| Metric | 6564790:etcusd:triple_gx:lsma195_85_35 | 6564790:ETCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 562.19% | -55.98% |
| Max Drawdown | -29.7% | -67.71% |
| Sharpe | 1.31 | 0.12 |
| Sortino | 2.34 | 0.19 |
| Payoff Ratio | 1.45 | 1.24 |
| Profit Factor | 1.39 | 1.02 |
| Common Sense Ratio | 1.63 | 1.03 |
| CPC Index | 0.97 | 0.62 |
| Tail Ratio | 1.17 | 1.01 |
| Outlier Win Ratio | 14.21 | 4.3 |
| Outlier Loss Ratio | 3.91 | 3.36 |
| Volatility (ann.) | 59.15% | 87.12% |
| R^2 | 0.47 | 0.47 |
| Calmar | 2.79 | -0.34 |
| Skew | 2.31 | 0.99 |
| Kurtosis | 21.44 | 7.28 |
| Expected Daily % | 0.17% | -0.07% |
| Expected Monthly % | 5.1% | -2.14% |
| Expected Yearly % | 60.41% | -18.55% |
| Kelly Criterion | 12.3% | 7.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.88% | -7.47% |
| Expected Shortfall (cVaR) | -4.88% | -7.47% |
| Year | 6564790:ETCUSD | 6564790:etcusd:triple_gx:lsma195_85_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.33 | 71.67 | -1.21 | + |
| 2023 | 39.89 | 88.61 | 2.22 | + |
| 2024 | 13.96 | 137.52 | 9.85 | + |
| 2025 | -32.11 | -13.89 | 0.43 | + |
| Metric | 6564790:etcusd:triple_gx:lsma195_85_35 | 6564790:ETCUSD |
|---|---|---|
| MTD | -14.41% | 2.79% |
| 3M | -7.69% | -9.27% |
| 6M | -8.34% | -46.85% |
| YTD | -13.89% | -32.11% |
| 1Y | 76.02% | -43.09% |
| 3Y (ann.) | 88.06% | -11.92% |
| 5Y (ann.) | 82.78% | -23.03% |
| Metric | 6564790:etcusd:triple_gx:lsma195_85_35 | 6564790:ETCUSD |
|---|---|---|
| Max Drawdown | -29.7% | -67.71% |
| Longest DD Days | 190.0 | 1021.0 |
| Avg. Drawdown | -11.11% | -48.99% |
| Avg. Drawdown Days | 40.0 | 380.0 |
| Recovery Factor | 18.93 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-10 | 2023-03-19 | -29.70 | 190 |
| 2024-03-09 | 2024-07-21 | -27.07 | 134 |
| 2022-04-14 | 2022-06-17 | -24.24 | 64 |
| 2024-12-07 | 2025-05-31 | -23.71 | 175 |
| 2024-01-12 | 2024-03-06 | -22.64 | 54 |
| 2023-11-11 | 2024-01-10 | -16.43 | 60 |
| 2023-08-30 | 2023-11-09 | -15.38 | 71 |
| 2022-07-29 | 2022-08-11 | -14.77 | 13 |
| 2024-07-22 | 2024-10-19 | -12.76 | 89 |
| 2022-07-22 | 2022-07-27 | -11.73 | 5 |
| Metric | 6564790:etcusd:triple_gx:lsma195_85_35 | 6564790: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 | -14.41% | -36.81% |
| Best Year | 137.52% | 39.89% |
| Worst Year | -13.89% | -59.33% |
| Avg. Up Day | 3.84% | 3.85% |
| Avg. Down Day | -2.64% | -3.1% |
| Avg. Up Week | 10.5% | 14.33% |
| Avg. Down Week | -5.49% | -7.28% |
| Avg. Up Month | 20.97% | 33.92% |
| Avg. Down Month | -4.83% | -17.5% |
| Win Days % | 48.06% | 48.67% |
| Win Month % | 67.74% | 39.47% |
| Win Week % | 55.68% | 40.12% |
| Win Quarter % | 66.67% | 53.85% |
| Win Year % | 75.0% | 50.0% |