| Metric | 6564931:etcusd:triple_gx:lsma200_90_35 | 6564931:ETCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 485.29% | -54.07% |
| Max Drawdown | -28.3% | -67.71% |
| Sharpe | 1.24 | 0.14 |
| Sortino | 2.2 | 0.21 |
| Payoff Ratio | 1.42 | 1.26 |
| Profit Factor | 1.36 | 1.02 |
| Common Sense Ratio | 1.57 | 1.04 |
| CPC Index | 0.93 | 0.63 |
| Tail Ratio | 1.16 | 1.02 |
| Outlier Win Ratio | 13.85 | 4.27 |
| Outlier Loss Ratio | 3.81 | 3.4 |
| Volatility (ann.) | 59.85% | 87.24% |
| R^2 | 0.47 | 0.47 |
| Calmar | 2.69 | -0.33 |
| Skew | 2.22 | 0.99 |
| Kurtosis | 20.49 | 7.26 |
| Expected Daily % | 0.16% | -0.07% |
| Expected Monthly % | 4.76% | -2.03% |
| Expected Yearly % | 55.54% | -17.68% |
| Kelly Criterion | 11.76% | 7.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.95% | -7.48% |
| Expected Shortfall (cVaR) | -4.95% | -7.48% |
| Year | 6564931:ETCUSD | 6564931:etcusd:triple_gx:lsma200_90_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.56 | 62.18 | -1.08 | + |
| 2023 | 39.89 | 106.11 | 2.66 | + |
| 2024 | 13.96 | 106.05 | 7.60 | + |
| 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.) | 78.04% | -11.92% |
| 5Y (ann.) | 76.16% | -22.07% |
| Metric | 6564931:etcusd:triple_gx:lsma200_90_35 | 6564931:ETCUSD |
|---|---|---|
| Max Drawdown | -28.3% | -67.71% |
| Longest DD Days | 303.0 | 1021.0 |
| Avg. Drawdown | -9.55% | -48.77% |
| Avg. Drawdown Days | 32.0 | 378.0 |
| Recovery Factor | 17.15 | -0.8 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-15 | 2023-03-12 | -28.30 | 178 |
| 2024-01-12 | 2024-11-10 | -27.60 | 303 |
| 2024-12-07 | 2025-05-31 | -24.71 | 175 |
| 2022-06-27 | 2022-07-27 | -22.09 | 30 |
| 2022-05-10 | 2022-05-24 | -21.07 | 14 |
| 2023-07-01 | 2023-11-09 | -18.63 | 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 |
| 2024-11-12 | 2024-11-16 | -10.57 | 4 |
| Metric | 6564931:etcusd:triple_gx:lsma200_90_35 | 6564931: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 | 75.95% | 143.43% |
| Worst Month | -14.41% | -36.81% |
| Best Year | 106.11% | 39.89% |
| Worst Year | -15.02% | -57.56% |
| Avg. Up Day | 3.87% | 3.88% |
| Avg. Down Day | -2.72% | -3.07% |
| Avg. Up Week | 12.12% | 13.82% |
| Avg. Down Week | -5.42% | -7.15% |
| Avg. Up Month | 21.31% | 37.01% |
| Avg. Down Month | -6.3% | -14.95% |
| Win Days % | 48.18% | 48.62% |
| Win Month % | 65.52% | 39.47% |
| Win Week % | 50.57% | 40.36% |
| Win Quarter % | 66.67% | 53.85% |
| Win Year % | 75.0% | 50.0% |