| Metric | 6563332:etcusd:triple_gx:lsma220_115_30 | 6563332:ETCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 29.14% | -37.67% |
| Max Drawdown | -42.38% | -63.3% |
| Sharpe | 0.74 | -0.22 |
| Sortino | 1.17 | -0.32 |
| Payoff Ratio | 1.28 | 1.17 |
| Profit Factor | 1.19 | 0.97 |
| Common Sense Ratio | 1.29 | 0.98 |
| CPC Index | 0.7 | 0.53 |
| Tail Ratio | 1.08 | 1.01 |
| Outlier Win Ratio | 12.72 | 3.41 |
| Outlier Loss Ratio | 3.52 | 3.02 |
| Volatility (ann.) | 49.73% | 76.24% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.66 | -0.58 |
| Skew | 0.94 | 0.48 |
| Kurtosis | 12.87 | 2.91 |
| Expected Daily % | 0.07% | -0.12% |
| Expected Monthly % | 1.99% | -3.57% |
| Expected Yearly % | 13.64% | -21.05% |
| Kelly Criterion | 4.11% | 1.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.18% | -6.61% |
| Expected Shortfall (cVaR) | -4.18% | -6.61% |
| Year | 6563332:ETCUSD | 6563332:etcusd:triple_gx:lsma220_115_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.20 | 90.12 | -11.00 | + |
| 2025 | -32.11 | -32.07 | 1.00 | + |
| Metric | 6563332:etcusd:triple_gx:lsma220_115_30 | 6563332:ETCUSD |
|---|---|---|
| MTD | -18.22% | 2.79% |
| 3M | -27.18% | -9.27% |
| 6M | -30.77% | -46.85% |
| YTD | -32.07% | -32.11% |
| 1Y | 29.14% | -43.09% |
| 3Y (ann.) | 27.85% | -36.5% |
| 5Y (ann.) | 27.85% | -36.5% |
| Metric | 6563332:etcusd:triple_gx:lsma220_115_30 | 6563332:ETCUSD |
|---|---|---|
| Max Drawdown | -42.38% | -63.3% |
| Longest DD Days | 175.0 | 187.0 |
| Avg. Drawdown | -8.31% | -21.44% |
| Avg. Drawdown Days | 25.0 | 62.0 |
| Recovery Factor | 0.69 | -0.6 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-05-31 | -42.38 | 175 |
| 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 | 6563332:etcusd:triple_gx:lsma220_115_30 | 6563332:ETCUSD |
|---|---|---|
| Best Day | 16.34% | 17.19% |
| Worst Day | -15.25% | -15.25% |
| Best Week | 24.18% | 24.18% |
| Worst Week | -11.75% | -26.04% |
| Best Month | 75.95% | 75.95% |
| Worst Month | -18.22% | -27.05% |
| Best Year | 90.12% | -8.2% |
| Worst Year | -32.07% | -32.11% |
| Avg. Up Day | 3.3% | 3.31% |
| Avg. Down Day | -2.58% | -2.82% |
| Avg. Up Week | 8.61% | 9.56% |
| Avg. Down Week | -5.53% | -8.15% |
| Avg. Up Month | 39.56% | 41.05% |
| Avg. Down Month | -4.72% | -14.47% |
| Win Days % | 46.2% | 46.56% |
| Win Month % | 30.0% | 38.46% |
| Win Week % | 50.0% | 39.29% |
| Win Quarter % | 50.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |