| Metric | 6564198:etcusd:triple_gx:lsma140_65_35 | 6564198:ETCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 1,162.25% | -49.75% |
| Max Drawdown | -43.0% | -73.51% |
| Sharpe | 1.37 | 0.23 |
| Sortino | 2.45 | 0.36 |
| Payoff Ratio | 1.42 | 1.24 |
| Profit Factor | 1.4 | 1.04 |
| Common Sense Ratio | 1.69 | 1.05 |
| CPC Index | 0.96 | 0.63 |
| Tail Ratio | 1.2 | 1.01 |
| Outlier Win Ratio | 13.34 | 4.46 |
| Outlier Loss Ratio | 4.02 | 3.42 |
| Volatility (ann.) | 63.86% | 90.0% |
| R^2 | 0.51 | 0.51 |
| Calmar | 2.25 | -0.23 |
| Skew | 2.32 | 1.13 |
| Kurtosis | 23.79 | 8.3 |
| Expected Daily % | 0.19% | -0.05% |
| Expected Monthly % | 5.67% | -1.48% |
| Expected Yearly % | 88.49% | -15.8% |
| Kelly Criterion | 11.69% | 7.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.26% | -7.69% |
| Expected Shortfall (cVaR) | -5.26% | -7.69% |
| Year | 6564198:ETCUSD | 6564198:etcusd:triple_gx:lsma140_65_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -46.76 | 74.65 | -1.60 | + |
| 2023 | 39.89 | 195.86 | 4.91 | + |
| 2024 | 13.96 | 143.33 | 10.27 | + |
| 2025 | -40.79 | 0.39 | -0.01 | + |
| Metric | 6564198:etcusd:triple_gx:lsma140_65_35 | 6564198:ETCUSD |
|---|---|---|
| MTD | 0.0% | -6.75% |
| 3M | -19.24% | -33.5% |
| 6M | -4.3% | -20.91% |
| YTD | 0.39% | -40.79% |
| 1Y | 61.8% | -35.67% |
| 3Y (ann.) | 96.49% | -10.38% |
| 5Y (ann.) | 96.7% | -16.77% |
| Metric | 6564198:etcusd:triple_gx:lsma140_65_35 | 6564198:ETCUSD |
|---|---|---|
| Max Drawdown | -43.0% | -73.51% |
| Longest DD Days | 245.0 | 1334.0 |
| Avg. Drawdown | -10.62% | -35.29% |
| Avg. Drawdown Days | 36.0 | 454.0 |
| Recovery Factor | 27.03 | -0.68 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-15 | 2023-03-12 | -43.00 | 178 |
| 2025-07-21 | 2025-11-16 | -31.79 | 118 |
| 2022-03-23 | 2022-06-19 | -29.48 | 88 |
| 2024-03-09 | 2024-11-09 | -27.07 | 245 |
| 2024-01-12 | 2024-03-04 | -19.80 | 52 |
| 2025-05-14 | 2025-07-18 | -17.95 | 65 |
| 2023-12-28 | 2024-01-10 | -15.22 | 13 |
| 2022-07-29 | 2022-08-11 | -14.77 | 13 |
| 2024-12-07 | 2025-04-19 | -13.80 | 133 |
| 2023-08-30 | 2023-10-31 | -13.36 | 62 |
| Metric | 6564198:etcusd:triple_gx:lsma140_65_35 | 6564198:ETCUSD |
|---|---|---|
| Best Day | 34.47% | 34.47% |
| Worst Day | -23.38% | -23.38% |
| Best Week | 62.77% | 71.73% |
| Worst Week | -28.64% | -28.11% |
| Best Month | 80.45% | 143.43% |
| Worst Month | -19.0% | -45.47% |
| Best Year | 195.86% | 39.89% |
| Worst Year | 0.39% | -46.76% |
| Avg. Up Day | 3.88% | 3.89% |
| Avg. Down Day | -2.73% | -3.14% |
| Avg. Up Week | 11.11% | 14.15% |
| Avg. Down Week | -6.25% | -7.45% |
| Avg. Up Month | 23.55% | 32.28% |
| Avg. Down Month | -7.7% | -16.72% |
| Win Days % | 48.18% | 48.93% |
| Win Month % | 60.98% | 41.3% |
| Win Week % | 57.63% | 41.0% |
| Win Quarter % | 68.75% | 50.0% |
| Win Year % | 100.0% | 50.0% |