| Metric | 6564746:etcusd:triple_gx:lsma140_85_35 | 6564746:ETCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 435.74% | -42.37% |
| Max Drawdown | -38.73% | -73.51% |
| Sharpe | 1.12 | 0.25 |
| Sortino | 1.97 | 0.4 |
| Payoff Ratio | 1.43 | 1.22 |
| Profit Factor | 1.31 | 1.04 |
| Common Sense Ratio | 1.39 | 1.08 |
| CPC Index | 0.88 | 0.62 |
| Tail Ratio | 1.06 | 1.04 |
| Outlier Win Ratio | 13.56 | 4.35 |
| Outlier Loss Ratio | 3.97 | 3.45 |
| Volatility (ann.) | 62.21% | 90.62% |
| R^2 | 0.47 | 0.47 |
| Calmar | 1.72 | -0.21 |
| Skew | 2.12 | 1.21 |
| Kurtosis | 18.07 | 8.27 |
| Expected Daily % | 0.14% | -0.05% |
| Expected Monthly % | 4.29% | -1.37% |
| Expected Yearly % | 52.14% | -12.87% |
| Kelly Criterion | 9.3% | 6.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.16% | -7.74% |
| Expected Shortfall (cVaR) | -5.16% | -7.74% |
| Year | 6564746:ETCUSD | 6564746:etcusd:triple_gx:lsma140_85_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -46.76 | 43.13 | -0.92 | + |
| 2023 | 39.89 | 135.41 | 3.40 | + |
| 2024 | 13.96 | 87.40 | 6.26 | + |
| 2025 | -32.11 | -15.16 | 0.47 | + |
| Metric | 6564746:etcusd:triple_gx:lsma140_85_35 | 6564746:ETCUSD |
|---|---|---|
| MTD | -14.41% | 2.79% |
| 3M | -6.74% | -9.27% |
| 6M | -9.68% | -46.85% |
| YTD | -15.16% | -32.11% |
| 1Y | 42.28% | -43.09% |
| 3Y (ann.) | 84.19% | -11.92% |
| 5Y (ann.) | 66.69% | -15.45% |
| Metric | 6564746:etcusd:triple_gx:lsma140_85_35 | 6564746:ETCUSD |
|---|---|---|
| Max Drawdown | -38.73% | -73.51% |
| Longest DD Days | 309.0 | 1165.0 |
| Avg. Drawdown | -10.24% | -35.29% |
| Avg. Drawdown Days | 44.0 | 398.0 |
| Recovery Factor | 11.25 | -0.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-01 | 2022-07-27 | -38.73 | 148 |
| 2022-09-10 | 2023-01-13 | -34.01 | 125 |
| 2024-01-12 | 2024-11-16 | -30.20 | 309 |
| 2024-12-07 | 2025-05-31 | -24.83 | 175 |
| 2023-11-11 | 2024-01-10 | -16.43 | 60 |
| 2022-07-29 | 2022-08-11 | -14.77 | 13 |
| 2023-08-30 | 2023-11-06 | -13.67 | 68 |
| 2023-07-01 | 2023-08-29 | -10.48 | 59 |
| 2023-01-15 | 2023-01-22 | -9.38 | 7 |
| 2023-06-25 | 2023-06-30 | -9.10 | 5 |
| Metric | 6564746:etcusd:triple_gx:lsma140_85_35 | 6564746: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 | -22.11% | -45.47% |
| Best Year | 135.41% | 39.89% |
| Worst Year | -15.16% | -46.76% |
| Avg. Up Day | 3.93% | 3.94% |
| Avg. Down Day | -2.74% | -3.23% |
| Avg. Up Week | 11.26% | 14.25% |
| Avg. Down Week | -5.48% | -6.33% |
| Avg. Up Month | 21.64% | 31.31% |
| Avg. Down Month | -6.01% | -17.27% |
| Win Days % | 46.58% | 48.48% |
| Win Month % | 58.33% | 42.5% |
| Win Week % | 52.94% | 39.43% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 50.0% |