| Metric | 6564200:etcusd:triple_gx:lsma135_65_35 | 6564200:ETCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 1,060.60% | -53.40% |
| Max Drawdown | -42.16% | -73.51% |
| Sharpe | 1.33 | 0.21 |
| Sortino | 2.37 | 0.33 |
| Payoff Ratio | 1.37 | 1.23 |
| Profit Factor | 1.39 | 1.03 |
| Common Sense Ratio | 1.63 | 1.04 |
| CPC Index | 0.93 | 0.62 |
| Tail Ratio | 1.17 | 1.01 |
| Outlier Win Ratio | 13.48 | 4.45 |
| Outlier Loss Ratio | 3.9 | 3.41 |
| Volatility (ann.) | 63.85% | 90.06% |
| R^2 | 0.51 | 0.51 |
| Calmar | 2.18 | -0.25 |
| Skew | 2.31 | 1.13 |
| Kurtosis | 23.74 | 8.24 |
| Expected Daily % | 0.18% | -0.06% |
| Expected Monthly % | 5.47% | -1.65% |
| Expected Yearly % | 84.57% | -17.38% |
| Kelly Criterion | 11.42% | 7.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.26% | -7.7% |
| Expected Shortfall (cVaR) | -5.26% | -7.7% |
| Year | 6564200:ETCUSD | 6564200:etcusd:triple_gx:lsma135_65_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -50.62 | 72.28 | -1.43 | + |
| 2023 | 39.89 | 192.89 | 4.84 | + |
| 2024 | 13.96 | 139.12 | 9.97 | + |
| 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.) | 88.88% | -10.38% |
| 5Y (ann.) | 91.88% | -18.37% |
| Metric | 6564200:etcusd:triple_gx:lsma135_65_35 | 6564200:ETCUSD |
|---|---|---|
| Max Drawdown | -42.16% | -73.51% |
| Longest DD Days | 246.0 | 1334.0 |
| Avg. Drawdown | -10.63% | -34.06% |
| Avg. Drawdown Days | 36.0 | 455.0 |
| Recovery Factor | 25.16 | -0.73 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-15 | 2023-03-12 | -42.16 | 178 |
| 2025-07-21 | 2025-11-16 | -30.66 | 118 |
| 2022-03-23 | 2022-06-19 | -29.48 | 88 |
| 2024-03-09 | 2024-11-10 | -27.07 | 246 |
| 2025-05-14 | 2025-07-19 | -21.68 | 66 |
| 2024-01-12 | 2024-03-04 | -19.80 | 52 |
| 2023-12-28 | 2024-01-10 | -15.22 | 13 |
| 2022-07-29 | 2022-08-11 | -14.77 | 13 |
| 2023-08-30 | 2023-10-31 | -14.22 | 62 |
| 2024-12-07 | 2025-04-19 | -13.80 | 133 |
| Metric | 6564200:etcusd:triple_gx:lsma135_65_35 | 6564200:ETCUSD |
|---|---|---|
| Best Day | 34.47% | 34.47% |
| Worst Day | -23.38% | -23.38% |
| Best Week | 62.77% | 71.73% |
| Worst Week | -28.5% | -28.11% |
| Best Month | 80.45% | 143.43% |
| Worst Month | -19.0% | -45.47% |
| Best Year | 192.89% | 39.89% |
| Worst Year | -3.81% | -50.62% |
| Avg. Up Day | 3.87% | 3.88% |
| Avg. Down Day | -2.82% | -3.16% |
| Avg. Up Week | 11.6% | 14.71% |
| Avg. Down Week | -6.2% | -7.41% |
| Avg. Up Month | 25.1% | 34.53% |
| Avg. Down Month | -9.15% | -17.48% |
| Win Days % | 48.75% | 48.9% |
| Win Month % | 64.1% | 39.13% |
| Win Week % | 55.46% | 41.0% |
| Win Quarter % | 62.5% | 50.0% |
| Win Year % | 75.0% | 50.0% |