| Metric | 6564931:etcusd:triple_gx:lsma200_90_35 | 6564931:ETCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 54.79% | -37.67% |
| Max Drawdown | -24.71% | -63.3% |
| Sharpe | 1.1 | -0.22 |
| Sortino | 1.82 | -0.32 |
| Payoff Ratio | 1.35 | 1.24 |
| Profit Factor | 1.3 | 0.97 |
| Common Sense Ratio | 1.65 | 0.98 |
| CPC Index | 0.85 | 0.56 |
| Tail Ratio | 1.27 | 1.01 |
| Outlier Win Ratio | 12.85 | 3.41 |
| Outlier Loss Ratio | 3.42 | 3.02 |
| Volatility (ann.) | 48.85% | 76.24% |
| R^2 | 0.41 | 0.41 |
| Calmar | 2.11 | -0.58 |
| Skew | 1.19 | 0.48 |
| Kurtosis | 13.04 | 2.91 |
| Expected Daily % | 0.11% | -0.12% |
| Expected Monthly % | 3.42% | -3.57% |
| Expected Yearly % | 24.42% | -21.05% |
| Kelly Criterion | 10.65% | 3.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.06% | -6.61% |
| Expected Shortfall (cVaR) | -4.06% | -6.61% |
| Year | 6564931:ETCUSD | 6564931:etcusd:triple_gx:lsma200_90_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.20 | 82.16 | -10.02 | + |
| 2025 | -32.11 | -15.02 | 0.47 | + |
| Metric | 6564931:etcusd:triple_gx:lsma200_90_35 | 6564931:ETCUSD |
|---|---|---|
| MTD | -14.41% | 2.79% |
| 3M | -8.9% | -9.27% |
| 6M | -9.54% | -46.85% |
| YTD | -15.02% | -32.11% |
| 1Y | 54.79% | -43.09% |
| 3Y (ann.) | 52.14% | -36.5% |
| 5Y (ann.) | 52.14% | -36.5% |
| Metric | 6564931:etcusd:triple_gx:lsma200_90_35 | 6564931:ETCUSD |
|---|---|---|
| Max Drawdown | -24.71% | -63.3% |
| Longest DD Days | 175.0 | 187.0 |
| Avg. Drawdown | -7.73% | -21.44% |
| Avg. Drawdown Days | 26.0 | 62.0 |
| Recovery Factor | 2.22 | -0.6 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-05-31 | -24.71 | 175 |
| 2024-07-22 | 2024-11-10 | -20.72 | 111 |
| 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 | 6564931:etcusd:triple_gx:lsma200_90_35 | 6564931:ETCUSD |
|---|---|---|
| Best Day | 16.34% | 17.19% |
| Worst Day | -15.25% | -15.25% |
| Best Week | 24.18% | 24.18% |
| Worst Week | -11.4% | -26.04% |
| Best Month | 75.95% | 75.95% |
| Worst Month | -14.41% | -27.05% |
| Best Year | 82.16% | -8.2% |
| Worst Year | -15.02% | -32.11% |
| Avg. Up Day | 3.36% | 3.36% |
| Avg. Down Day | -2.49% | -2.72% |
| Avg. Up Week | 10.51% | 10.89% |
| Avg. Down Week | -4.6% | -7.68% |
| Avg. Up Month | 75.95% | 75.95% |
| Avg. Down Month | -4.56% | -15.78% |
| Win Days % | 48.67% | 46.56% |
| Win Month % | 44.44% | 38.46% |
| Win Week % | 44.44% | 39.29% |
| Win Quarter % | 50.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |