| Metric | 6563347:etcusd:triple_gx:lsma230_115_30 | 6563347:ETCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 269.59% | -29.86% |
| Max Drawdown | -39.56% | -67.71% |
| Sharpe | 1.0 | 0.28 |
| Sortino | 1.76 | 0.44 |
| Payoff Ratio | 1.39 | 1.24 |
| Profit Factor | 1.28 | 1.04 |
| Common Sense Ratio | 1.39 | 1.07 |
| CPC Index | 0.82 | 0.63 |
| Tail Ratio | 1.09 | 1.03 |
| Outlier Win Ratio | 13.5 | 4.37 |
| Outlier Loss Ratio | 3.85 | 3.41 |
| Volatility (ann.) | 60.66% | 85.53% |
| R^2 | 0.5 | 0.5 |
| Calmar | 1.37 | -0.16 |
| Skew | 2.22 | 1.18 |
| Kurtosis | 19.8 | 7.8 |
| Expected Daily % | 0.12% | -0.03% |
| Expected Monthly % | 3.6% | -0.95% |
| Expected Yearly % | 38.65% | -8.48% |
| Kelly Criterion | 7.54% | 7.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.06% | -7.3% |
| Expected Shortfall (cVaR) | -5.06% | -7.3% |
| Year | 6563347:ETCUSD | 6563347:etcusd:triple_gx:lsma230_115_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -35.19 | 35.52 | -1.01 | + |
| 2023 | 39.89 | 77.97 | 1.95 | + |
| 2024 | 13.96 | 115.07 | 8.24 | + |
| 2025 | -32.11 | -28.75 | 0.90 | + |
| Metric | 6563347:etcusd:triple_gx:lsma230_115_30 | 6563347:ETCUSD |
|---|---|---|
| MTD | -14.57% | 2.79% |
| 3M | -23.61% | -9.27% |
| 6M | -27.38% | -46.85% |
| YTD | -28.75% | -32.11% |
| 1Y | 22.89% | -43.09% |
| 3Y (ann.) | 57.84% | -11.92% |
| 5Y (ann.) | 54.12% | -11.07% |
| Metric | 6563347:etcusd:triple_gx:lsma230_115_30 | 6563347:ETCUSD |
|---|---|---|
| Max Drawdown | -39.56% | -67.71% |
| Longest DD Days | 183.0 | 1021.0 |
| Avg. Drawdown | -11.71% | -26.03% |
| Avg. Drawdown Days | 41.0 | 182.0 |
| Recovery Factor | 6.81 | -0.44 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-05-31 | -39.56 | 175 |
| 2024-01-12 | 2024-07-13 | -27.82 | 183 |
| 2022-09-15 | 2023-03-14 | -25.61 | 180 |
| 2022-05-25 | 2022-07-27 | -20.19 | 63 |
| 2024-07-21 | 2024-11-09 | -18.86 | 111 |
| 2023-08-30 | 2023-11-06 | -17.89 | 68 |
| 2023-12-28 | 2024-01-10 | -15.22 | 13 |
| 2022-07-29 | 2022-08-11 | -14.77 | 13 |
| 2023-04-14 | 2023-06-23 | -14.40 | 70 |
| 2023-11-11 | 2023-12-27 | -14.10 | 46 |
| Metric | 6563347:etcusd:triple_gx:lsma230_115_30 | 6563347:ETCUSD |
|---|---|---|
| Best Day | 30.92% | 31.63% |
| Worst Day | -16.18% | -16.52% |
| Best Week | 62.77% | 65.34% |
| Worst Week | -12.55% | -28.11% |
| Best Month | 75.95% | 143.43% |
| Worst Month | -14.57% | -36.81% |
| Best Year | 115.07% | 39.89% |
| Worst Year | -28.75% | -35.19% |
| Avg. Up Day | 3.76% | 3.78% |
| Avg. Down Day | -2.7% | -3.04% |
| Avg. Up Week | 10.59% | 13.03% |
| Avg. Down Week | -5.81% | -7.89% |
| Avg. Up Month | 19.7% | 34.1% |
| Avg. Down Month | -6.59% | -16.88% |
| Win Days % | 46.22% | 48.59% |
| Win Month % | 60.0% | 40.54% |
| Win Week % | 50.0% | 40.99% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |