| Metric | 6572684:etcusd:triple_gx:lsma190_115_55 | 6572684:ETCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 458.33% | -58.27% |
| Max Drawdown | -39.86% | -67.71% |
| Sharpe | 1.22 | 0.11 |
| Sortino | 2.2 | 0.16 |
| Payoff Ratio | 1.37 | 1.18 |
| Profit Factor | 1.35 | 1.02 |
| Common Sense Ratio | 1.53 | 1.02 |
| CPC Index | 0.9 | 0.58 |
| Tail Ratio | 1.13 | 1.01 |
| Outlier Win Ratio | 13.9 | 4.28 |
| Outlier Loss Ratio | 3.91 | 3.36 |
| Volatility (ann.) | 58.51% | 87.12% |
| R^2 | 0.46 | 0.46 |
| Calmar | 1.82 | -0.36 |
| Skew | 2.48 | 0.98 |
| Kurtosis | 21.81 | 7.25 |
| Expected Daily % | 0.15% | -0.08% |
| Expected Monthly % | 4.63% | -2.27% |
| Expected Yearly % | 53.72% | -19.63% |
| Kelly Criterion | 11.33% | 5.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.84% | -7.48% |
| Expected Shortfall (cVaR) | -4.84% | -7.48% |
| Year | 6572684:ETCUSD | 6572684:etcusd:triple_gx:lsma190_115_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 68.80 | -1.12 | + |
| 2023 | 39.89 | 95.76 | 2.40 | + |
| 2024 | 13.96 | 49.92 | 3.58 | + |
| 2025 | -32.11 | 12.70 | -0.40 | + |
| Metric | 6572684:etcusd:triple_gx:lsma190_115_55 | 6572684:ETCUSD |
|---|---|---|
| MTD | 12.7% | 2.79% |
| 3M | 12.7% | -9.27% |
| 6M | -3.72% | -46.85% |
| YTD | 12.7% | -32.11% |
| 1Y | 50.21% | -43.09% |
| 3Y (ann.) | 60.61% | -11.92% |
| 5Y (ann.) | 72.69% | -24.24% |
| Metric | 6572684:etcusd:triple_gx:lsma190_115_55 | 6572684:ETCUSD |
|---|---|---|
| Max Drawdown | -39.86% | -67.71% |
| Longest DD Days | 311.0 | 1021.0 |
| Avg. Drawdown | -11.11% | -67.55% |
| Avg. Drawdown Days | 47.0 | 572.0 |
| Recovery Factor | 11.5 | -0.86 |
| Ulcer Index | 1.0 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-12 | 2024-11-18 | -39.86 | 311 |
| 2024-12-07 | 2025-05-31 | -32.29 | 175 |
| 2022-08-14 | 2023-02-03 | -28.91 | 173 |
| 2023-07-01 | 2023-11-09 | -19.79 | 131 |
| 2022-05-31 | 2022-07-27 | -16.52 | 57 |
| 2022-07-29 | 2022-08-11 | -14.77 | 13 |
| 2023-04-14 | 2023-06-23 | -13.77 | 70 |
| 2023-02-05 | 2023-03-21 | -13.30 | 44 |
| 2023-11-11 | 2023-12-07 | -12.89 | 26 |
| 2022-05-25 | 2022-05-30 | -9.29 | 5 |
| Metric | 6572684:etcusd:triple_gx:lsma190_115_55 | 6572684:ETCUSD |
|---|---|---|
| Best Day | 30.92% | 31.63% |
| Worst Day | -16.52% | -16.83% |
| Best Week | 62.77% | 65.34% |
| Worst Week | -24.09% | -28.11% |
| Best Month | 75.95% | 143.43% |
| Worst Month | -16.66% | -36.81% |
| Best Year | 95.76% | 39.89% |
| Worst Year | 12.7% | -61.44% |
| Avg. Up Day | 3.62% | 3.63% |
| Avg. Down Day | -2.65% | -3.09% |
| Avg. Up Week | 11.76% | 13.58% |
| Avg. Down Week | -5.77% | -6.13% |
| Avg. Up Month | 26.83% | 35.44% |
| Avg. Down Month | -7.59% | -17.0% |
| Win Days % | 48.78% | 48.72% |
| Win Month % | 61.54% | 39.47% |
| Win Week % | 52.87% | 40.12% |
| Win Quarter % | 83.33% | 53.85% |
| Win Year % | 100.0% | 50.0% |