| Metric | 6564783:etcusd:triple_gx:lsma190_85_35 | 6564783:ETCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 635.63% | -58.27% |
| Max Drawdown | -30.43% | -67.71% |
| Sharpe | 1.36 | 0.11 |
| Sortino | 2.44 | 0.16 |
| Payoff Ratio | 1.46 | 1.22 |
| Profit Factor | 1.41 | 1.02 |
| Common Sense Ratio | 1.67 | 1.02 |
| CPC Index | 0.99 | 0.61 |
| Tail Ratio | 1.18 | 1.01 |
| Outlier Win Ratio | 14.07 | 4.3 |
| Outlier Loss Ratio | 3.96 | 3.38 |
| Volatility (ann.) | 59.24% | 87.12% |
| R^2 | 0.47 | 0.47 |
| Calmar | 2.91 | -0.36 |
| Skew | 2.28 | 0.98 |
| Kurtosis | 21.21 | 7.25 |
| Expected Daily % | 0.17% | -0.08% |
| Expected Monthly % | 5.39% | -2.27% |
| Expected Yearly % | 64.69% | -19.63% |
| Kelly Criterion | 12.63% | 6.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.88% | -7.48% |
| Expected Shortfall (cVaR) | -4.88% | -7.48% |
| Year | 6564783:ETCUSD | 6564783:etcusd:triple_gx:lsma190_85_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 79.52 | -1.29 | + |
| 2023 | 39.89 | 82.25 | 2.06 | + |
| 2024 | 13.96 | 145.43 | 10.42 | + |
| 2025 | -32.11 | -8.38 | 0.26 | + |
| Metric | 6564783:etcusd:triple_gx:lsma190_85_35 | 6564783:ETCUSD |
|---|---|---|
| MTD | -15.14% | 2.79% |
| 3M | 0.7% | -9.27% |
| 6M | -2.47% | -46.85% |
| YTD | -8.38% | -32.11% |
| 1Y | 93.52% | -43.09% |
| 3Y (ann.) | 98.25% | -11.92% |
| 5Y (ann.) | 88.5% | -24.24% |
| Metric | 6564783:etcusd:triple_gx:lsma190_85_35 | 6564783:ETCUSD |
|---|---|---|
| Max Drawdown | -30.43% | -67.71% |
| Longest DD Days | 224.0 | 1021.0 |
| Avg. Drawdown | -10.85% | -67.55% |
| Avg. Drawdown Days | 41.0 | 572.0 |
| Recovery Factor | 20.89 | -0.86 |
| Ulcer Index | 1.02 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2022-06-19 | -30.43 | 70 |
| 2022-09-10 | 2023-03-19 | -29.41 | 190 |
| 2024-03-09 | 2024-10-19 | -27.07 | 224 |
| 2024-01-12 | 2024-03-06 | -22.64 | 54 |
| 2024-12-07 | 2025-05-31 | -21.02 | 175 |
| 2023-08-30 | 2023-11-09 | -18.23 | 71 |
| 2023-11-11 | 2024-01-10 | -16.43 | 60 |
| 2022-07-29 | 2022-08-11 | -14.77 | 13 |
| 2022-07-22 | 2022-07-27 | -11.73 | 5 |
| 2024-11-12 | 2024-11-16 | -10.57 | 4 |
| Metric | 6564783:etcusd:triple_gx:lsma190_85_35 | 6564783: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 | -15.14% | -36.81% |
| Best Year | 145.43% | 39.89% |
| Worst Year | -8.38% | -61.44% |
| Avg. Up Day | 3.86% | 3.87% |
| Avg. Down Day | -2.65% | -3.16% |
| Avg. Up Week | 10.86% | 14.65% |
| Avg. Down Week | -5.44% | -7.34% |
| Avg. Up Month | 23.61% | 37.1% |
| Avg. Down Month | -6.86% | -20.22% |
| Win Days % | 48.18% | 48.72% |
| Win Month % | 67.74% | 39.47% |
| Win Week % | 55.68% | 40.12% |
| Win Quarter % | 66.67% | 53.85% |
| Win Year % | 75.0% | 50.0% |