| Metric | 6564792:etcusd:triple_gx:lsma185_85_35 | 6564792:ETCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 500.28% | -63.73% |
| Max Drawdown | -38.07% | -70.75% |
| Sharpe | 1.22 | 0.06 |
| Sortino | 2.16 | 0.09 |
| Payoff Ratio | 1.47 | 1.28 |
| Profit Factor | 1.36 | 1.01 |
| Common Sense Ratio | 1.56 | 1.02 |
| CPC Index | 0.94 | 0.63 |
| Tail Ratio | 1.15 | 1.01 |
| Outlier Win Ratio | 13.79 | 4.34 |
| Outlier Loss Ratio | 3.98 | 3.44 |
| Volatility (ann.) | 61.66% | 87.66% |
| R^2 | 0.5 | 0.5 |
| Calmar | 2.0 | -0.39 |
| Skew | 2.17 | 0.96 |
| Kurtosis | 19.7 | 7.08 |
| Expected Daily % | 0.16% | -0.09% |
| Expected Monthly % | 4.83% | -2.63% |
| Expected Yearly % | 56.53% | -22.4% |
| Kelly Criterion | 10.83% | 8.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.1% | -7.53% |
| Expected Shortfall (cVaR) | -5.1% | -7.53% |
| Year | 6564792:ETCUSD | 6564792:etcusd:triple_gx:lsma185_85_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -66.49 | 35.09 | -0.53 | + |
| 2023 | 39.89 | 117.61 | 2.95 | + |
| 2024 | 13.96 | 122.76 | 8.79 | + |
| 2025 | -32.11 | -8.33 | 0.26 | + |
| Metric | 6564792:etcusd:triple_gx:lsma185_85_35 | 6564792:ETCUSD |
|---|---|---|
| MTD | -15.14% | 2.79% |
| 3M | 0.76% | -9.27% |
| 6M | -2.42% | -46.85% |
| YTD | -8.33% | -32.11% |
| 1Y | 77.85% | -43.09% |
| 3Y (ann.) | 94.13% | -11.92% |
| 5Y (ann.) | 76.27% | -27.44% |
| Metric | 6564792:etcusd:triple_gx:lsma185_85_35 | 6564792:ETCUSD |
|---|---|---|
| Max Drawdown | -38.07% | -70.75% |
| Longest DD Days | 245.0 | 1153.0 |
| Avg. Drawdown | -12.4% | -70.75% |
| Avg. Drawdown Days | 47.0 | 1153.0 |
| Recovery Factor | 13.14 | -0.9 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-10 | 2023-03-14 | -38.07 | 185 |
| 2022-04-04 | 2022-07-21 | -37.58 | 108 |
| 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 |
| 2023-11-11 | 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 | 6564792:etcusd:triple_gx:lsma185_85_35 | 6564792: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 | -20.91% | -44.64% |
| Best Year | 122.76% | 39.89% |
| Worst Year | -8.33% | -66.49% |
| Avg. Up Day | 3.99% | 4.0% |
| Avg. Down Day | -2.72% | -3.13% |
| Avg. Up Week | 11.2% | 14.31% |
| Avg. Down Week | -5.75% | -7.33% |
| Avg. Up Month | 25.3% | 37.1% |
| Avg. Down Month | -10.69% | -21.61% |
| Win Days % | 46.96% | 48.6% |
| Win Month % | 68.75% | 39.47% |
| Win Week % | 52.75% | 39.88% |
| Win Quarter % | 58.33% | 53.85% |
| Win Year % | 75.0% | 50.0% |