| Metric | 6571382:etcusd:triple_gx:lsma140_65_55 | 6571382:ETCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 584.86% | -42.37% |
| Max Drawdown | -42.49% | -73.51% |
| Sharpe | 1.28 | 0.25 |
| Sortino | 2.48 | 0.4 |
| Payoff Ratio | 1.45 | 1.28 |
| Profit Factor | 1.45 | 1.04 |
| Common Sense Ratio | 1.68 | 1.08 |
| CPC Index | 1.01 | 0.64 |
| Tail Ratio | 1.16 | 1.04 |
| Outlier Win Ratio | 17.69 | 4.35 |
| Outlier Loss Ratio | 3.85 | 3.32 |
| Volatility (ann.) | 58.63% | 90.62% |
| R^2 | 0.42 | 0.42 |
| Calmar | 1.87 | -0.21 |
| Skew | 3.51 | 1.21 |
| Kurtosis | 33.8 | 8.27 |
| Expected Daily % | 0.16% | -0.05% |
| Expected Monthly % | 4.93% | -1.37% |
| Expected Yearly % | 61.77% | -12.87% |
| Kelly Criterion | 12.73% | 8.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.84% | -7.74% |
| Expected Shortfall (cVaR) | -4.84% | -7.74% |
| Year | 6571382:ETCUSD | 6571382:etcusd:triple_gx:lsma140_65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -46.76 | 90.82 | -1.94 | + |
| 2023 | 39.89 | 113.35 | 2.84 | + |
| 2024 | 13.96 | 55.89 | 4.00 | + |
| 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.) | 70.3% | -11.92% |
| 5Y (ann.) | 79.63% | -15.45% |
| Metric | 6571382:etcusd:triple_gx:lsma140_65_55 | 6571382:ETCUSD |
|---|---|---|
| Max Drawdown | -42.49% | -73.51% |
| Longest DD Days | 320.0 | 1165.0 |
| Avg. Drawdown | -10.09% | -35.29% |
| Avg. Drawdown Days | 53.0 | 398.0 |
| Recovery Factor | 13.77 | -0.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-12 | 2024-11-27 | -42.49 | 320 |
| 2022-08-14 | 2023-01-23 | -24.79 | 162 |
| 2024-12-07 | 2025-05-10 | -24.74 | 154 |
| 2022-04-08 | 2022-07-27 | -21.24 | 110 |
| 2023-11-11 | 2023-12-27 | -12.89 | 46 |
| 2022-03-23 | 2022-04-07 | -12.53 | 15 |
| 2023-01-24 | 2023-03-18 | -10.84 | 53 |
| 2023-07-01 | 2023-10-31 | -10.77 | 122 |
| 2023-06-25 | 2023-06-30 | -9.10 | 5 |
| 2025-05-11 | 2025-05-31 | -8.57 | 20 |
| Metric | 6571382:etcusd:triple_gx:lsma140_65_55 | 6571382:ETCUSD |
|---|---|---|
| Best Day | 34.47% | 34.47% |
| Worst Day | -16.52% | -16.83% |
| Best Week | 62.77% | 71.73% |
| Worst Week | -24.09% | -28.11% |
| Best Month | 55.49% | 143.43% |
| Worst Month | -11.96% | -45.47% |
| Best Year | 113.35% | 39.89% |
| Worst Year | 7.91% | -46.76% |
| Avg. Up Day | 4.01% | 4.02% |
| Avg. Down Day | -2.77% | -3.15% |
| Avg. Up Week | 12.59% | 16.17% |
| Avg. Down Week | -5.37% | -6.5% |
| Avg. Up Month | 21.49% | 32.09% |
| Avg. Down Month | -6.71% | -18.16% |
| Win Days % | 48.41% | 48.48% |
| Win Month % | 68.97% | 42.5% |
| Win Week % | 51.95% | 39.43% |
| Win Quarter % | 76.92% | 57.14% |
| Win Year % | 100.0% | 50.0% |