| Metric | 6564186:etcusd:triple_gx:lsma125_65_35 | 6564186:ETCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 875.21% | -35.5% |
| Max Drawdown | -41.84% | -73.51% |
| Sharpe | 1.36 | 0.29 |
| Sortino | 2.47 | 0.46 |
| Payoff Ratio | 1.42 | 1.31 |
| Profit Factor | 1.39 | 1.05 |
| Common Sense Ratio | 1.59 | 1.09 |
| CPC Index | 0.95 | 0.66 |
| Tail Ratio | 1.14 | 1.04 |
| Outlier Win Ratio | 12.6 | 4.34 |
| Outlier Loss Ratio | 4.01 | 3.54 |
| Volatility (ann.) | 65.66% | 90.69% |
| R^2 | 0.53 | 0.53 |
| Calmar | 2.35 | -0.17 |
| Skew | 2.51 | 1.19 |
| Kurtosis | 22.11 | 8.11 |
| Expected Daily % | 0.19% | -0.04% |
| Expected Monthly % | 5.86% | -1.09% |
| Expected Yearly % | 76.72% | -10.38% |
| Kelly Criterion | 11.75% | 9.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.41% | -7.74% |
| Expected Shortfall (cVaR) | -5.41% | -7.74% |
| Year | 6564186:ETCUSD | 6564186:etcusd:triple_gx:lsma125_65_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.40 | 75.65 | -1.87 | + |
| 2023 | 39.89 | 145.60 | 3.65 | + |
| 2024 | 13.96 | 122.16 | 8.75 | + |
| 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.) | 108.25% | -11.92% |
| 5Y (ann.) | 98.33% | -12.35% |
| Metric | 6564186:etcusd:triple_gx:lsma125_65_35 | 6564186:ETCUSD |
|---|---|---|
| Max Drawdown | -41.84% | -73.51% |
| Longest DD Days | 247.0 | 1165.0 |
| Avg. Drawdown | -9.96% | -25.89% |
| Avg. Drawdown Days | 31.0 | 301.0 |
| Recovery Factor | 20.92 | -0.48 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-23 | 2022-07-27 | -41.84 | 126 |
| 2022-09-15 | 2023-01-14 | -36.04 | 121 |
| 2024-03-09 | 2024-11-11 | -31.75 | 247 |
| 2024-01-12 | 2024-03-04 | -19.80 | 52 |
| 2025-05-14 | 2025-05-31 | -17.95 | 17 |
| 2023-11-11 | 2024-01-10 | -16.67 | 60 |
| 2022-02-08 | 2022-03-22 | -15.79 | 42 |
| 2022-07-29 | 2022-08-11 | -14.77 | 13 |
| 2023-04-02 | 2023-06-23 | -14.42 | 82 |
| 2023-07-01 | 2023-10-31 | -14.30 | 122 |
| Metric | 6564186:etcusd:triple_gx:lsma125_65_35 | 6564186:ETCUSD |
|---|---|---|
| Best Day | 34.47% | 34.47% |
| Worst Day | -16.66% | -16.83% |
| Best Week | 62.77% | 71.73% |
| Worst Week | -16.67% | -28.11% |
| Best Month | 80.45% | 143.43% |
| Worst Month | -19.84% | -45.47% |
| Best Year | 145.6% | 39.89% |
| Worst Year | 1.75% | -40.4% |
| Avg. Up Day | 3.97% | 3.99% |
| Avg. Down Day | -2.8% | -3.05% |
| Avg. Up Week | 12.1% | 15.12% |
| Avg. Down Week | -5.55% | -7.36% |
| Avg. Up Month | 23.15% | 35.23% |
| Avg. Down Month | -5.64% | -19.96% |
| Win Days % | 48.27% | 48.54% |
| Win Month % | 61.11% | 42.5% |
| Win Week % | 50.48% | 40.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 50.0% |