| Metric | 6572650:etcusd:triple_gx:lsma155_115_55 | 6572650:ETCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 578.9% | -38.5% |
| Max Drawdown | -41.01% | -73.51% |
| Sharpe | 1.25 | 0.27 |
| Sortino | 2.33 | 0.43 |
| Payoff Ratio | 1.4 | 1.21 |
| Profit Factor | 1.37 | 1.04 |
| Common Sense Ratio | 1.57 | 1.08 |
| CPC Index | 0.93 | 0.61 |
| Tail Ratio | 1.15 | 1.03 |
| Outlier Win Ratio | 14.07 | 4.38 |
| Outlier Loss Ratio | 3.94 | 3.4 |
| Volatility (ann.) | 62.2% | 90.41% |
| R^2 | 0.48 | 0.48 |
| Calmar | 1.96 | -0.19 |
| Skew | 2.97 | 1.23 |
| Kurtosis | 26.84 | 8.45 |
| Expected Daily % | 0.16% | -0.04% |
| Expected Monthly % | 5.03% | -1.24% |
| Expected Yearly % | 61.42% | -11.45% |
| Kelly Criterion | 11.72% | 6.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.14% | -7.72% |
| Expected Shortfall (cVaR) | -5.14% | -7.72% |
| Year | 6572650:ETCUSD | 6572650:etcusd:triple_gx:lsma155_115_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -43.18 | 120.27 | -2.79 | + |
| 2023 | 39.89 | 102.94 | 2.58 | + |
| 2024 | 13.96 | 34.81 | 2.49 | + |
| 2025 | -32.11 | 12.66 | -0.39 | + |
| Metric | 6572650:etcusd:triple_gx:lsma155_115_55 | 6572650:ETCUSD |
|---|---|---|
| MTD | 14.15% | 2.79% |
| 3M | 12.66% | -9.27% |
| 6M | -3.75% | -46.85% |
| YTD | 12.66% | -32.11% |
| 1Y | 37.57% | -43.09% |
| 3Y (ann.) | 67.72% | -11.92% |
| 5Y (ann.) | 80.48% | -13.92% |
| Metric | 6572650:etcusd:triple_gx:lsma155_115_55 | 6572650:ETCUSD |
|---|---|---|
| Max Drawdown | -41.01% | -73.51% |
| Longest DD Days | 320.0 | 1165.0 |
| Avg. Drawdown | -11.26% | -29.68% |
| Avg. Drawdown Days | 55.0 | 392.0 |
| Recovery Factor | 14.12 | -0.52 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-12 | 2024-11-27 | -41.01 | 320 |
| 2024-12-07 | 2025-05-31 | -32.29 | 175 |
| 2022-08-14 | 2023-06-23 | -28.91 | 313 |
| 2023-07-01 | 2023-11-05 | -16.90 | 127 |
| 2022-07-29 | 2022-08-11 | -14.77 | 13 |
| 2022-03-23 | 2022-05-14 | -14.29 | 52 |
| 2023-11-11 | 2023-12-07 | -12.89 | 26 |
| 2022-07-22 | 2022-07-27 | -11.73 | 5 |
| 2022-05-24 | 2022-05-30 | -9.45 | 6 |
| 2023-06-25 | 2023-06-30 | -9.10 | 5 |
| Metric | 6572650:etcusd:triple_gx:lsma155_115_55 | 6572650: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 | 120.27% | 39.89% |
| Worst Year | 12.66% | -43.18% |
| Avg. Up Day | 3.77% | 3.78% |
| Avg. Down Day | -2.69% | -3.13% |
| Avg. Up Week | 12.78% | 15.84% |
| Avg. Down Week | -5.28% | -6.76% |
| Avg. Up Month | 25.84% | 39.11% |
| Avg. Down Month | -7.89% | -11.5% |
| Win Days % | 48.43% | 48.63% |
| Win Month % | 60.71% | 41.03% |
| Win Week % | 49.44% | 40.12% |
| Win Quarter % | 84.62% | 57.14% |
| Win Year % | 100.0% | 50.0% |