| Metric | 6565520:etcusd:triple_gx:lsma215_115_35 | 6565520:ETCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 29.44% | -45.64% |
| Max Drawdown | -42.27% | -63.3% |
| Sharpe | 0.59 | -0.12 |
| Sortino | 0.89 | -0.17 |
| Payoff Ratio | 1.17 | 1.09 |
| Profit Factor | 1.15 | 0.98 |
| Common Sense Ratio | 1.32 | 1.02 |
| CPC Index | 0.65 | 0.52 |
| Tail Ratio | 1.15 | 1.04 |
| Outlier Win Ratio | 14.33 | 4.03 |
| Outlier Loss Ratio | 3.21 | 2.9 |
| Volatility (ann.) | 52.73% | 79.21% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.44 | -0.53 |
| Skew | -0.0 | 0.48 |
| Kurtosis | 17.85 | 5.31 |
| Expected Daily % | 0.05% | -0.11% |
| Expected Monthly % | 1.37% | -3.16% |
| Expected Yearly % | 13.77% | -26.27% |
| Kelly Criterion | 3.85% | 0.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.45% | -6.85% |
| Expected Shortfall (cVaR) | -4.45% | -6.85% |
| Year | 6565520:ETCUSD | 6565520:etcusd:triple_gx:lsma215_115_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.20 | 88.23 | -10.77 | + |
| 2025 | -40.79 | -31.23 | 0.77 | + |
| Metric | 6565520:etcusd:triple_gx:lsma215_115_35 | 6565520:ETCUSD |
|---|---|---|
| MTD | 0.0% | -6.75% |
| 3M | -30.27% | -33.5% |
| 6M | -22.15% | -20.91% |
| YTD | -31.23% | -40.79% |
| 1Y | 0.8% | -35.67% |
| 3Y (ann.) | 18.72% | -33.32% |
| 5Y (ann.) | 18.72% | -33.32% |
| Metric | 6565520:etcusd:triple_gx:lsma215_115_35 | 6565520:ETCUSD |
|---|---|---|
| Max Drawdown | -42.27% | -63.3% |
| Longest DD Days | 344.0 | 344.0 |
| Avg. Drawdown | -9.1% | -21.44% |
| Avg. Drawdown Days | 43.0 | 90.0 |
| Recovery Factor | 0.7 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-16 | -42.27 | 344 |
| 2024-07-16 | 2024-11-09 | -19.69 | 116 |
| 2024-11-12 | 2024-11-16 | -10.57 | 4 |
| 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 |
| 2024-11-17 | 2024-11-18 | -3.31 | 1 |
| 2024-11-28 | 2024-12-01 | -3.04 | 3 |
| 2024-11-24 | 2024-11-25 | -2.63 | 1 |
| 2024-07-11 | 2024-07-12 | -1.67 | 1 |
| Metric | 6565520:etcusd:triple_gx:lsma215_115_35 | 6565520: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 | -18.1% | -27.05% |
| Best Year | 88.23% | -8.2% |
| Worst Year | -31.23% | -40.79% |
| Avg. Up Day | 3.22% | 3.23% |
| Avg. Down Day | -2.74% | -2.97% |
| Avg. Up Week | 8.36% | 9.84% |
| Avg. Down Week | -6.25% | -7.98% |
| Avg. Up Month | 39.65% | 50.13% |
| Avg. Down Month | -6.5% | -14.44% |
| Win Days % | 48.07% | 48.26% |
| Win Month % | 46.15% | 36.84% |
| Win Week % | 52.38% | 43.21% |
| Win Quarter % | 33.33% | 28.57% |
| Win Year % | 50.0% | 0.0% |