| Metric | 6571956:etcusd:triple_gx:lsma160_85_55 | 6571956:ETCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 276.16% | -39.51% |
| Max Drawdown | -45.93% | -73.51% |
| Sharpe | 0.98 | 0.27 |
| Sortino | 1.71 | 0.42 |
| Payoff Ratio | 1.34 | 1.21 |
| Profit Factor | 1.28 | 1.04 |
| Common Sense Ratio | 1.43 | 1.08 |
| CPC Index | 0.81 | 0.61 |
| Tail Ratio | 1.12 | 1.04 |
| Outlier Win Ratio | 15.21 | 4.33 |
| Outlier Loss Ratio | 3.79 | 3.41 |
| Volatility (ann.) | 59.41% | 90.51% |
| R^2 | 0.43 | 0.43 |
| Calmar | 1.1 | -0.2 |
| Skew | 2.28 | 1.23 |
| Kurtosis | 20.87 | 8.44 |
| Expected Daily % | 0.11% | -0.04% |
| Expected Monthly % | 3.46% | -1.28% |
| Expected Yearly % | 39.27% | -11.81% |
| Kelly Criterion | 8.42% | 6.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.96% | -7.73% |
| Expected Shortfall (cVaR) | -4.96% | -7.73% |
| Year | 6571956:ETCUSD | 6571956:etcusd:triple_gx:lsma160_85_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -44.12 | 64.40 | -1.46 | + |
| 2023 | 39.89 | 67.29 | 1.69 | + |
| 2024 | 13.96 | 17.41 | 1.25 | + |
| 2025 | -32.11 | 16.49 | -0.51 | + |
| Metric | 6571956:etcusd:triple_gx:lsma160_85_55 | 6571956:ETCUSD |
|---|---|---|
| MTD | 13.51% | 2.79% |
| 3M | 16.49% | -9.27% |
| 6M | -5.4% | -46.85% |
| YTD | 16.49% | -32.11% |
| 1Y | 30.91% | -43.09% |
| 3Y (ann.) | 60.92% | -11.92% |
| 5Y (ann.) | 50.7% | -14.41% |
| Metric | 6571956:etcusd:triple_gx:lsma160_85_55 | 6571956:ETCUSD |
|---|---|---|
| Max Drawdown | -45.93% | -73.51% |
| Longest DD Days | 320.0 | 1165.0 |
| Avg. Drawdown | -15.34% | -41.5% |
| Avg. Drawdown Days | 60.0 | 586.0 |
| Recovery Factor | 6.01 | -0.54 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-12 | 2024-11-27 | -45.93 | 320 |
| 2024-12-07 | 2025-05-31 | -34.49 | 175 |
| 2022-03-22 | 2022-06-19 | -28.47 | 89 |
| 2022-08-14 | 2022-11-10 | -24.79 | 88 |
| 2023-04-14 | 2023-06-23 | -21.45 | 70 |
| 2022-11-11 | 2023-01-14 | -17.96 | 64 |
| 2023-07-01 | 2023-11-09 | -17.76 | 131 |
| 2022-07-29 | 2022-08-11 | -14.77 | 13 |
| 2023-11-11 | 2024-01-10 | -12.89 | 60 |
| 2022-07-22 | 2022-07-27 | -11.73 | 5 |
| Metric | 6571956:etcusd:triple_gx:lsma160_85_55 | 6571956:ETCUSD |
|---|---|---|
| Best Day | 30.92% | 34.47% |
| Worst Day | -16.52% | -16.83% |
| Best Week | 62.77% | 71.73% |
| Worst Week | -24.09% | -28.11% |
| Best Month | 75.95% | 143.43% |
| Worst Month | -20.78% | -45.47% |
| Best Year | 67.29% | 39.89% |
| Worst Year | 16.49% | -44.12% |
| Avg. Up Day | 3.79% | 3.8% |
| Avg. Down Day | -2.83% | -3.15% |
| Avg. Up Week | 12.18% | 14.14% |
| Avg. Down Week | -5.86% | -6.41% |
| Avg. Up Month | 20.42% | 32.42% |
| Avg. Down Month | -8.52% | -17.99% |
| Win Days % | 47.59% | 48.59% |
| Win Month % | 58.62% | 41.03% |
| Win Week % | 47.62% | 40.12% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 100.0% | 50.0% |