| Metric | 6560717:etcusd:triple_gx:lsma210_105_25 | 6560717:ETCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 369.06% | -46.5% |
| Max Drawdown | -32.46% | -67.71% |
| Sharpe | 1.01 | 0.22 |
| Sortino | 1.78 | 0.34 |
| Payoff Ratio | 1.44 | 1.19 |
| Profit Factor | 1.27 | 1.03 |
| Common Sense Ratio | 1.49 | 1.05 |
| CPC Index | 0.84 | 0.6 |
| Tail Ratio | 1.17 | 1.02 |
| Outlier Win Ratio | 13.61 | 4.47 |
| Outlier Loss Ratio | 3.96 | 3.39 |
| Volatility (ann.) | 60.42% | 86.6% |
| R^2 | 0.49 | 0.49 |
| Calmar | 1.68 | -0.24 |
| Skew | 2.16 | 0.98 |
| Kurtosis | 18.4 | 7.51 |
| Expected Daily % | 0.12% | -0.05% |
| Expected Monthly % | 3.66% | -1.44% |
| Expected Yearly % | 47.17% | -14.47% |
| Kelly Criterion | 7.8% | 6.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.03% | -7.4% |
| Expected Shortfall (cVaR) | -5.03% | -7.4% |
| Year | 6560717:ETCUSD | 6560717:etcusd:triple_gx:lsma210_105_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -43.31 | 48.42 | -1.12 | + |
| 2023 | 39.89 | 67.62 | 1.70 | + |
| 2024 | 13.96 | 153.10 | 10.97 | + |
| 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.) | 45.1% | -10.38% |
| 5Y (ann.) | 54.59% | -16.16% |
| Metric | 6560717:etcusd:triple_gx:lsma210_105_25 | 6560717:ETCUSD |
|---|---|---|
| Max Drawdown | -32.46% | -67.71% |
| Longest DD Days | 304.0 | 1190.0 |
| Avg. Drawdown | -11.85% | -34.29% |
| Avg. Drawdown Days | 48.0 | 322.0 |
| Recovery Factor | 11.37 | -0.69 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-21 | 2025-11-16 | -32.46 | 118 |
| 2024-01-12 | 2024-11-11 | -27.82 | 304 |
| 2022-09-15 | 2023-03-18 | -26.67 | 184 |
| 2022-05-11 | 2022-05-24 | -20.93 | 13 |
| 2024-12-14 | 2025-07-18 | -20.04 | 216 |
| 2023-04-14 | 2023-06-23 | -16.93 | 70 |
| 2023-08-30 | 2023-11-09 | -16.85 | 71 |
| 2022-06-27 | 2022-07-27 | -16.46 | 30 |
| 2022-05-25 | 2022-06-20 | -15.48 | 26 |
| 2022-07-29 | 2022-09-08 | -14.77 | 41 |
| Metric | 6560717:etcusd:triple_gx:lsma210_105_25 | 6560717:ETCUSD |
|---|---|---|
| Best Day | 30.92% | 31.63% |
| Worst Day | -16.66% | -23.38% |
| Best Week | 62.77% | 65.34% |
| Worst Week | -17.78% | -28.11% |
| Best Month | 75.95% | 143.43% |
| Worst Month | -17.63% | -36.81% |
| Best Year | 153.1% | 39.89% |
| Worst Year | -25.51% | -43.31% |
| Avg. Up Day | 3.83% | 3.84% |
| Avg. Down Day | -2.67% | -3.23% |
| Avg. Up Week | 10.86% | 12.71% |
| Avg. Down Week | -4.97% | -8.46% |
| Avg. Up Month | 19.11% | 35.74% |
| Avg. Down Month | -6.97% | -16.67% |
| Win Days % | 45.66% | 49.14% |
| Win Month % | 59.46% | 39.53% |
| Win Week % | 44.74% | 42.86% |
| Win Quarter % | 60.0% | 46.67% |
| Win Year % | 75.0% | 50.0% |