| Metric | 6560472:etcusd:triple_gx:lsma210_95_25 | 6560472:ETCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 46.31% | -37.67% |
| Max Drawdown | -24.02% | -63.3% |
| Sharpe | 0.98 | -0.22 |
| Sortino | 1.67 | -0.32 |
| Payoff Ratio | 1.41 | 1.23 |
| Profit Factor | 1.24 | 0.97 |
| Common Sense Ratio | 1.46 | 0.98 |
| CPC Index | 0.78 | 0.55 |
| Tail Ratio | 1.18 | 1.01 |
| Outlier Win Ratio | 11.33 | 3.36 |
| Outlier Loss Ratio | 3.71 | 3.01 |
| Volatility (ann.) | 49.59% | 76.24% |
| R^2 | 0.43 | 0.43 |
| Calmar | 1.84 | -0.58 |
| Skew | 1.55 | 0.48 |
| Kurtosis | 10.22 | 2.91 |
| Expected Daily % | 0.1% | -0.12% |
| Expected Monthly % | 2.97% | -3.57% |
| Expected Yearly % | 20.96% | -21.05% |
| Kelly Criterion | 5.51% | 3.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.14% | -6.61% |
| Expected Shortfall (cVaR) | -4.14% | -6.61% |
| Year | 6560472:ETCUSD | 6560472:etcusd:triple_gx:lsma210_95_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.20 | 79.58 | -9.71 | + |
| 2025 | -32.11 | -18.53 | 0.58 | + |
| Metric | 6560472:etcusd:triple_gx:lsma210_95_25 | 6560472:ETCUSD |
|---|---|---|
| MTD | -5.96% | 2.79% |
| 3M | -9.05% | -9.27% |
| 6M | -10.85% | -46.85% |
| YTD | -18.53% | -32.11% |
| 1Y | 46.31% | -43.09% |
| 3Y (ann.) | 44.13% | -36.5% |
| 5Y (ann.) | 44.13% | -36.5% |
| Metric | 6560472:etcusd:triple_gx:lsma210_95_25 | 6560472:ETCUSD |
|---|---|---|
| Max Drawdown | -24.02% | -63.3% |
| Longest DD Days | 168.0 | 187.0 |
| Avg. Drawdown | -7.89% | -21.44% |
| Avg. Drawdown Days | 24.0 | 62.0 |
| Recovery Factor | 1.93 | -0.6 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-14 | 2025-05-31 | -24.02 | 168 |
| 2024-07-22 | 2024-11-11 | -23.97 | 112 |
| 2024-11-12 | 2024-11-16 | -10.57 | 4 |
| 2024-12-07 | 2024-12-11 | -7.15 | 4 |
| 2024-07-07 | 2024-07-12 | -6.80 | 5 |
| 2024-11-19 | 2024-11-21 | -6.13 | 2 |
| 2024-12-04 | 2024-12-06 | -6.08 | 2 |
| 2024-11-26 | 2024-11-27 | -4.74 | 1 |
| 2024-07-16 | 2024-07-20 | -3.97 | 4 |
| 2024-11-17 | 2024-11-18 | -3.31 | 1 |
| Metric | 6560472:etcusd:triple_gx:lsma210_95_25 | 6560472:ETCUSD |
|---|---|---|
| Best Day | 16.34% | 17.19% |
| Worst Day | -11.23% | -15.25% |
| Best Week | 24.18% | 24.18% |
| Worst Week | -11.75% | -26.04% |
| Best Month | 75.95% | 75.95% |
| Worst Month | -9.02% | -27.05% |
| Best Year | 79.58% | -8.2% |
| Worst Year | -18.53% | -32.11% |
| Avg. Up Day | 3.46% | 3.48% |
| Avg. Down Day | -2.45% | -2.83% |
| Avg. Up Week | 8.63% | 10.21% |
| Avg. Down Week | -3.73% | -7.85% |
| Avg. Up Month | 75.95% | 75.95% |
| Avg. Down Month | -7.54% | -15.37% |
| Win Days % | 44.64% | 46.56% |
| Win Month % | 36.36% | 38.46% |
| Win Week % | 41.18% | 39.29% |
| Win Quarter % | 50.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |