| Metric | 6564196:etcusd:triple_gx:lsma130_65_35 | 6564196:ETCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 81.86% | -45.64% |
| Max Drawdown | -28.71% | -63.3% |
| Sharpe | 1.05 | -0.12 |
| Sortino | 1.65 | -0.17 |
| Payoff Ratio | 1.3 | 1.18 |
| Profit Factor | 1.29 | 0.98 |
| Common Sense Ratio | 1.62 | 1.02 |
| CPC Index | 0.79 | 0.56 |
| Tail Ratio | 1.26 | 1.04 |
| Outlier Win Ratio | 14.31 | 3.88 |
| Outlier Loss Ratio | 3.73 | 2.86 |
| Volatility (ann.) | 49.12% | 79.21% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.7 | -0.53 |
| Skew | 0.21 | 0.48 |
| Kurtosis | 21.33 | 5.31 |
| Expected Daily % | 0.11% | -0.11% |
| Expected Monthly % | 3.2% | -3.16% |
| Expected Yearly % | 34.85% | -26.27% |
| Kelly Criterion | 6.14% | 4.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.09% | -6.85% |
| Expected Shortfall (cVaR) | -4.09% | -6.85% |
| Year | 6564196:ETCUSD | 6564196:etcusd:triple_gx:lsma130_65_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.20 | 93.96 | -11.47 | + |
| 2025 | -40.79 | -6.24 | 0.15 | + |
| Metric | 6564196:etcusd:triple_gx:lsma130_65_35 | 6564196:ETCUSD |
|---|---|---|
| MTD | 0.0% | -6.75% |
| 3M | -15.36% | -33.5% |
| 6M | -11.01% | -20.91% |
| YTD | -6.24% | -40.79% |
| 1Y | 51.11% | -35.67% |
| 3Y (ann.) | 48.83% | -33.32% |
| 5Y (ann.) | 48.83% | -33.32% |
| Metric | 6564196:etcusd:triple_gx:lsma130_65_35 | 6564196:ETCUSD |
|---|---|---|
| Max Drawdown | -28.71% | -63.3% |
| Longest DD Days | 186.0 | 344.0 |
| Avg. Drawdown | -7.94% | -21.44% |
| Avg. Drawdown Days | 32.0 | 90.0 |
| Recovery Factor | 2.85 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-14 | 2025-11-16 | -28.71 | 186 |
| 2024-06-27 | 2024-07-21 | -17.96 | 24 |
| 2024-12-07 | 2025-04-12 | -13.80 | 126 |
| 2024-07-22 | 2024-11-06 | -10.73 | 107 |
| 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 |
| 2025-04-13 | 2025-04-19 | -4.38 | 6 |
| 2025-04-26 | 2025-05-13 | -4.23 | 17 |
| Metric | 6564196:etcusd:triple_gx:lsma130_65_35 | 6564196:ETCUSD |
|---|---|---|
| Best Day | 16.34% | 22.96% |
| Worst Day | -23.38% | -23.38% |
| Best Week | 24.18% | 27.0% |
| Worst Week | -26.28% | -26.28% |
| Best Month | 80.45% | 75.95% |
| Worst Month | -15.36% | -27.05% |
| Best Year | 93.96% | -8.2% |
| Worst Year | -6.24% | -40.79% |
| Avg. Up Day | 3.21% | 3.22% |
| Avg. Down Day | -2.47% | -2.74% |
| Avg. Up Week | 9.12% | 11.03% |
| Avg. Down Week | -5.36% | -7.31% |
| Avg. Up Month | 47.44% | 38.2% |
| Avg. Down Month | -6.71% | -16.92% |
| Win Days % | 46.96% | 48.26% |
| Win Month % | 50.0% | 36.84% |
| Win Week % | 50.0% | 43.21% |
| Win Quarter % | 42.86% | 28.57% |
| Win Year % | 50.0% | 0.0% |