| Metric | 6571470:etcusd:triple_gx:lsma235_65_55 | 6571470:ETCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 338.6% | -28.29% |
| Max Drawdown | -43.74% | -67.71% |
| Sharpe | 1.17 | 0.29 |
| Sortino | 2.2 | 0.45 |
| Payoff Ratio | 1.45 | 1.3 |
| Profit Factor | 1.4 | 1.05 |
| Common Sense Ratio | 1.55 | 1.08 |
| CPC Index | 0.97 | 0.66 |
| Tail Ratio | 1.11 | 1.04 |
| Outlier Win Ratio | 17.7 | 4.13 |
| Outlier Loss Ratio | 3.83 | 3.27 |
| Volatility (ann.) | 53.64% | 85.56% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.45 | -0.15 |
| Skew | 3.21 | 1.19 |
| Kurtosis | 31.49 | 7.83 |
| Expected Daily % | 0.13% | -0.03% |
| Expected Monthly % | 4.08% | -0.89% |
| Expected Yearly % | 44.72% | -7.98% |
| Kelly Criterion | 11.73% | 8.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.45% | -7.3% |
| Expected Shortfall (cVaR) | -4.45% | -7.3% |
| Year | 6571470:ETCUSD | 6571470:etcusd:triple_gx:lsma235_65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.74 | 44.62 | -1.32 | + |
| 2023 | 39.89 | 119.97 | 3.01 | + |
| 2024 | 13.96 | 37.87 | 2.71 | + |
| 2025 | -32.11 | 0.00 | -0.00 | + |
| Metric | 6571470:etcusd:triple_gx:lsma235_65_55 | 6571470:ETCUSD |
|---|---|---|
| MTD | 0.0% | 2.79% |
| 3M | 0.0% | -9.27% |
| 6M | 3.89% | -46.85% |
| YTD | 0.0% | -32.11% |
| 1Y | 31.86% | -43.09% |
| 3Y (ann.) | 60.99% | -11.92% |
| 5Y (ann.) | 63.47% | -10.46% |
| Metric | 6571470:etcusd:triple_gx:lsma235_65_55 | 6571470:ETCUSD |
|---|---|---|
| Max Drawdown | -43.74% | -67.71% |
| Longest DD Days | 327.0 | 1021.0 |
| Avg. Drawdown | -11.8% | -29.38% |
| Avg. Drawdown Days | 67.0 | 218.0 |
| Recovery Factor | 7.74 | -0.42 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-12 | 2024-12-04 | -43.74 | 327 |
| 2022-08-14 | 2023-03-12 | -24.79 | 210 |
| 2024-12-07 | 2025-05-31 | -21.02 | 175 |
| 2022-05-31 | 2022-07-27 | -19.48 | 57 |
| 2023-07-01 | 2023-11-09 | -15.73 | 131 |
| 2023-11-11 | 2023-12-27 | -12.89 | 46 |
| 2023-06-25 | 2023-06-30 | -9.10 | 5 |
| 2023-03-15 | 2023-03-18 | -8.88 | 3 |
| 2023-03-20 | 2023-04-01 | -6.96 | 12 |
| 2024-01-05 | 2024-01-09 | -5.95 | 4 |
| Metric | 6571470:etcusd:triple_gx:lsma235_65_55 | 6571470:ETCUSD |
|---|---|---|
| Best Day | 30.92% | 31.63% |
| Worst Day | -16.52% | -16.52% |
| 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 | 119.97% | 39.89% |
| Worst Year | 0.0% | -33.74% |
| Avg. Up Day | 3.75% | 3.77% |
| Avg. Down Day | -2.58% | -2.91% |
| Avg. Up Week | 11.9% | 13.21% |
| Avg. Down Week | -5.56% | -6.98% |
| Avg. Up Month | 18.12% | 29.81% |
| Avg. Down Month | -6.49% | -14.85% |
| Win Days % | 47.7% | 48.53% |
| Win Month % | 66.67% | 43.24% |
| Win Week % | 49.28% | 41.25% |
| Win Quarter % | 70.0% | 53.85% |
| Win Year % | 100.0% | 50.0% |