| Metric | 12943948:galausd:triple_med_gx:lsma195_135 | 12943948:GALAUSD |
|---|---|---|
| Time in Market | 15.0% | 97.0% |
| Cumulative Return | 383.87% | -75.81% |
| Max Drawdown | -35.99% | -85.71% |
| Sharpe | 0.68 | 0.09 |
| Sortino | 1.11 | 0.13 |
| Payoff Ratio | 1.27 | 1.21 |
| Profit Factor | 1.32 | 1.01 |
| Common Sense Ratio | 2.0 | 1.01 |
| CPC Index | 0.83 | 0.61 |
| Tail Ratio | 1.51 | 1.0 |
| Outlier Win Ratio | 36.12 | 3.45 |
| Outlier Loss Ratio | 3.38 | 2.87 |
| Volatility (ann.) | 23.12% | 57.99% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.89 | -0.44 |
| Skew | 2.08 | 0.63 |
| Kurtosis | 81.02 | 8.25 |
| Expected Daily % | 0.04% | -0.03% |
| Expected Monthly % | 4.35% | -3.76% |
| Expected Yearly % | 48.31% | -29.87% |
| Kelly Criterion | 9.72% | 8.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.95% | -4.98% |
| Expected Shortfall (cVaR) | -1.95% | -4.98% |
| Year | 12943948:GALAUSD | 12943948:galausd:triple_med_gx:lsma195_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -78.84 | 36.30 | -0.46 | + |
| 2023 | 82.58 | 55.78 | 0.68 | - |
| 2024 | 12.27 | 59.64 | 4.86 | + |
| 2025 | -44.21 | 42.76 | -0.97 | + |
| Metric | 12943948:galausd:triple_med_gx:lsma195_135 | 12943948:GALAUSD |
|---|---|---|
| MTD | 61.02% | 12.66% |
| 3M | 58.35% | -3.35% |
| 6M | 30.42% | -48.95% |
| YTD | 42.76% | -44.21% |
| 1Y | 63.98% | -58.43% |
| 3Y (ann.) | 69.06% | -35.91% |
| 5Y (ann.) | 68.18% | -37.37% |
| Metric | 12943948:galausd:triple_med_gx:lsma195_135 | 12943948:GALAUSD |
|---|---|---|
| Max Drawdown | -35.99% | -85.71% |
| Longest DD Days | 219.0 | 1102.0 |
| Avg. Drawdown | -7.78% | -31.76% |
| Avg. Drawdown Days | 27.0 | 368.0 |
| Recovery Factor | 10.67 | -0.88 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-21 | 2025-05-09 | -35.99 | 107 |
| 2022-10-30 | 2023-03-18 | -24.98 | 138 |
| 2023-03-18 | 2023-10-24 | -23.75 | 219 |
| 2022-06-14 | 2022-06-25 | -21.93 | 11 |
| 2022-07-20 | 2022-10-30 | -17.11 | 102 |
| 2024-06-03 | 2024-08-06 | -14.17 | 63 |
| 2023-11-20 | 2024-02-10 | -13.31 | 81 |
| 2024-09-09 | 2024-10-14 | -12.77 | 34 |
| 2024-05-20 | 2024-06-02 | -11.75 | 12 |
| 2024-11-13 | 2024-11-13 | -9.16 | 0 |
| Metric | 12943948:galausd:triple_med_gx:lsma195_135 | 12943948:GALAUSD |
|---|---|---|
| Best Day | 22.13% | 30.36% |
| Worst Day | -22.17% | -22.17% |
| Best Week | 35.66% | 115.91% |
| Worst Week | -15.83% | -33.29% |
| Best Month | 61.02% | 225.29% |
| Worst Month | -14.65% | -40.46% |
| Best Year | 59.64% | 82.58% |
| Worst Year | 36.3% | -78.84% |
| Avg. Up Day | 2.39% | 2.4% |
| Avg. Down Day | -1.88% | -1.98% |
| Avg. Up Week | 8.38% | 10.86% |
| Avg. Down Week | -4.56% | -11.17% |
| Avg. Up Month | 18.36% | 35.42% |
| Avg. Down Month | -6.02% | -22.06% |
| Win Days % | 49.47% | 49.74% |
| Win Month % | 55.17% | 40.54% |
| Win Week % | 64.91% | 42.24% |
| Win Quarter % | 76.92% | 38.46% |
| Win Year % | 100.0% | 50.0% |