| Metric | 6560579:etcusd:triple_gx:lsma210_100_25 | 6560579:ETCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 82.21% | -37.67% |
| Max Drawdown | -20.04% | -63.3% |
| Sharpe | 1.39 | -0.22 |
| Sortino | 2.46 | -0.32 |
| Payoff Ratio | 1.45 | 1.22 |
| Profit Factor | 1.37 | 0.97 |
| Common Sense Ratio | 1.7 | 0.98 |
| CPC Index | 0.93 | 0.55 |
| Tail Ratio | 1.24 | 1.01 |
| Outlier Win Ratio | 11.29 | 3.41 |
| Outlier Loss Ratio | 3.69 | 3.01 |
| Volatility (ann.) | 49.98% | 76.24% |
| R^2 | 0.44 | 0.44 |
| Calmar | 3.89 | -0.58 |
| Skew | 1.58 | 0.48 |
| Kurtosis | 10.0 | 2.91 |
| Expected Daily % | 0.16% | -0.12% |
| Expected Monthly % | 4.72% | -3.57% |
| Expected Yearly % | 34.99% | -21.05% |
| Kelly Criterion | 9.81% | 2.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.11% | -6.61% |
| Expected Shortfall (cVaR) | -4.11% | -6.61% |
| Year | 6560579:ETCUSD | 6560579:etcusd:triple_gx:lsma210_100_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.20 | 116.17 | -14.17 | + |
| 2025 | -32.11 | -15.71 | 0.49 | + |
| Metric | 6560579:etcusd:triple_gx:lsma210_100_25 | 6560579:ETCUSD |
|---|---|---|
| MTD | -4.2% | 2.79% |
| 3M | -7.35% | -9.27% |
| 6M | 4.66% | -46.85% |
| YTD | -15.71% | -32.11% |
| 1Y | 82.21% | -43.09% |
| 3Y (ann.) | 77.94% | -36.5% |
| 5Y (ann.) | 77.94% | -36.5% |
| Metric | 6560579:etcusd:triple_gx:lsma210_100_25 | 6560579:ETCUSD |
|---|---|---|
| Max Drawdown | -20.04% | -63.3% |
| Longest DD Days | 168.0 | 187.0 |
| Avg. Drawdown | -7.22% | -21.44% |
| Avg. Drawdown Days | 24.0 | 62.0 |
| Recovery Factor | 4.1 | -0.6 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-14 | 2025-05-31 | -20.04 | 168 |
| 2024-07-22 | 2024-11-10 | -19.34 | 111 |
| 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 |
| 2024-12-05 | 2024-12-06 | -5.91 | 1 |
| 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 | 6560579:etcusd:triple_gx:lsma210_100_25 | 6560579: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 | 116.17% | -8.2% |
| Worst Year | -15.71% | -32.11% |
| Avg. Up Day | 3.55% | 3.56% |
| Avg. Down Day | -2.45% | -2.91% |
| Avg. Up Week | 10.04% | 10.75% |
| Avg. Down Week | -2.96% | -8.15% |
| Avg. Up Month | 40.06% | 41.05% |
| Avg. Down Month | -7.12% | -15.37% |
| Win Days % | 46.63% | 46.56% |
| Win Month % | 50.0% | 38.46% |
| Win Week % | 40.62% | 39.29% |
| Win Quarter % | 50.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |