| Metric | 6564200:etcusd:triple_gx:lsma135_65_35 | 6564200:ETCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 79.17% | -45.64% |
| Max Drawdown | -30.66% | -63.3% |
| Sharpe | 1.03 | -0.12 |
| Sortino | 1.62 | -0.17 |
| Payoff Ratio | 1.27 | 1.17 |
| Profit Factor | 1.28 | 0.98 |
| Common Sense Ratio | 1.65 | 1.02 |
| CPC Index | 0.77 | 0.55 |
| Tail Ratio | 1.29 | 1.04 |
| Outlier Win Ratio | 14.28 | 3.88 |
| Outlier Loss Ratio | 3.61 | 2.86 |
| Volatility (ann.) | 49.31% | 79.21% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.54 | -0.53 |
| Skew | 0.21 | 0.48 |
| Kurtosis | 20.98 | 5.31 |
| Expected Daily % | 0.11% | -0.11% |
| Expected Monthly % | 3.12% | -3.16% |
| Expected Yearly % | 33.85% | -26.27% |
| Kelly Criterion | 6.24% | 3.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.11% | -6.85% |
| Expected Shortfall (cVaR) | -4.11% | -6.85% |
| Year | 6564200:ETCUSD | 6564200:etcusd:triple_gx:lsma135_65_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.20 | 86.27 | -10.53 | + |
| 2025 | -40.79 | -3.81 | 0.09 | + |
| Metric | 6564200:etcusd:triple_gx:lsma135_65_35 | 6564200:ETCUSD |
|---|---|---|
| MTD | 0.0% | -6.75% |
| 3M | -17.9% | -33.5% |
| 6M | -8.52% | -20.91% |
| YTD | -3.81% | -40.79% |
| 1Y | 55.03% | -35.67% |
| 3Y (ann.) | 47.36% | -33.32% |
| 5Y (ann.) | 47.36% | -33.32% |
| Metric | 6564200:etcusd:triple_gx:lsma135_65_35 | 6564200:ETCUSD |
|---|---|---|
| Max Drawdown | -30.66% | -63.3% |
| Longest DD Days | 133.0 | 344.0 |
| Avg. Drawdown | -9.17% | -21.44% |
| Avg. Drawdown Days | 34.0 | 90.0 |
| Recovery Factor | 2.58 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-21 | 2025-11-16 | -30.66 | 118 |
| 2025-05-14 | 2025-07-19 | -21.68 | 66 |
| 2024-05-24 | 2024-07-21 | -18.03 | 58 |
| 2024-12-07 | 2025-04-19 | -13.80 | 133 |
| 2024-07-22 | 2024-11-07 | -12.42 | 108 |
| 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 |
| 2024-11-17 | 2024-11-18 | -3.31 | 1 |
| Metric | 6564200:etcusd:triple_gx:lsma135_65_35 | 6564200:ETCUSD |
|---|---|---|
| Best Day | 16.34% | 22.96% |
| Worst Day | -23.38% | -23.38% |
| Best Week | 25.82% | 27.0% |
| Worst Week | -28.5% | -26.28% |
| Best Month | 80.45% | 75.95% |
| Worst Month | -17.9% | -27.05% |
| Best Year | 86.27% | -8.2% |
| Worst Year | -3.81% | -40.79% |
| Avg. Up Day | 3.21% | 3.22% |
| Avg. Down Day | -2.53% | -2.75% |
| Avg. Up Week | 9.68% | 11.03% |
| Avg. Down Week | -5.31% | -7.31% |
| Avg. Up Month | 34.2% | 33.57% |
| Avg. Down Month | -6.07% | -14.49% |
| Win Days % | 47.6% | 48.26% |
| Win Month % | 46.67% | 36.84% |
| Win Week % | 50.0% | 43.21% |
| Win Quarter % | 28.57% | 28.57% |
| Win Year % | 50.0% | 0.0% |