| Metric | 6564655:etcusd:triple_gx:lsma185_80_35 | 6564655:ETCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 475.78% | -63.73% |
| Max Drawdown | -36.84% | -70.75% |
| Sharpe | 1.2 | 0.06 |
| Sortino | 2.11 | 0.09 |
| Payoff Ratio | 1.47 | 1.3 |
| Profit Factor | 1.35 | 1.01 |
| Common Sense Ratio | 1.57 | 1.02 |
| CPC Index | 0.93 | 0.64 |
| Tail Ratio | 1.16 | 1.01 |
| Outlier Win Ratio | 13.78 | 4.34 |
| Outlier Loss Ratio | 4.0 | 3.46 |
| Volatility (ann.) | 61.95% | 87.66% |
| R^2 | 0.5 | 0.5 |
| Calmar | 2.01 | -0.39 |
| Skew | 2.15 | 0.96 |
| Kurtosis | 19.44 | 7.08 |
| Expected Daily % | 0.15% | -0.09% |
| Expected Monthly % | 4.71% | -2.63% |
| Expected Yearly % | 54.9% | -22.4% |
| Kelly Criterion | 10.29% | 9.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.13% | -7.53% |
| Expected Shortfall (cVaR) | -5.13% | -7.53% |
| Year | 6564655:ETCUSD | 6564655:etcusd:triple_gx:lsma185_80_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -66.49 | 30.88 | -0.46 | + |
| 2023 | 39.89 | 119.17 | 2.99 | + |
| 2024 | 13.96 | 119.37 | 8.55 | + |
| 2025 | -32.11 | -8.50 | 0.26 | + |
| Metric | 6564655:etcusd:triple_gx:lsma185_80_35 | 6564655:ETCUSD |
|---|---|---|
| MTD | -15.29% | 2.79% |
| 3M | 0.58% | -9.27% |
| 6M | -2.59% | -46.85% |
| YTD | -8.5% | -32.11% |
| 1Y | 74.83% | -43.09% |
| 3Y (ann.) | 89.63% | -11.92% |
| 5Y (ann.) | 73.97% | -27.44% |
| Metric | 6564655:etcusd:triple_gx:lsma185_80_35 | 6564655:ETCUSD |
|---|---|---|
| Max Drawdown | -36.84% | -70.75% |
| Longest DD Days | 245.0 | 1153.0 |
| Avg. Drawdown | -11.14% | -70.75% |
| Avg. Drawdown Days | 39.0 | 1153.0 |
| Recovery Factor | 12.91 | -0.9 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-15 | 2023-03-14 | -36.84 | 180 |
| 2022-04-04 | 2022-06-24 | -35.76 | 81 |
| 2024-03-09 | 2024-11-09 | -27.07 | 245 |
| 2024-01-12 | 2024-03-06 | -22.64 | 54 |
| 2024-12-07 | 2025-05-31 | -21.02 | 175 |
| 2023-08-30 | 2023-11-09 | -18.72 | 71 |
| 2023-12-28 | 2024-01-10 | -15.22 | 13 |
| 2022-07-29 | 2022-08-11 | -14.77 | 13 |
| 2023-11-11 | 2023-12-27 | -12.89 | 46 |
| 2022-07-22 | 2022-07-27 | -11.73 | 5 |
| Metric | 6564655:etcusd:triple_gx:lsma185_80_35 | 6564655:ETCUSD |
|---|---|---|
| Best Day | 30.92% | 31.63% |
| Worst Day | -16.66% | -16.83% |
| Best Week | 62.77% | 65.34% |
| Worst Week | -14.47% | -28.11% |
| Best Month | 74.22% | 143.43% |
| Worst Month | -20.66% | -44.64% |
| Best Year | 119.37% | 39.89% |
| Worst Year | -8.5% | -66.49% |
| Avg. Up Day | 4.02% | 4.04% |
| Avg. Down Day | -2.74% | -3.1% |
| Avg. Up Week | 11.42% | 14.54% |
| Avg. Down Week | -5.74% | -7.17% |
| Avg. Up Month | 26.19% | 37.1% |
| Avg. Down Month | -10.47% | -21.76% |
| Win Days % | 46.64% | 48.6% |
| Win Month % | 64.52% | 39.47% |
| Win Week % | 52.17% | 39.88% |
| Win Quarter % | 58.33% | 53.85% |
| Win Year % | 75.0% | 50.0% |