| Metric | 15876311:nearusd:triple_med_gx:lsma65_35 | 15876311:NEARUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 349.6% | -16.94% |
| Max Drawdown | -12.42% | -83.77% |
| Sharpe | 0.98 | 0.22 |
| Sortino | 1.94 | 0.33 |
| Payoff Ratio | 1.52 | 1.39 |
| Profit Factor | 1.77 | 1.03 |
| Common Sense Ratio | NaN | 1.1 |
| CPC Index | 1.38 | 0.71 |
| Tail Ratio | NaN | 1.07 |
| Outlier Win Ratio | 64.32 | 3.06 |
| Outlier Loss Ratio | 3.25 | 2.43 |
| Volatility (ann.) | 13.98% | 51.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 5.36 | -0.07 |
| Skew | 6.13 | 0.55 |
| Kurtosis | 123.78 | 5.53 |
| Expected Daily % | 0.03% | -0.0% |
| Expected Monthly % | 4.26% | -0.51% |
| Expected Yearly % | 45.62% | -4.53% |
| Kelly Criterion | 19.44% | 12.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -4.38% |
| Expected Shortfall (cVaR) | -1.17% | -4.38% |
| Year | 15876311:NEARUSD | 15876311:nearusd:triple_med_gx:lsma65_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.70 | 47.03 | -0.77 | + |
| 2023 | 191.21 | 99.42 | 0.52 | - |
| 2024 | 34.42 | 19.26 | 0.56 | - |
| 2025 | -46.00 | 28.57 | -0.62 | + |
| Metric | 15876311:nearusd:triple_med_gx:lsma65_35 | 15876311:NEARUSD |
|---|---|---|
| MTD | 14.86% | 7.45% |
| 3M | 25.26% | -13.37% |
| 6M | 19.05% | -61.19% |
| YTD | 28.57% | -46.0% |
| 1Y | 28.36% | -65.05% |
| 3Y (ann.) | 66.59% | -6.11% |
| 5Y (ann.) | 66.59% | -6.11% |
| Metric | 15876311:nearusd:triple_med_gx:lsma65_35 | 15876311:NEARUSD |
|---|---|---|
| Max Drawdown | -12.42% | -83.77% |
| Longest DD Days | 166.0 | 574.0 |
| Avg. Drawdown | -3.55% | -18.23% |
| Avg. Drawdown Days | 18.0 | 71.0 |
| Recovery Factor | 28.15 | -0.2 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-20 | 2023-03-18 | -12.42 | 25 |
| 2024-06-25 | 2024-12-08 | -12.39 | 166 |
| 2024-04-24 | 2024-06-25 | -10.03 | 61 |
| 2024-12-09 | 2025-03-19 | -9.99 | 100 |
| 2023-11-18 | 2023-11-19 | -8.30 | 1 |
| 2023-06-22 | 2023-07-20 | -8.09 | 28 |
| 2022-06-21 | 2022-06-23 | -7.12 | 2 |
| 2023-12-06 | 2023-12-21 | -7.04 | 15 |
| 2022-10-06 | 2022-10-23 | -6.92 | 17 |
| 2022-08-06 | 2022-09-06 | -5.72 | 31 |
| Metric | 15876311:nearusd:triple_med_gx:lsma65_35 | 15876311:NEARUSD |
|---|---|---|
| Best Day | 17.11% | 20.84% |
| Worst Day | -8.3% | -15.76% |
| Best Week | 20.23% | 53.56% |
| Worst Week | -7.4% | -35.84% |
| Best Month | 25.56% | 94.04% |
| Worst Month | -7.4% | -44.51% |
| Best Year | 99.42% | 191.21% |
| Worst Year | 19.26% | -60.7% |
| Avg. Up Day | 2.26% | 2.28% |
| Avg. Down Day | -1.49% | -1.65% |
| Avg. Up Week | 6.64% | 18.58% |
| Avg. Down Week | -3.12% | -4.92% |
| Avg. Up Month | 15.99% | 34.45% |
| Avg. Down Month | -3.39% | -24.5% |
| Win Days % | 51.41% | 49.41% |
| Win Month % | 77.78% | 36.11% |
| Win Week % | 70.73% | 42.68% |
| Win Quarter % | 92.31% | 46.15% |
| Win Year % | 100.0% | 50.0% |