| Metric | 6564610:etcusd:triple_gx:lsma130_80_35 | 6564610:ETCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 221.59% | -47.99% |
| Max Drawdown | -50.86% | -73.51% |
| Sharpe | 0.87 | 0.22 |
| Sortino | 1.48 | 0.35 |
| Payoff Ratio | 1.38 | 1.25 |
| Profit Factor | 1.23 | 1.04 |
| Common Sense Ratio | 1.25 | 1.06 |
| CPC Index | 0.77 | 0.63 |
| Tail Ratio | 1.02 | 1.02 |
| Outlier Win Ratio | 13.41 | 4.34 |
| Outlier Loss Ratio | 4.03 | 3.54 |
| Volatility (ann.) | 62.91% | 90.61% |
| R^2 | 0.48 | 0.48 |
| Calmar | 0.83 | -0.24 |
| Skew | 2.0 | 1.2 |
| Kurtosis | 17.29 | 8.2 |
| Expected Daily % | 0.1% | -0.05% |
| Expected Monthly % | 2.96% | -1.62% |
| Expected Yearly % | 33.91% | -15.08% |
| Kelly Criterion | 5.51% | 7.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.27% | -7.75% |
| Expected Shortfall (cVaR) | -5.27% | -7.75% |
| Year | 6564610:ETCUSD | 6564610:etcusd:triple_gx:lsma130_80_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -51.95 | 4.43 | -0.09 | + |
| 2023 | 39.89 | 126.22 | 3.16 | + |
| 2024 | 13.96 | 61.19 | 4.38 | + |
| 2025 | -32.11 | -15.55 | 0.48 | + |
| Metric | 6564610:etcusd:triple_gx:lsma130_80_35 | 6564610:ETCUSD |
|---|---|---|
| MTD | -14.57% | 2.79% |
| 3M | -7.17% | -9.27% |
| 6M | -10.1% | -46.85% |
| YTD | -15.55% | -32.11% |
| 1Y | 21.78% | -43.09% |
| 3Y (ann.) | 70.78% | -11.92% |
| 5Y (ann.) | 42.28% | -17.91% |
| Metric | 6564610:etcusd:triple_gx:lsma130_80_35 | 6564610:ETCUSD |
|---|---|---|
| Max Drawdown | -50.86% | -73.51% |
| Longest DD Days | 315.0 | 1165.0 |
| Avg. Drawdown | -13.77% | -34.18% |
| Avg. Drawdown Days | 52.0 | 401.0 |
| Recovery Factor | 4.36 | -0.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-08 | 2022-07-28 | -50.86 | 170 |
| 2024-01-12 | 2024-11-22 | -37.21 | 315 |
| 2022-11-06 | 2023-01-06 | -32.13 | 61 |
| 2024-12-07 | 2025-05-31 | -25.17 | 175 |
| 2023-07-01 | 2023-11-09 | -18.24 | 131 |
| 2023-12-28 | 2024-01-10 | -15.22 | 13 |
| 2022-07-29 | 2022-08-11 | -14.77 | 13 |
| 2023-04-02 | 2023-06-23 | -13.53 | 82 |
| 2022-09-15 | 2022-11-05 | -13.39 | 51 |
| 2023-11-11 | 2023-12-27 | -12.89 | 46 |
| Metric | 6564610:etcusd:triple_gx:lsma130_80_35 | 6564610:ETCUSD |
|---|---|---|
| Best Day | 30.92% | 34.47% |
| Worst Day | -16.18% | -16.83% |
| Best Week | 62.77% | 71.73% |
| Worst Week | -16.67% | -28.11% |
| Best Month | 74.22% | 143.43% |
| Worst Month | -22.07% | -45.47% |
| Best Year | 126.22% | 39.89% |
| Worst Year | -15.55% | -51.95% |
| Avg. Up Day | 3.94% | 3.96% |
| Avg. Down Day | -2.87% | -3.16% |
| Avg. Up Week | 12.15% | 14.86% |
| Avg. Down Week | -6.31% | -6.6% |
| Avg. Up Month | 24.81% | 37.21% |
| Avg. Down Month | -10.38% | -16.91% |
| Win Days % | 45.29% | 48.41% |
| Win Month % | 57.58% | 40.0% |
| Win Week % | 47.57% | 39.77% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 50.0% |