| Metric | 6564616:etcusd:triple_gx:lsma135_80_35 | 6564616:ETCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 321.07% | -46.56% |
| Max Drawdown | -49.3% | -73.51% |
| Sharpe | 1.0 | 0.23 |
| Sortino | 1.73 | 0.36 |
| Payoff Ratio | 1.4 | 1.24 |
| Profit Factor | 1.27 | 1.04 |
| Common Sense Ratio | 1.32 | 1.07 |
| CPC Index | 0.82 | 0.62 |
| Tail Ratio | 1.04 | 1.03 |
| Outlier Win Ratio | 13.51 | 4.34 |
| Outlier Loss Ratio | 4.01 | 3.53 |
| Volatility (ann.) | 62.62% | 90.68% |
| R^2 | 0.48 | 0.48 |
| Calmar | 1.11 | -0.24 |
| Skew | 2.05 | 1.2 |
| Kurtosis | 17.59 | 8.21 |
| Expected Daily % | 0.12% | -0.05% |
| Expected Monthly % | 3.66% | -1.55% |
| Expected Yearly % | 43.25% | -14.5% |
| Kelly Criterion | 7.52% | 7.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.22% | -7.75% |
| Expected Shortfall (cVaR) | -5.22% | -7.75% |
| Year | 6564616:ETCUSD | 6564616:etcusd:triple_gx:lsma135_80_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -50.62 | 13.71 | -0.27 | + |
| 2023 | 39.89 | 160.96 | 4.04 | + |
| 2024 | 13.96 | 63.48 | 4.55 | + |
| 2025 | -32.11 | -13.20 | 0.41 | + |
| Metric | 6564616:etcusd:triple_gx:lsma135_80_35 | 6564616:ETCUSD |
|---|---|---|
| MTD | -14.57% | 2.79% |
| 3M | -4.59% | -9.27% |
| 6M | -7.6% | -46.85% |
| YTD | -13.2% | -32.11% |
| 1Y | 27.06% | -43.09% |
| 3Y (ann.) | 81.6% | -11.92% |
| 5Y (ann.) | 54.62% | -17.3% |
| Metric | 6564616:etcusd:triple_gx:lsma135_80_35 | 6564616:ETCUSD |
|---|---|---|
| Max Drawdown | -49.3% | -73.51% |
| Longest DD Days | 315.0 | 1165.0 |
| Avg. Drawdown | -11.34% | -34.06% |
| Avg. Drawdown Days | 42.0 | 399.0 |
| Recovery Factor | 6.51 | -0.63 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-16 | 2022-07-28 | -49.30 | 162 |
| 2024-01-12 | 2024-11-22 | -37.26 | 315 |
| 2022-11-06 | 2023-01-06 | -32.13 | 61 |
| 2024-12-07 | 2025-05-31 | -23.10 | 175 |
| 2023-08-30 | 2023-11-06 | -17.29 | 68 |
| 2023-12-28 | 2024-01-10 | -15.22 | 13 |
| 2022-07-29 | 2022-08-11 | -14.77 | 13 |
| 2022-09-15 | 2022-11-05 | -13.39 | 51 |
| 2023-11-11 | 2023-12-27 | -12.89 | 46 |
| 2023-07-01 | 2023-08-29 | -10.48 | 59 |
| Metric | 6564616:etcusd:triple_gx:lsma135_80_35 | 6564616: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 | -19.84% | -45.47% |
| Best Year | 160.96% | 39.89% |
| Worst Year | -13.2% | -50.62% |
| Avg. Up Day | 3.96% | 3.97% |
| Avg. Down Day | -2.82% | -3.19% |
| Avg. Up Week | 12.15% | 14.86% |
| Avg. Down Week | -6.11% | -6.34% |
| Avg. Up Month | 26.44% | 37.21% |
| Avg. Down Month | -10.66% | -17.98% |
| Win Days % | 46.04% | 48.45% |
| Win Month % | 58.82% | 40.0% |
| Win Week % | 50.0% | 39.43% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 50.0% |