| Metric | 6571449:etcusd:triple_gx:lsma225_65_55 | 6571449:ETCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 44.23% | -45.64% |
| Max Drawdown | -26.76% | -63.3% |
| Sharpe | 0.75 | -0.12 |
| Sortino | 1.27 | -0.17 |
| Payoff Ratio | 1.26 | 1.11 |
| Profit Factor | 1.21 | 0.98 |
| Common Sense Ratio | 1.3 | 1.02 |
| CPC Index | 0.72 | 0.53 |
| Tail Ratio | 1.07 | 1.04 |
| Outlier Win Ratio | 18.55 | 4.03 |
| Outlier Loss Ratio | 3.13 | 2.79 |
| Volatility (ann.) | 45.83% | 79.21% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.03 | -0.53 |
| Skew | 1.63 | 0.48 |
| Kurtosis | 15.72 | 5.31 |
| Expected Daily % | 0.07% | -0.11% |
| Expected Monthly % | 1.95% | -3.16% |
| Expected Yearly % | 20.09% | -26.27% |
| Kelly Criterion | 4.95% | 1.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.85% | -6.85% |
| Expected Shortfall (cVaR) | -3.85% | -6.85% |
| Year | 6571449:ETCUSD | 6571449:etcusd:triple_gx:lsma225_65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.20 | 27.83 | -3.40 | + |
| 2025 | -40.79 | 12.83 | -0.31 | + |
| Metric | 6571449:etcusd:triple_gx:lsma225_65_55 | 6571449:ETCUSD |
|---|---|---|
| MTD | 0.0% | -6.75% |
| 3M | -6.83% | -33.5% |
| 6M | 23.45% | -20.91% |
| YTD | 12.83% | -40.79% |
| 1Y | 62.7% | -35.67% |
| 3Y (ann.) | 27.57% | -33.32% |
| 5Y (ann.) | 27.57% | -33.32% |
| Metric | 6571449:etcusd:triple_gx:lsma225_65_55 | 6571449:ETCUSD |
|---|---|---|
| Max Drawdown | -26.76% | -63.3% |
| Longest DD Days | 223.0 | 344.0 |
| Avg. Drawdown | -11.3% | -21.44% |
| Avg. Drawdown Days | 59.0 | 90.0 |
| Recovery Factor | 1.65 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-11-21 | -26.76 | 122 |
| 2024-12-07 | 2025-07-18 | -24.76 | 223 |
| 2025-07-21 | 2025-11-16 | -22.35 | 118 |
| 2024-12-05 | 2024-12-06 | -5.91 | 1 |
| 2024-11-26 | 2024-11-27 | -4.74 | 1 |
| 2024-11-28 | 2024-12-01 | -3.04 | 3 |
| 2024-11-24 | 2024-11-25 | -2.63 | 1 |
| 2024-07-17 | 2024-07-18 | -0.18 | 1 |
| Metric | 6571449:etcusd:triple_gx:lsma225_65_55 | 6571449:ETCUSD |
|---|---|---|
| Best Day | 16.34% | 22.96% |
| Worst Day | -15.25% | -23.38% |
| Best Week | 27.0% | 27.0% |
| Worst Week | -12.91% | -26.28% |
| Best Month | 55.23% | 75.95% |
| Worst Month | -8.6% | -27.05% |
| Best Year | 27.83% | -8.2% |
| Worst Year | 12.83% | -40.79% |
| Avg. Up Day | 3.51% | 3.52% |
| Avg. Down Day | -2.78% | -3.17% |
| Avg. Up Week | 10.14% | 11.13% |
| Avg. Down Week | -5.09% | -7.95% |
| Avg. Up Month | 35.86% | 50.13% |
| Avg. Down Month | -5.13% | -9.42% |
| Win Days % | 46.93% | 48.26% |
| Win Month % | 45.45% | 36.84% |
| Win Week % | 42.42% | 43.21% |
| Win Quarter % | 60.0% | 28.57% |
| Win Year % | 100.0% | 0.0% |