| Metric | 6564186:etcusd:triple_gx:lsma125_65_35 | 6564186:ETCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 90.3% | -37.67% |
| Max Drawdown | -17.96% | -63.3% |
| Sharpe | 1.55 | -0.22 |
| Sortino | 2.8 | -0.32 |
| Payoff Ratio | 1.52 | 1.34 |
| Profit Factor | 1.42 | 0.97 |
| Common Sense Ratio | 1.95 | 0.98 |
| CPC Index | 1.0 | 0.6 |
| Tail Ratio | 1.38 | 1.01 |
| Outlier Win Ratio | 11.27 | 3.25 |
| Outlier Loss Ratio | 4.11 | 3.0 |
| Volatility (ann.) | 46.39% | 76.24% |
| R^2 | 0.38 | 0.38 |
| Calmar | 4.76 | -0.58 |
| Skew | 1.81 | 0.48 |
| Kurtosis | 11.52 | 2.91 |
| Expected Daily % | 0.17% | -0.12% |
| Expected Monthly % | 5.07% | -3.57% |
| Expected Yearly % | 37.95% | -21.05% |
| Kelly Criterion | 11.05% | 6.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.8% | -6.61% |
| Expected Shortfall (cVaR) | -3.8% | -6.61% |
| Year | 6564186:ETCUSD | 6564186:etcusd:triple_gx:lsma125_65_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.20 | 87.02 | -10.62 | + |
| 2025 | -32.11 | 1.75 | -0.05 | + |
| Metric | 6564186:etcusd:triple_gx:lsma125_65_35 | 6564186:ETCUSD |
|---|---|---|
| MTD | -14.41% | 2.79% |
| 3M | 4.82% | -9.27% |
| 6M | 18.16% | -46.85% |
| YTD | 1.75% | -32.11% |
| 1Y | 90.3% | -43.09% |
| 3Y (ann.) | 85.53% | -36.5% |
| 5Y (ann.) | 85.53% | -36.5% |
| Metric | 6564186:etcusd:triple_gx:lsma125_65_35 | 6564186:ETCUSD |
|---|---|---|
| Max Drawdown | -17.96% | -63.3% |
| Longest DD Days | 108.0 | 187.0 |
| Avg. Drawdown | -6.76% | -21.44% |
| Avg. Drawdown Days | 17.0 | 62.0 |
| Recovery Factor | 5.03 | -0.6 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-27 | 2024-07-21 | -17.96 | 24 |
| 2025-05-14 | 2025-05-31 | -17.95 | 17 |
| 2024-12-07 | 2025-03-14 | -13.80 | 97 |
| 2024-07-22 | 2024-11-07 | -12.42 | 108 |
| 2024-11-12 | 2024-11-16 | -10.57 | 4 |
| 2025-03-20 | 2025-04-09 | -7.87 | 20 |
| 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 |
| 2025-04-13 | 2025-04-19 | -4.38 | 6 |
| Metric | 6564186:etcusd:triple_gx:lsma125_65_35 | 6564186:ETCUSD |
|---|---|---|
| Best Day | 16.34% | 17.19% |
| Worst Day | -8.02% | -15.25% |
| Best Week | 24.18% | 24.18% |
| Worst Week | -13.28% | -26.04% |
| Best Month | 80.45% | 75.95% |
| Worst Month | -14.41% | -27.05% |
| Best Year | 87.02% | -8.2% |
| Worst Year | 1.75% | -32.11% |
| Avg. Up Day | 3.32% | 3.33% |
| Avg. Down Day | -2.19% | -2.49% |
| Avg. Up Week | 11.04% | 10.75% |
| Avg. Down Week | -3.55% | -6.1% |
| Avg. Up Month | 80.45% | 75.95% |
| Avg. Down Month | -3.02% | -17.66% |
| Win Days % | 46.39% | 46.56% |
| Win Month % | 50.0% | 38.46% |
| Win Week % | 43.75% | 39.29% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |