| Metric | 6563317:etcusd:triple_gx:lsma215_115_30 | 6563317:ETCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 32.11% | -45.64% |
| Max Drawdown | -46.36% | -63.3% |
| Sharpe | 0.62 | -0.12 |
| Sortino | 0.99 | -0.17 |
| Payoff Ratio | 1.26 | 1.1 |
| Profit Factor | 1.15 | 0.98 |
| Common Sense Ratio | 1.29 | 1.02 |
| CPC Index | 0.66 | 0.52 |
| Tail Ratio | 1.12 | 1.04 |
| Outlier Win Ratio | 13.94 | 4.03 |
| Outlier Loss Ratio | 3.54 | 2.88 |
| Volatility (ann.) | 49.79% | 79.21% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.44 | -0.53 |
| Skew | 1.17 | 0.48 |
| Kurtosis | 11.56 | 5.31 |
| Expected Daily % | 0.05% | -0.11% |
| Expected Monthly % | 1.48% | -3.16% |
| Expected Yearly % | 14.94% | -26.27% |
| Kelly Criterion | 2.24% | 1.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.2% | -6.85% |
| Expected Shortfall (cVaR) | -4.2% | -6.85% |
| Year | 6563317:ETCUSD | 6563317:etcusd:triple_gx:lsma215_115_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.20 | 90.12 | -11.00 | + |
| 2025 | -40.79 | -30.51 | 0.75 | + |
| Metric | 6563317:etcusd:triple_gx:lsma215_115_30 | 6563317:ETCUSD |
|---|---|---|
| MTD | -10.42% | -6.75% |
| 3M | -12.71% | -33.5% |
| 6M | -5.04% | -20.91% |
| YTD | -30.51% | -40.79% |
| 1Y | -1.71% | -35.67% |
| 3Y (ann.) | 20.34% | -33.32% |
| 5Y (ann.) | 20.34% | -33.32% |
| Metric | 6563317:etcusd:triple_gx:lsma215_115_30 | 6563317:ETCUSD |
|---|---|---|
| Max Drawdown | -46.36% | -63.3% |
| Longest DD Days | 344.0 | 344.0 |
| Avg. Drawdown | -8.64% | -21.44% |
| Avg. Drawdown Days | 39.0 | 90.0 |
| Recovery Factor | 0.69 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-16 | -46.36 | 344 |
| 2024-07-22 | 2024-11-09 | -17.55 | 110 |
| 2024-11-12 | 2024-11-16 | -10.57 | 4 |
| 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 |
| 2024-11-17 | 2024-11-18 | -3.31 | 1 |
| 2024-11-28 | 2024-12-01 | -3.04 | 3 |
| 2024-11-24 | 2024-11-25 | -2.63 | 1 |
| 2024-07-11 | 2024-07-12 | -1.67 | 1 |
| Metric | 6563317:etcusd:triple_gx:lsma215_115_30 | 6563317:ETCUSD |
|---|---|---|
| Best Day | 16.34% | 22.96% |
| Worst Day | -15.25% | -23.38% |
| Best Week | 24.18% | 27.0% |
| Worst Week | -14.5% | -26.28% |
| Best Month | 75.95% | 75.95% |
| Worst Month | -18.22% | -27.05% |
| Best Year | 90.12% | -8.2% |
| Worst Year | -30.51% | -40.79% |
| Avg. Up Day | 3.21% | 3.22% |
| Avg. Down Day | -2.55% | -2.92% |
| Avg. Up Week | 8.37% | 9.5% |
| Avg. Down Week | -5.77% | -9.49% |
| Avg. Up Month | 27.49% | 35.46% |
| Avg. Down Month | -5.28% | -13.05% |
| Win Days % | 45.53% | 48.26% |
| Win Month % | 37.5% | 36.84% |
| Win Week % | 51.02% | 43.21% |
| Win Quarter % | 50.0% | 28.57% |
| Win Year % | 50.0% | 0.0% |