| Metric | 6564916:etcusd:triple_gx:lsma195_90_35 | 6564916:ETCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 46.05% | -45.64% |
| Max Drawdown | -38.64% | -63.3% |
| Sharpe | 0.75 | -0.12 |
| Sortino | 1.13 | -0.17 |
| Payoff Ratio | 1.23 | 1.12 |
| Profit Factor | 1.2 | 0.98 |
| Common Sense Ratio | 1.41 | 1.02 |
| CPC Index | 0.71 | 0.53 |
| Tail Ratio | 1.18 | 1.04 |
| Outlier Win Ratio | 14.9 | 4.03 |
| Outlier Loss Ratio | 3.33 | 2.9 |
| Volatility (ann.) | 51.64% | 79.21% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.74 | -0.53 |
| Skew | -0.03 | 0.48 |
| Kurtosis | 19.36 | 5.31 |
| Expected Daily % | 0.07% | -0.11% |
| Expected Monthly % | 2.01% | -3.16% |
| Expected Yearly % | 20.85% | -26.27% |
| Kelly Criterion | 5.6% | 2.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.34% | -6.85% |
| Expected Shortfall (cVaR) | -4.34% | -6.85% |
| Year | 6564916:ETCUSD | 6564916:etcusd:triple_gx:lsma195_90_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.20 | 95.08 | -11.60 | + |
| 2025 | -40.79 | -25.13 | 0.62 | + |
| Metric | 6564916:etcusd:triple_gx:lsma195_90_35 | 6564916:ETCUSD |
|---|---|---|
| MTD | 0.0% | -6.75% |
| 3M | -27.63% | -33.5% |
| 6M | -21.14% | -20.91% |
| YTD | -25.13% | -40.79% |
| 1Y | 10.62% | -35.67% |
| 3Y (ann.) | 28.64% | -33.32% |
| 5Y (ann.) | 28.64% | -33.32% |
| Metric | 6564916:etcusd:triple_gx:lsma195_90_35 | 6564916:ETCUSD |
|---|---|---|
| Max Drawdown | -38.64% | -63.3% |
| Longest DD Days | 344.0 | 344.0 |
| Avg. Drawdown | -8.42% | -21.44% |
| Avg. Drawdown Days | 40.0 | 90.0 |
| Recovery Factor | 1.19 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-16 | -38.64 | 344 |
| 2024-07-22 | 2024-11-09 | -15.09 | 110 |
| 2024-11-12 | 2024-11-16 | -10.57 | 4 |
| 2024-07-07 | 2024-07-12 | -6.80 | 5 |
| 2024-11-19 | 2024-11-21 | -6.13 | 2 |
| 2024-12-05 | 2024-12-06 | -5.91 | 1 |
| 2024-11-26 | 2024-11-27 | -4.74 | 1 |
| 2024-07-16 | 2024-07-20 | -3.97 | 4 |
| 2024-11-17 | 2024-11-18 | -3.31 | 1 |
| 2024-11-28 | 2024-12-01 | -3.04 | 3 |
| Metric | 6564916:etcusd:triple_gx:lsma195_90_35 | 6564916:ETCUSD |
|---|---|---|
| Best Day | 16.34% | 22.96% |
| Worst Day | -23.38% | -23.38% |
| Best Week | 24.18% | 27.0% |
| Worst Week | -26.28% | -26.28% |
| Best Month | 75.95% | 75.95% |
| Worst Month | -18.98% | -27.05% |
| Best Year | 95.08% | -8.2% |
| Worst Year | -25.13% | -40.79% |
| Avg. Up Day | 3.24% | 3.25% |
| Avg. Down Day | -2.64% | -2.91% |
| Avg. Up Week | 8.14% | 10.01% |
| Avg. Down Week | -5.87% | -8.7% |
| Avg. Up Month | 27.19% | 33.57% |
| Avg. Down Month | -7.0% | -15.33% |
| Win Days % | 48.0% | 48.26% |
| Win Month % | 57.14% | 36.84% |
| Win Week % | 51.16% | 43.21% |
| Win Quarter % | 50.0% | 28.57% |
| Win Year % | 50.0% | 0.0% |