| Metric | 6572625:etcusd:triple_gx:lsma140_115_55 | 6572625:ETCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 528.83% | -42.37% |
| Max Drawdown | -39.86% | -73.51% |
| Sharpe | 1.18 | 0.25 |
| Sortino | 2.16 | 0.4 |
| Payoff Ratio | 1.38 | 1.18 |
| Profit Factor | 1.33 | 1.04 |
| Common Sense Ratio | 1.44 | 1.08 |
| CPC Index | 0.89 | 0.6 |
| Tail Ratio | 1.09 | 1.04 |
| Outlier Win Ratio | 13.04 | 4.35 |
| Outlier Loss Ratio | 3.83 | 3.39 |
| Volatility (ann.) | 63.88% | 90.62% |
| R^2 | 0.5 | 0.5 |
| Calmar | 1.88 | -0.21 |
| Skew | 2.71 | 1.21 |
| Kurtosis | 23.96 | 8.27 |
| Expected Daily % | 0.15% | -0.05% |
| Expected Monthly % | 4.7% | -1.37% |
| Expected Yearly % | 58.36% | -12.87% |
| Kelly Criterion | 10.99% | 4.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.29% | -7.74% |
| Expected Shortfall (cVaR) | -5.29% | -7.74% |
| Year | 6572625:ETCUSD | 6572625:etcusd:triple_gx:lsma140_115_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -46.76 | 69.16 | -1.48 | + |
| 2023 | 39.89 | 139.00 | 3.49 | + |
| 2024 | 13.96 | 45.80 | 3.28 | + |
| 2025 | -32.11 | 6.67 | -0.21 | + |
| Metric | 6572625:etcusd:triple_gx:lsma140_115_55 | 6572625:ETCUSD |
|---|---|---|
| MTD | 10.01% | 2.79% |
| 3M | 6.67% | -9.27% |
| 6M | -8.87% | -46.85% |
| YTD | 6.67% | -32.11% |
| 1Y | 42.7% | -43.09% |
| 3Y (ann.) | 64.05% | -11.92% |
| 5Y (ann.) | 75.02% | -15.45% |
| Metric | 6572625:etcusd:triple_gx:lsma140_115_55 | 6572625:ETCUSD |
|---|---|---|
| Max Drawdown | -39.86% | -73.51% |
| Longest DD Days | 315.0 | 1165.0 |
| Avg. Drawdown | -11.12% | -35.29% |
| Avg. Drawdown Days | 45.0 | 398.0 |
| Recovery Factor | 13.27 | -0.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-12 | 2024-11-22 | -39.86 | 315 |
| 2024-12-07 | 2025-05-31 | -33.37 | 175 |
| 2022-08-14 | 2023-02-04 | -28.91 | 174 |
| 2022-05-31 | 2022-07-27 | -23.69 | 57 |
| 2022-02-18 | 2022-02-28 | -15.05 | 10 |
| 2022-03-01 | 2022-03-22 | -14.81 | 21 |
| 2022-07-29 | 2022-08-11 | -14.77 | 13 |
| 2022-03-23 | 2022-05-14 | -14.29 | 52 |
| 2023-07-01 | 2023-10-31 | -13.57 | 122 |
| 2023-02-05 | 2023-04-12 | -13.30 | 66 |
| Metric | 6572625:etcusd:triple_gx:lsma140_115_55 | 6572625:ETCUSD |
|---|---|---|
| Best Day | 34.47% | 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 | -16.66% | -45.47% |
| Best Year | 139.0% | 39.89% |
| Worst Year | 6.67% | -46.76% |
| Avg. Up Day | 3.77% | 3.78% |
| Avg. Down Day | -2.74% | -3.2% |
| Avg. Up Week | 12.09% | 15.05% |
| Avg. Down Week | -4.96% | -6.78% |
| Avg. Up Month | 22.18% | 31.94% |
| Avg. Down Month | -6.58% | -15.67% |
| Win Days % | 48.45% | 48.48% |
| Win Month % | 60.0% | 42.5% |
| Win Week % | 49.48% | 39.43% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |