| Metric | 6565520:etcusd:triple_gx:lsma215_115_35 | 6565520:ETCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 393.18% | -34.99% |
| Max Drawdown | -42.27% | -67.71% |
| Sharpe | 1.04 | 0.28 |
| Sortino | 1.76 | 0.44 |
| Payoff Ratio | 1.33 | 1.19 |
| Profit Factor | 1.28 | 1.04 |
| Common Sense Ratio | 1.52 | 1.07 |
| CPC Index | 0.82 | 0.61 |
| Tail Ratio | 1.19 | 1.03 |
| Outlier Win Ratio | 13.38 | 4.39 |
| Outlier Loss Ratio | 3.7 | 3.34 |
| Volatility (ann.) | 60.67% | 86.28% |
| R^2 | 0.5 | 0.5 |
| Calmar | 1.35 | -0.17 |
| Skew | 1.69 | 1.01 |
| Kurtosis | 19.73 | 7.58 |
| Expected Daily % | 0.12% | -0.03% |
| Expected Monthly % | 3.78% | -1.0% |
| Expected Yearly % | 49.02% | -10.21% |
| Kelly Criterion | 8.98% | 6.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.05% | -7.36% |
| Expected Shortfall (cVaR) | -5.05% | -7.36% |
| Year | 6565520:ETCUSD | 6565520:etcusd:triple_gx:lsma215_115_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.12 | 54.87 | -1.76 | + |
| 2023 | 39.89 | 94.35 | 2.37 | + |
| 2024 | 13.96 | 138.27 | 9.90 | + |
| 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.) | 45.13% | -10.38% |
| 5Y (ann.) | 57.23% | -11.5% |
| Metric | 6565520:etcusd:triple_gx:lsma215_115_35 | 6565520:ETCUSD |
|---|---|---|
| Max Drawdown | -42.27% | -67.71% |
| Longest DD Days | 344.0 | 1190.0 |
| Avg. Drawdown | -10.74% | -25.3% |
| Avg. Drawdown Days | 37.0 | 182.0 |
| Recovery Factor | 9.3 | -0.52 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-16 | -42.27 | 344 |
| 2022-09-15 | 2023-03-19 | -28.30 | 185 |
| 2024-03-09 | 2024-07-13 | -27.07 | 126 |
| 2024-01-12 | 2024-03-06 | -22.64 | 54 |
| 2022-06-27 | 2022-07-27 | -22.08 | 30 |
| 2022-05-10 | 2022-05-24 | -21.07 | 14 |
| 2024-07-16 | 2024-11-09 | -19.69 | 116 |
| 2023-07-01 | 2023-11-06 | -18.86 | 128 |
| 2023-11-11 | 2024-01-10 | -16.84 | 60 |
| 2022-07-29 | 2022-08-11 | -14.77 | 13 |
| Metric | 6565520:etcusd:triple_gx:lsma215_115_35 | 6565520: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 | -18.1% | -36.81% |
| Best Year | 138.27% | 39.89% |
| Worst Year | -31.23% | -40.79% |
| Avg. Up Day | 3.66% | 3.66% |
| Avg. Down Day | -2.75% | -3.09% |
| Avg. Up Week | 10.64% | 12.49% |
| Avg. Down Week | -5.87% | -7.29% |
| Avg. Up Month | 18.56% | 33.04% |
| Avg. Down Month | -6.71% | -14.32% |
| Win Days % | 48.09% | 49.26% |
| Win Month % | 64.71% | 41.86% |
| Win Week % | 51.43% | 42.55% |
| Win Quarter % | 60.0% | 46.67% |
| Win Year % | 75.0% | 50.0% |