| Metric | 6570110:etcusd:triple_gx:lsma120_75_50 | 6570110:ETCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 56.03% | -45.64% |
| Max Drawdown | -28.36% | -63.3% |
| Sharpe | 0.84 | -0.12 |
| Sortino | 1.41 | -0.17 |
| Payoff Ratio | 1.36 | 1.18 |
| Profit Factor | 1.21 | 0.98 |
| Common Sense Ratio | 1.46 | 1.02 |
| CPC Index | 0.74 | 0.56 |
| Tail Ratio | 1.21 | 1.04 |
| Outlier Win Ratio | 13.94 | 4.03 |
| Outlier Loss Ratio | 3.42 | 2.84 |
| Volatility (ann.) | 49.45% | 79.21% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.21 | -0.53 |
| Skew | 1.4 | 0.48 |
| Kurtosis | 11.69 | 5.31 |
| Expected Daily % | 0.08% | -0.11% |
| Expected Monthly % | 2.37% | -3.16% |
| Expected Yearly % | 24.91% | -26.27% |
| Kelly Criterion | 5.07% | 4.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.14% | -6.85% |
| Expected Shortfall (cVaR) | -4.14% | -6.85% |
| Year | 6570110:ETCUSD | 6570110:etcusd:triple_gx:lsma120_75_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.20 | 57.35 | -7.00 | + |
| 2025 | -40.79 | -0.84 | 0.02 | + |
| Metric | 6570110:etcusd:triple_gx:lsma120_75_50 | 6570110:ETCUSD |
|---|---|---|
| MTD | 3.16% | -6.75% |
| 3M | -3.33% | -33.5% |
| 6M | -9.49% | -20.91% |
| YTD | -0.84% | -40.79% |
| 1Y | 42.98% | -35.67% |
| 3Y (ann.) | 34.41% | -33.32% |
| 5Y (ann.) | 34.41% | -33.32% |
| Metric | 6570110:etcusd:triple_gx:lsma120_75_50 | 6570110:ETCUSD |
|---|---|---|
| Max Drawdown | -28.36% | -63.3% |
| Longest DD Days | 189.0 | 344.0 |
| Avg. Drawdown | -9.34% | -21.44% |
| Avg. Drawdown Days | 41.0 | 90.0 |
| Recovery Factor | 1.98 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-11-16 | -28.36 | 117 |
| 2025-05-11 | 2025-11-16 | -27.02 | 189 |
| 2024-12-07 | 2025-05-10 | -21.02 | 154 |
| 2024-11-19 | 2024-11-21 | -6.13 | 2 |
| 2024-12-05 | 2024-12-06 | -5.91 | 1 |
| 2024-06-21 | 2024-07-13 | -5.78 | 22 |
| 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 | 6570110:etcusd:triple_gx:lsma120_75_50 | 6570110:ETCUSD |
|---|---|---|
| Best Day | 16.34% | 22.96% |
| Worst Day | -15.25% | -23.38% |
| Best Week | 24.18% | 27.0% |
| Worst Week | -12.91% | -26.28% |
| Best Month | 75.95% | 75.95% |
| Worst Month | -13.52% | -27.05% |
| Best Year | 57.35% | -8.2% |
| Worst Year | -0.84% | -40.79% |
| Avg. Up Day | 3.48% | 3.48% |
| Avg. Down Day | -2.55% | -2.94% |
| Avg. Up Week | 9.29% | 10.14% |
| Avg. Down Week | -3.61% | -7.22% |
| Avg. Up Month | 40.01% | 39.37% |
| Avg. Down Month | -4.97% | -11.23% |
| Win Days % | 45.26% | 48.26% |
| Win Month % | 53.33% | 36.84% |
| Win Week % | 41.67% | 43.21% |
| Win Quarter % | 42.86% | 28.57% |
| Win Year % | 50.0% | 0.0% |