| Metric | 6571382:etcusd:triple_gx:lsma140_65_55 | 6571382:ETCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 60.87% | -37.67% |
| Max Drawdown | -24.74% | -63.3% |
| Sharpe | 1.16 | -0.22 |
| Sortino | 2.03 | -0.32 |
| Payoff Ratio | 1.55 | 1.4 |
| Profit Factor | 1.37 | 0.97 |
| Common Sense Ratio | 1.55 | 0.98 |
| CPC Index | 0.95 | 0.63 |
| Tail Ratio | 1.13 | 1.01 |
| Outlier Win Ratio | 14.98 | 3.49 |
| Outlier Loss Ratio | 3.42 | 2.93 |
| Volatility (ann.) | 49.46% | 76.24% |
| R^2 | 0.42 | 0.42 |
| Calmar | 2.34 | -0.58 |
| Skew | 1.63 | 0.48 |
| Kurtosis | 15.84 | 2.91 |
| Expected Daily % | 0.12% | -0.12% |
| Expected Monthly % | 3.72% | -3.57% |
| Expected Yearly % | 26.84% | -21.05% |
| Kelly Criterion | 9.15% | 8.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.1% | -6.61% |
| Expected Shortfall (cVaR) | -4.1% | -6.61% |
| Year | 6571382:ETCUSD | 6571382:etcusd:triple_gx:lsma140_65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.20 | 49.08 | -5.99 | + |
| 2025 | -32.11 | 7.91 | -0.25 | + |
| Metric | 6571382:etcusd:triple_gx:lsma140_65_55 | 6571382:ETCUSD |
|---|---|---|
| MTD | 18.07% | 2.79% |
| 3M | 7.91% | -9.27% |
| 6M | 12.1% | -46.85% |
| YTD | 7.91% | -32.11% |
| 1Y | 60.87% | -43.09% |
| 3Y (ann.) | 57.88% | -36.5% |
| 5Y (ann.) | 57.88% | -36.5% |
| Metric | 6571382:etcusd:triple_gx:lsma140_65_55 | 6571382:ETCUSD |
|---|---|---|
| Max Drawdown | -24.74% | -63.3% |
| Longest DD Days | 154.0 | 187.0 |
| Avg. Drawdown | -7.5% | -21.44% |
| Avg. Drawdown Days | 25.0 | 62.0 |
| Recovery Factor | 2.46 | -0.6 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-05-10 | -24.74 | 154 |
| 2024-07-22 | 2024-11-10 | -16.04 | 111 |
| 2024-11-11 | 2024-11-16 | -10.73 | 5 |
| 2025-05-11 | 2025-05-31 | -8.57 | 20 |
| 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 |
| 2024-07-16 | 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 | 6571382:etcusd:triple_gx:lsma140_65_55 | 6571382:ETCUSD |
|---|---|---|
| Best Day | 16.34% | 17.19% |
| Worst Day | -15.25% | -15.25% |
| Best Week | 24.18% | 24.18% |
| Worst Week | -11.24% | -26.04% |
| Best Month | 55.23% | 75.95% |
| Worst Month | -11.96% | -27.05% |
| Best Year | 49.08% | -8.2% |
| Worst Year | 7.91% | -32.11% |
| Avg. Up Day | 4.03% | 4.05% |
| Avg. Down Day | -2.59% | -2.89% |
| Avg. Up Week | 13.21% | 12.83% |
| Avg. Down Week | -5.08% | -7.03% |
| Avg. Up Month | 25.46% | 28.29% |
| Avg. Down Month | -6.91% | -7.32% |
| Win Days % | 44.72% | 46.56% |
| Win Month % | 66.67% | 38.46% |
| Win Week % | 47.83% | 39.29% |
| Win Quarter % | 75.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |