| Metric | 6560717:etcusd:triple_gx:lsma210_105_25 | 6560717:ETCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 52.97% | -45.64% |
| Max Drawdown | -32.46% | -63.3% |
| Sharpe | 0.79 | -0.12 |
| Sortino | 1.36 | -0.17 |
| Payoff Ratio | 1.39 | 1.16 |
| Profit Factor | 1.2 | 0.98 |
| Common Sense Ratio | 1.4 | 1.02 |
| CPC Index | 0.74 | 0.55 |
| Tail Ratio | 1.17 | 1.04 |
| Outlier Win Ratio | 13.48 | 4.16 |
| Outlier Loss Ratio | 3.53 | 2.92 |
| Volatility (ann.) | 52.12% | 79.21% |
| R^2 | 0.44 | 0.44 |
| Calmar | 1.01 | -0.53 |
| Skew | 1.7 | 0.48 |
| Kurtosis | 10.43 | 5.31 |
| Expected Daily % | 0.08% | -0.11% |
| Expected Monthly % | 2.26% | -3.16% |
| Expected Yearly % | 23.68% | -26.27% |
| Kelly Criterion | 4.81% | 3.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.37% | -6.85% |
| Expected Shortfall (cVaR) | -4.37% | -6.85% |
| Year | 6560717:ETCUSD | 6560717:etcusd:triple_gx:lsma210_105_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.20 | 105.34 | -12.85 | + |
| 2025 | -40.79 | -25.51 | 0.63 | + |
| Metric | 6560717:etcusd:triple_gx:lsma210_105_25 | 6560717:ETCUSD |
|---|---|---|
| MTD | -17.63% | -6.75% |
| 3M | -9.61% | -33.5% |
| 6M | -12.87% | -20.91% |
| YTD | -25.51% | -40.79% |
| 1Y | 28.38% | -35.67% |
| 3Y (ann.) | 32.66% | -33.32% |
| 5Y (ann.) | 32.66% | -33.32% |
| Metric | 6560717:etcusd:triple_gx:lsma210_105_25 | 6560717:ETCUSD |
|---|---|---|
| Max Drawdown | -32.46% | -63.3% |
| Longest DD Days | 216.0 | 344.0 |
| Avg. Drawdown | -9.31% | -21.44% |
| Avg. Drawdown Days | 34.0 | 90.0 |
| Recovery Factor | 1.63 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-21 | 2025-11-16 | -32.46 | 118 |
| 2024-07-22 | 2024-11-10 | -23.38 | 111 |
| 2024-12-14 | 2025-07-18 | -20.04 | 216 |
| 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 |
| Metric | 6560717:etcusd:triple_gx:lsma210_105_25 | 6560717:ETCUSD |
|---|---|---|
| Best Day | 16.51% | 22.96% |
| Worst Day | -11.23% | -23.38% |
| Best Week | 24.18% | 27.0% |
| Worst Week | -17.78% | -26.28% |
| Best Month | 75.95% | 75.95% |
| Worst Month | -17.63% | -27.05% |
| Best Year | 105.34% | -8.2% |
| Worst Year | -25.51% | -40.79% |
| Avg. Up Day | 3.51% | 3.52% |
| Avg. Down Day | -2.53% | -3.05% |
| Avg. Up Week | 8.03% | 9.53% |
| Avg. Down Week | -4.54% | -8.78% |
| Avg. Up Month | 39.65% | 50.13% |
| Avg. Down Month | -7.58% | -13.19% |
| Win Days % | 44.67% | 48.26% |
| Win Month % | 43.75% | 36.84% |
| Win Week % | 45.1% | 43.21% |
| Win Quarter % | 50.0% | 28.57% |
| Win Year % | 50.0% | 0.0% |