| Metric | 17030329:xyousd:triple_med_gx:lsma170_135 | 17030329:XYOUSD |
|---|---|---|
| Time in Market | 16.0% | 96.0% |
| Cumulative Return | 1,128.61% | -44.59% |
| Max Drawdown | -55.18% | -85.38% |
| Sharpe | 0.7 | 0.28 |
| Sortino | 2.2 | 0.53 |
| Payoff Ratio | 1.98 | 1.73 |
| Profit Factor | 1.57 | 1.06 |
| Common Sense Ratio | 1.19 | 1.11 |
| CPC Index | 1.31 | 0.84 |
| Tail Ratio | 0.76 | 1.05 |
| Outlier Win Ratio | 39.54 | 3.73 |
| Outlier Loss Ratio | 4.25 | 2.86 |
| Volatility (ann.) | 35.14% | 75.51% |
| R^2 | 0.22 | 0.22 |
| Calmar | 2.04 | -0.19 |
| Skew | 18.54 | 5.3 |
| Kurtosis | 529.27 | 76.6 |
| Expected Daily % | 0.05% | -0.01% |
| Expected Monthly % | 6.31% | -1.43% |
| Expected Yearly % | 87.22% | -13.72% |
| Kelly Criterion | 12.64% | 14.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.96% | -6.44% |
| Expected Shortfall (cVaR) | -2.96% | -6.44% |
| Year | 17030329:XYOUSD | 17030329:xyousd:triple_med_gx:lsma170_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -83.97 | -17.52 | 0.21 | + |
| 2023 | 109.84 | 210.09 | 1.91 | + |
| 2024 | 196.25 | 112.90 | 0.58 | - |
| 2025 | -44.39 | 125.63 | -2.83 | + |
| Metric | 17030329:xyousd:triple_med_gx:lsma170_135 | 17030329:XYOUSD |
|---|---|---|
| MTD | -4.95% | 4.92% |
| 3M | -13.74% | -13.64% |
| 6M | 25.01% | -38.94% |
| YTD | 125.63% | -44.39% |
| 1Y | 774.4% | 106.75% |
| 3Y (ann.) | 135.54% | 6.69% |
| 5Y (ann.) | 112.72% | -16.28% |
| Metric | 17030329:xyousd:triple_med_gx:lsma170_135 | 17030329:XYOUSD |
|---|---|---|
| Max Drawdown | -55.18% | -85.38% |
| Longest DD Days | 405.0 | 967.0 |
| Avg. Drawdown | -8.21% | -41.91% |
| Avg. Drawdown Days | 47.0 | 302.0 |
| Recovery Factor | 20.45 | -0.52 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-10-24 | 2024-12-02 | -55.18 | 405 |
| 2023-03-22 | 2023-10-24 | -26.16 | 215 |
| 2025-04-27 | 2025-08-04 | -22.30 | 98 |
| 2022-06-30 | 2023-01-03 | -20.37 | 186 |
| 2025-02-09 | 2025-04-25 | -14.15 | 74 |
| 2024-12-11 | 2025-01-16 | -13.33 | 35 |
| 2023-01-20 | 2023-03-04 | -11.08 | 43 |
| 2023-01-04 | 2023-01-04 | -10.76 | 0 |
| 2025-01-28 | 2025-01-28 | -5.34 | 0 |
| 2023-01-11 | 2023-01-12 | -4.89 | 0 |
| Metric | 17030329:xyousd:triple_med_gx:lsma170_135 | 17030329:XYOUSD |
|---|---|---|
| Best Day | 67.17% | 78.91% |
| Worst Day | -10.76% | -24.57% |
| Best Week | 143.5% | 194.81% |
| Worst Week | -9.82% | -32.55% |
| Best Month | 157.94% | 118.94% |
| Worst Month | -15.66% | -33.4% |
| Best Year | 210.09% | 196.25% |
| Worst Year | -17.52% | -83.97% |
| Avg. Up Day | 2.84% | 2.86% |
| Avg. Down Day | -1.43% | -1.65% |
| Avg. Up Week | 25.14% | 26.83% |
| Avg. Down Week | -3.98% | -7.33% |
| Avg. Up Month | 70.28% | 56.82% |
| Avg. Down Month | -5.4% | -17.18% |
| Win Days % | 41.98% | 45.97% |
| Win Month % | 37.5% | 31.71% |
| Win Week % | 43.9% | 38.15% |
| Win Quarter % | 35.71% | 42.86% |
| Win Year % | 75.0% | 50.0% |