| Metric | 6571457:etcusd:triple_gx:lsma230_65_55 | 6571457:ETCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 434.24% | -38.83% |
| Max Drawdown | -46.28% | -67.71% |
| Sharpe | 1.15 | 0.25 |
| Sortino | 2.12 | 0.39 |
| Payoff Ratio | 1.36 | 1.21 |
| Profit Factor | 1.36 | 1.04 |
| Common Sense Ratio | 1.56 | 1.06 |
| CPC Index | 0.9 | 0.62 |
| Tail Ratio | 1.15 | 1.02 |
| Outlier Win Ratio | 16.97 | 4.28 |
| Outlier Loss Ratio | 3.67 | 3.17 |
| Volatility (ann.) | 53.58% | 85.53% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.33 | -0.19 |
| Skew | 2.92 | 1.09 |
| Kurtosis | 28.13 | 7.88 |
| Expected Daily % | 0.13% | -0.04% |
| Expected Monthly % | 3.97% | -1.14% |
| Expected Yearly % | 52.03% | -11.56% |
| Kelly Criterion | 10.51% | 7.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.44% | -7.3% |
| Expected Shortfall (cVaR) | -4.44% | -7.3% |
| Year | 6571457:ETCUSD | 6571457:etcusd:triple_gx:lsma230_65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -35.19 | 41.45 | -1.18 | + |
| 2023 | 39.89 | 122.94 | 3.08 | + |
| 2024 | 13.96 | 31.65 | 2.27 | + |
| 2025 | -40.79 | 28.69 | -0.70 | + |
| Metric | 6571457:etcusd:triple_gx:lsma230_65_55 | 6571457:ETCUSD |
|---|---|---|
| MTD | 0.0% | -6.75% |
| 3M | -6.83% | -33.5% |
| 6M | 28.69% | -20.91% |
| YTD | 28.69% | -40.79% |
| 1Y | 85.56% | -35.67% |
| 3Y (ann.) | 53.61% | -10.38% |
| 5Y (ann.) | 61.74% | -13.16% |
| Metric | 6571457:etcusd:triple_gx:lsma230_65_55 | 6571457:ETCUSD |
|---|---|---|
| Max Drawdown | -46.28% | -67.71% |
| Longest DD Days | 327.0 | 1190.0 |
| Avg. Drawdown | -11.89% | -26.03% |
| Avg. Drawdown Days | 65.0 | 210.0 |
| Recovery Factor | 9.38 | -0.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-12 | 2024-12-04 | -46.28 | 327 |
| 2022-08-14 | 2023-03-12 | -24.79 | 210 |
| 2025-07-21 | 2025-11-16 | -22.35 | 118 |
| 2024-12-07 | 2025-07-15 | -21.02 | 220 |
| 2022-05-31 | 2022-07-27 | -19.48 | 57 |
| 2023-07-01 | 2023-11-06 | -16.57 | 128 |
| 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 | 6571457:etcusd:triple_gx:lsma230_65_55 | 6571457: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 | 55.42% | 143.43% |
| Worst Month | -8.82% | -36.81% |
| Best Year | 122.94% | 39.89% |
| Worst Year | 28.69% | -40.79% |
| Avg. Up Day | 3.64% | 3.65% |
| Avg. Down Day | -2.67% | -3.0% |
| Avg. Up Week | 11.84% | 13.0% |
| Avg. Down Week | -5.27% | -7.11% |
| Avg. Up Month | 24.35% | 37.83% |
| Avg. Down Month | -5.55% | -13.23% |
| Win Days % | 48.37% | 49.05% |
| Win Month % | 57.14% | 39.53% |
| Win Week % | 46.43% | 42.47% |
| Win Quarter % | 76.92% | 46.67% |
| Win Year % | 100.0% | 50.0% |