| Metric | 6569823:etcusd:triple_gx:lsma120_65_50 | 6569823:ETCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 586.48% | -32.78% |
| Max Drawdown | -45.45% | -73.51% |
| Sharpe | 1.23 | 0.31 |
| Sortino | 2.29 | 0.48 |
| Payoff Ratio | 1.44 | 1.33 |
| Profit Factor | 1.4 | 1.05 |
| Common Sense Ratio | 1.72 | 1.09 |
| CPC Index | 0.96 | 0.68 |
| Tail Ratio | 1.23 | 1.04 |
| Outlier Win Ratio | 15.52 | 4.33 |
| Outlier Loss Ratio | 3.91 | 3.38 |
| Volatility (ann.) | 61.79% | 90.56% |
| R^2 | 0.47 | 0.47 |
| Calmar | 1.72 | -0.15 |
| Skew | 3.03 | 1.19 |
| Kurtosis | 29.24 | 8.13 |
| Expected Daily % | 0.16% | -0.03% |
| Expected Monthly % | 4.81% | -0.96% |
| Expected Yearly % | 61.87% | -9.45% |
| Kelly Criterion | 11.46% | 9.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.11% | -7.72% |
| Expected Shortfall (cVaR) | -5.11% | -7.72% |
| Year | 6569823:ETCUSD | 6569823:etcusd:triple_gx:lsma120_65_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -37.89 | 43.79 | -1.16 | + |
| 2023 | 39.89 | 144.88 | 3.63 | + |
| 2024 | 13.96 | 101.07 | 7.24 | + |
| 2025 | -32.11 | -3.04 | 0.09 | + |
| Metric | 6569823:etcusd:triple_gx:lsma120_65_50 | 6569823:ETCUSD |
|---|---|---|
| MTD | 9.24% | 2.79% |
| 3M | -4.11% | -9.27% |
| 6M | 2.4% | -46.85% |
| YTD | -3.04% | -32.11% |
| 1Y | 72.78% | -43.09% |
| 3Y (ann.) | 64.12% | -11.92% |
| 5Y (ann.) | 78.04% | -11.21% |
| Metric | 6569823:etcusd:triple_gx:lsma120_65_50 | 6569823:ETCUSD |
|---|---|---|
| Max Drawdown | -45.45% | -73.51% |
| Longest DD Days | 310.0 | 1165.0 |
| Avg. Drawdown | -9.67% | -17.85% |
| Avg. Drawdown Days | 40.0 | 201.0 |
| Recovery Factor | 12.9 | -0.45 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-14 | 2023-06-20 | -45.45 | 310 |
| 2024-01-12 | 2024-11-07 | -32.10 | 300 |
| 2024-12-07 | 2025-05-31 | -24.34 | 175 |
| 2022-03-23 | 2022-05-30 | -22.03 | 68 |
| 2023-11-11 | 2024-01-10 | -21.94 | 60 |
| 2022-02-11 | 2022-03-22 | -16.09 | 39 |
| 2023-07-01 | 2023-10-23 | -12.92 | 114 |
| 2022-07-22 | 2022-07-28 | -12.05 | 6 |
| 2022-05-31 | 2022-07-18 | -12.03 | 48 |
| 2024-11-12 | 2024-11-16 | -10.57 | 4 |
| Metric | 6569823:etcusd:triple_gx:lsma120_65_50 | 6569823:ETCUSD |
|---|---|---|
| Best Day | 34.47% | 34.47% |
| Worst Day | -16.52% | -16.83% |
| Best Week | 43.77% | 71.73% |
| Worst Week | -24.09% | -28.11% |
| Best Month | 55.42% | 143.43% |
| Worst Month | -22.42% | -45.47% |
| Best Year | 144.88% | 39.89% |
| Worst Year | -3.04% | -37.89% |
| Avg. Up Day | 3.97% | 3.98% |
| Avg. Down Day | -2.76% | -3.0% |
| Avg. Up Week | 11.98% | 16.07% |
| Avg. Down Week | -5.51% | -7.05% |
| Avg. Up Month | 20.96% | 30.86% |
| Avg. Down Month | -10.03% | -19.69% |
| Win Days % | 47.77% | 48.59% |
| Win Month % | 70.97% | 43.9% |
| Win Week % | 52.75% | 40.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 50.0% |