| Metric | 6571449:etcusd:triple_gx:lsma225_65_55 | 6571449:ETCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 417.46% | -29.2% |
| Max Drawdown | -45.46% | -67.71% |
| Sharpe | 1.13 | 0.3 |
| Sortino | 2.08 | 0.47 |
| Payoff Ratio | 1.36 | 1.2 |
| Profit Factor | 1.36 | 1.05 |
| Common Sense Ratio | 1.53 | 1.09 |
| CPC Index | 0.89 | 0.62 |
| Tail Ratio | 1.13 | 1.04 |
| Outlier Win Ratio | 16.95 | 4.26 |
| Outlier Loss Ratio | 3.68 | 3.17 |
| Volatility (ann.) | 53.68% | 85.63% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.32 | -0.14 |
| Skew | 2.92 | 1.08 |
| Kurtosis | 27.94 | 7.81 |
| Expected Daily % | 0.13% | -0.03% |
| Expected Monthly % | 3.9% | -0.8% |
| Expected Yearly % | 50.82% | -8.27% |
| Kelly Criterion | 10.31% | 6.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.46% | -7.3% |
| Expected Shortfall (cVaR) | -4.46% | -7.3% |
| Year | 6571449:ETCUSD | 6571449:etcusd:triple_gx:lsma225_65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -24.99 | 56.44 | -2.26 | + |
| 2023 | 39.89 | 119.33 | 2.99 | + |
| 2024 | 13.96 | 33.66 | 2.41 | + |
| 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.) | 46.97% | -10.38% |
| 5Y (ann.) | 59.97% | -9.4% |
| Metric | 6571449:etcusd:triple_gx:lsma225_65_55 | 6571449:ETCUSD |
|---|---|---|
| Max Drawdown | -45.46% | -67.71% |
| Longest DD Days | 327.0 | 1190.0 |
| Avg. Drawdown | -12.02% | -22.86% |
| Avg. Drawdown Days | 65.0 | 181.0 |
| Recovery Factor | 9.18 | -0.43 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-12 | 2024-12-04 | -45.46 | 327 |
| 2022-08-14 | 2023-03-12 | -24.79 | 210 |
| 2024-12-07 | 2025-07-18 | -24.76 | 223 |
| 2025-07-21 | 2025-11-16 | -22.35 | 118 |
| 2022-05-31 | 2022-07-27 | -19.45 | 57 |
| 2023-07-01 | 2023-11-09 | -17.92 | 131 |
| 2023-11-11 | 2023-12-27 | -12.89 | 46 |
| 2022-05-25 | 2022-05-30 | -9.29 | 5 |
| 2023-06-25 | 2023-06-30 | -9.10 | 5 |
| 2023-03-15 | 2023-03-18 | -8.88 | 3 |
| Metric | 6571449:etcusd:triple_gx:lsma225_65_55 | 6571449:ETCUSD |
|---|---|---|
| Best Day | 30.92% | 31.63% |
| Worst Day | -16.52% | -23.38% |
| Best Week | 62.77% | 65.34% |
| Worst Week | -24.09% | -28.11% |
| Best Month | 55.49% | 143.43% |
| Worst Month | -8.82% | -36.81% |
| Best Year | 119.33% | 39.89% |
| Worst Year | 12.83% | -40.79% |
| Avg. Up Day | 3.61% | 3.62% |
| Avg. Down Day | -2.65% | -3.01% |
| Avg. Up Week | 11.47% | 12.97% |
| Avg. Down Week | -5.32% | -7.0% |
| Avg. Up Month | 22.28% | 35.41% |
| Avg. Down Month | -6.09% | -14.85% |
| Win Days % | 48.28% | 49.17% |
| Win Month % | 58.62% | 41.86% |
| Win Week % | 47.06% | 42.78% |
| Win Quarter % | 69.23% | 46.67% |
| Win Year % | 100.0% | 50.0% |