| Metric | 6564274:etcusd:triple_gx:lsma215_65_35 | 6564274:ETCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 740.61% | -25.45% |
| Max Drawdown | -39.28% | -67.71% |
| Sharpe | 1.46 | 0.31 |
| Sortino | 2.64 | 0.48 |
| Payoff Ratio | 1.45 | 1.28 |
| Profit Factor | 1.45 | 1.05 |
| Common Sense Ratio | 1.87 | 1.09 |
| CPC Index | 1.02 | 0.66 |
| Tail Ratio | 1.29 | 1.04 |
| Outlier Win Ratio | 14.01 | 4.29 |
| Outlier Loss Ratio | 3.92 | 3.41 |
| Volatility (ann.) | 59.08% | 86.4% |
| R^2 | 0.47 | 0.47 |
| Calmar | 2.56 | -0.14 |
| Skew | 2.33 | 1.09 |
| Kurtosis | 21.56 | 7.46 |
| Expected Daily % | 0.19% | -0.03% |
| Expected Monthly % | 5.92% | -0.79% |
| Expected Yearly % | 70.27% | -7.08% |
| Kelly Criterion | 13.31% | 8.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.85% | -7.37% |
| Expected Shortfall (cVaR) | -4.85% | -7.37% |
| Year | 6564274:ETCUSD | 6564274:etcusd:triple_gx:lsma215_65_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.12 | 42.72 | -1.37 | + |
| 2023 | 39.89 | 136.21 | 3.42 | + |
| 2024 | 13.96 | 211.23 | 15.13 | + |
| 2025 | -32.11 | -19.88 | 0.62 | + |
| Metric | 6564274:etcusd:triple_gx:lsma215_65_35 | 6564274:ETCUSD |
|---|---|---|
| MTD | -18.1% | 2.79% |
| 3M | -12.82% | -9.27% |
| 6M | -6.97% | -46.85% |
| YTD | -19.88% | -32.11% |
| 1Y | 84.02% | -43.09% |
| 3Y (ann.) | 100.85% | -11.92% |
| 5Y (ann.) | 100.38% | -9.14% |
| Metric | 6564274:etcusd:triple_gx:lsma215_65_35 | 6564274:ETCUSD |
|---|---|---|
| Max Drawdown | -39.28% | -67.71% |
| Longest DD Days | 278.0 | 1021.0 |
| Avg. Drawdown | -10.83% | -25.3% |
| Avg. Drawdown Days | 34.0 | 158.0 |
| Recovery Factor | 18.85 | -0.38 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-15 | 2023-06-20 | -39.28 | 278 |
| 2024-03-09 | 2024-07-12 | -27.07 | 125 |
| 2024-12-07 | 2025-05-31 | -22.57 | 175 |
| 2022-06-27 | 2022-07-27 | -22.08 | 30 |
| 2022-05-10 | 2022-05-24 | -21.07 | 14 |
| 2024-01-12 | 2024-03-04 | -17.62 | 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 | -14.36 | 62 |
| 2024-09-28 | 2024-11-08 | -14.13 | 41 |
| Metric | 6564274:etcusd:triple_gx:lsma215_65_35 | 6564274:ETCUSD |
|---|---|---|
| Best Day | 30.92% | 31.63% |
| Worst Day | -16.66% | -16.66% |
| Best Week | 62.77% | 65.34% |
| Worst Week | -14.63% | -28.11% |
| Best Month | 80.45% | 143.43% |
| Worst Month | -18.1% | -36.81% |
| Best Year | 211.23% | 39.89% |
| Worst Year | -19.88% | -32.11% |
| Avg. Up Day | 3.86% | 3.87% |
| Avg. Down Day | -2.66% | -3.02% |
| Avg. Up Week | 11.75% | 13.01% |
| Avg. Down Week | -5.64% | -7.75% |
| Avg. Up Month | 21.27% | 31.39% |
| Avg. Down Month | -8.0% | -14.95% |
| Win Days % | 48.68% | 48.83% |
| Win Month % | 68.97% | 43.24% |
| Win Week % | 52.27% | 41.1% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |