 | 1165.0 |
| Avg. Drawdown | -12.25% | -17.85% |
| Avg. Drawdown Days | 56.0 | 201.0 |
| Recovery Factor | 6.45 | -0.45 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-05-31 | -39.77 | 175 |
| 2022-02-11 | 2022-07-18 | -29.72 | 157 |
| 2023-11-11 | 2024-07-13 | -26.97 | 245 |
| 2024-07-24 | 2024-11-11 | -24.13 | 110 |
| 2022-11-11 | 2023-06-21 | -20.03 | 222 |
| 2022-08-26 | 2022-11-10 | -16.96 | 76 |
| 2023-07-01 | 2023-11-06 | -15.06 | 128 |
| 2022-07-29 | 2022-08-25 | -14.77 | 27 |
| 2022-07-22 | 2022-07-27 | -11.73 | 5 |
| 2024-11-12 | 2024-11-16 | -10.57 | 4 |
| Metric | 6574311:etcusd:triple_gx:lsma120_75_65 | 6574311:ETCUSD |
|---|---|---|
| Best Day | 31.63% | 34.47% |
| Worst Day | -15.25% | -16.83% |
| Best Week | 62.77% | 71.73% |
| Worst Week | -12.53% | -28.11% |
| Best Month | 89.56% | 143.43% |
| Worst Month | -16.17% | -45.47% |
| Best Year | 94.49% | 39.89% |
| Worst Year | -18.06% | -37.89% |
| Avg. Up Day | 3.87% | 3.88% |
| Avg. Down Day | -2.83% | -3.31% |
| Avg. Up Week | 11.77% | 15.76% |
| Avg. Down Week | -4.56% | -6.52% |
| Avg. Up Month | 38.78% | 44.62% |
| Avg. Down Month | -6.08% | -17.04% |
| Win Days % | 46.72% | 48.59% |
| Win Month % | 45.45% | 43.9% |
| Win Week % | 43.68% | 40.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 50.0% |