| Metric | 6574311:etcusd:triple_gx:lsma120_75_65 | 6574311:ETCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 15.39% | -37.67% |
| Max Drawdown | -39.77% | -63.3% |
| Sharpe | 0.52 | -0.22 |
| Sortino | 0.81 | -0.32 |
| Payoff Ratio | 1.39 | 1.21 |
| Profit Factor | 1.13 | 0.97 |
| Common Sense Ratio | 1.43 | 0.98 |
| CPC Index | 0.67 | 0.55 |
| Tail Ratio | 1.26 | 1.01 |
| Outlier Win Ratio | 12.78 | 3.43 |
| Outlier Loss Ratio | 3.39 | 3.16 |
| Volatility (ann.) | 51.84% | 76.24% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.37 | -0.58 |
| Skew | 0.78 | 0.48 |
| Kurtosis | 11.52 | 2.91 |
| Expected Daily % | 0.04% | -0.12% |
| Expected Monthly % | 1.11% | -3.57% |
| Expected Yearly % | 7.42% | -21.05% |
| Kelly Criterion | 1.69% | 2.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.39% | -6.61% |
| Expected Shortfall (cVaR) | -4.39% | -6.61% |
| Year | 6574311:ETCUSD | 6574311:etcusd:triple_gx:lsma120_75_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.20 | 40.83 | -4.98 | + |
| 2025 | -32.11 | -18.06 | 0.56 | + |
| Metric | 6574311:etcusd:triple_gx:lsma120_75_65 | 6574311:ETCUSD |
|---|---|---|
| MTD | -11.66% | 2.79% |
| 3M | -8.83% | -9.27% |
| 6M | -26.79% | -46.85% |
| YTD | -18.06% | -32.11% |
| 1Y | 15.39% | -43.09% |
| 3Y (ann.) | 14.74% | -36.5% |
| 5Y (ann.) | 14.74% | -36.5% |
| Metric | 6574311:etcusd:triple_gx:lsma120_75_65 | 6574311:ETCUSD |
|---|---|---|
| Max Drawdown | -39.77% | -63.3% |
| Longest DD Days | 175.0 | 187.0 |
| Avg. Drawdown | -9.94% | -21.44% |
| Avg. Drawdown Days | 29.0 | 62.0 |
| Recovery Factor | 0.39 | -0.6 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-05-31 | -39.77 | 175 |
| 2024-07-24 | 2024-11-11 | -24.13 | 110 |
| 2024-11-12 | 2024-11-16 | -10.57 | 4 |
| 2024-06-21 | 2024-07-13 | -8.87 | 22 |
| 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 |
| 2024-11-17 | 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 | 6574311:etcusd:triple_gx:lsma120_75_65 | 6574311:ETCUSD |
|---|---|---|
| Best Day | 16.34% | 17.19% |
| Worst Day | -15.25% | -15.25% |
| Best Week | 24.18% | 24.18% |
| Worst Week | -11.74% | -26.04% |
| Best Month | 75.95% | 75.95% |
| Worst Month | -16.17% | -27.05% |
| Best Year | 40.83% | -8.2% |
| Worst Year | -18.06% | -32.11% |
| Avg. Up Day | 3.92% | 3.92% |
| Avg. Down Day | -2.81% | -3.25% |
| Avg. Up Week | 11.26% | 11.59% |
| Avg. Down Week | -5.23% | -7.11% |
| Avg. Up Month | 75.95% | 75.95% |
| Avg. Down Month | -7.66% | -17.59% |
| Win Days % | 42.76% | 46.56% |
| Win Month % | 40.0% | 38.46% |
| Win Week % | 37.93% | 39.29% |
| Win Quarter % | 20.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |