| Metric | 6572655:etcusd:triple_gx:lsma160_115_55 | 6572655:ETCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 37.91% | -37.67% |
| Max Drawdown | -32.29% | -63.3% |
| Sharpe | 0.85 | -0.22 |
| Sortino | 1.41 | -0.32 |
| Payoff Ratio | 1.52 | 1.45 |
| Profit Factor | 1.23 | 0.97 |
| Common Sense Ratio | 1.52 | 0.98 |
| CPC Index | 0.82 | 0.65 |
| Tail Ratio | 1.23 | 1.01 |
| Outlier Win Ratio | 13.16 | 3.49 |
| Outlier Loss Ratio | 3.26 | 3.04 |
| Volatility (ann.) | 51.86% | 76.24% |
| R^2 | 0.47 | 0.47 |
| Calmar | 1.12 | -0.58 |
| Skew | 1.34 | 0.48 |
| Kurtosis | 12.82 | 2.91 |
| Expected Daily % | 0.08% | -0.12% |
| Expected Monthly % | 2.5% | -3.57% |
| Expected Yearly % | 17.43% | -21.05% |
| Kelly Criterion | 7.38% | 9.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.34% | -6.61% |
| Expected Shortfall (cVaR) | -4.34% | -6.61% |
| Year | 6572655:ETCUSD | 6572655:etcusd:triple_gx:lsma160_115_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.20 | 23.10 | -2.82 | + |
| 2025 | -32.11 | 12.03 | -0.37 | + |
| Metric | 6572655:etcusd:triple_gx:lsma160_115_55 | 6572655:ETCUSD |
|---|---|---|
| MTD | 13.51% | 2.79% |
| 3M | 12.03% | -9.27% |
| 6M | -4.29% | -46.85% |
| YTD | 12.03% | -32.11% |
| 1Y | 37.91% | -43.09% |
| 3Y (ann.) | 36.17% | -36.5% |
| 5Y (ann.) | 36.17% | -36.5% |
| Metric | 6572655:etcusd:triple_gx:lsma160_115_55 | 6572655:ETCUSD |
|---|---|---|
| Max Drawdown | -32.29% | -63.3% |
| Longest DD Days | 175.0 | 187.0 |
| Avg. Drawdown | -9.06% | -21.44% |
| Avg. Drawdown Days | 28.0 | 62.0 |
| Recovery Factor | 1.17 | -0.6 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-05-31 | -32.29 | 175 |
| 2024-07-22 | 2024-11-11 | -26.83 | 112 |
| 2024-11-12 | 2024-11-16 | -10.57 | 4 |
| 2024-11-19 | 2024-11-21 | -6.13 | 2 |
| 2024-12-05 | 2024-12-06 | -5.91 | 1 |
| 2024-11-26 | 2024-11-27 | -4.74 | 1 |
| 2024-07-16 | 2024-07-20 | -3.97 | 4 |
| 2024-11-17 | 2024-11-18 | -3.31 | 1 |
| 2024-11-28 | 2024-12-01 | -3.04 | 3 |
| 2024-11-24 | 2024-11-25 | -2.63 | 1 |
| Metric | 6572655:etcusd:triple_gx:lsma160_115_55 | 6572655:ETCUSD |
|---|---|---|
| Best Day | 16.34% | 17.19% |
| Worst Day | -15.25% | -15.25% |
| Best Week | 24.18% | 24.18% |
| Worst Week | -19.24% | -26.04% |
| Best Month | 75.95% | 75.95% |
| Worst Month | -16.66% | -27.05% |
| Best Year | 23.1% | -8.2% |
| Worst Year | 12.03% | -32.11% |
| Avg. Up Day | 4.02% | 4.02% |
| Avg. Down Day | -2.65% | -2.78% |
| Avg. Up Week | 12.09% | 12.45% |
| Avg. Down Week | -5.29% | -6.45% |
| Avg. Up Month | 44.73% | 39.37% |
| Avg. Down Month | -6.95% | -10.71% |
| Win Days % | 44.2% | 46.56% |
| Win Month % | 28.57% | 38.46% |
| Win Week % | 43.48% | 39.29% |
| Win Quarter % | 66.67% | 40.0% |
| Win Year % | 100.0% | 0.0% |