| Metric | 6564904:etcusd:triple_gx:lsma190_90_35 | 6564904:ETCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 712.05% | -63.61% |
| Max Drawdown | -32.89% | -67.71% |
| Sharpe | 1.26 | 0.1 |
| Sortino | 2.17 | 0.16 |
| Payoff Ratio | 1.39 | 1.2 |
| Profit Factor | 1.37 | 1.02 |
| Common Sense Ratio | 1.63 | 1.03 |
| CPC Index | 0.92 | 0.6 |
| Tail Ratio | 1.19 | 1.01 |
| Outlier Win Ratio | 13.87 | 4.38 |
| Outlier Loss Ratio | 3.81 | 3.34 |
| Volatility (ann.) | 59.98% | 86.91% |
| R^2 | 0.48 | 0.48 |
| Calmar | 2.39 | -0.36 |
| Skew | 1.75 | 0.92 |
| Kurtosis | 20.44 | 7.39 |
| Expected Daily % | 0.16% | -0.08% |
| Expected Monthly % | 4.88% | -2.27% |
| Expected Yearly % | 68.81% | -22.33% |
| Kelly Criterion | 11.74% | 6.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.96% | -7.46% |
| Expected Shortfall (cVaR) | -4.96% | -7.46% |
| Year | 6564904:ETCUSD | 6564904:etcusd:triple_gx:lsma190_90_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 91.08 | -1.48 | + |
| 2023 | 39.89 | 110.48 | 2.77 | + |
| 2024 | 13.96 | 138.49 | 9.92 | + |
| 2025 | -40.79 | -15.34 | 0.38 | + |
| Metric | 6564904:etcusd:triple_gx:lsma190_90_35 | 6564904:ETCUSD |
|---|---|---|
| MTD | 0.0% | -6.75% |
| 3M | -23.99% | -33.5% |
| 6M | -16.9% | -20.91% |
| YTD | -15.34% | -40.79% |
| 1Y | 25.09% | -35.67% |
| 3Y (ann.) | 59.77% | -10.38% |
| 5Y (ann.) | 78.61% | -24.42% |
| Metric | 6564904:etcusd:triple_gx:lsma190_90_35 | 6564904:ETCUSD |
|---|---|---|
| Max Drawdown | -32.89% | -67.71% |
| Longest DD Days | 242.0 | 1190.0 |
| Avg. Drawdown | -10.78% | -67.55% |
| Avg. Drawdown Days | 39.0 | 656.0 |
| Recovery Factor | 21.65 | -0.94 |
| Ulcer Index | 1.02 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-21 | 2025-11-16 | -32.89 | 118 |
| 2022-09-15 | 2023-03-12 | -28.01 | 178 |
| 2022-04-10 | 2022-06-19 | -27.65 | 70 |
| 2024-03-09 | 2024-11-06 | -27.07 | 242 |
| 2024-01-12 | 2024-03-06 | -22.64 | 54 |
| 2024-12-07 | 2025-07-19 | -21.02 | 224 |
| 2023-07-01 | 2023-11-09 | -20.38 | 131 |
| 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 |
| Metric | 6564904:etcusd:triple_gx:lsma190_90_35 | 6564904:ETCUSD |
|---|---|---|
| Best Day | 30.92% | 31.63% |
| Worst Day | -23.38% | -23.38% |
| Best Week | 62.77% | 65.34% |
| Worst Week | -26.28% | -28.11% |
| Best Month | 75.95% | 143.43% |
| Worst Month | -14.41% | -36.81% |
| Best Year | 138.49% | 39.89% |
| Worst Year | -15.34% | -61.44% |
| Avg. Up Day | 3.78% | 3.79% |
| Avg. Down Day | -2.73% | -3.15% |
| Avg. Up Week | 11.69% | 14.71% |
| Avg. Down Week | -5.67% | -7.58% |
| Avg. Up Month | 21.86% | 35.25% |
| Avg. Down Month | -6.94% | -18.27% |
| Win Days % | 48.73% | 49.16% |
| Win Month % | 65.71% | 38.64% |
| Win Week % | 52.94% | 41.67% |
| Win Quarter % | 64.29% | 46.67% |
| Win Year % | 75.0% | 50.0% |