| Metric | 6033468:compusd:triple_gx:zlema125_60_40 | 6033468:COMPUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 575.54% | -85.07% |
| Max Drawdown | -54.49% | -90.37% |
| Sharpe | 1.1 | -0.04 |
| Sortino | 1.91 | -0.06 |
| Payoff Ratio | 1.39 | 1.25 |
| Profit Factor | 1.29 | 0.99 |
| Common Sense Ratio | 1.64 | 1.03 |
| CPC Index | 0.84 | 0.6 |
| Tail Ratio | 1.27 | 1.04 |
| Outlier Win Ratio | 11.57 | 3.91 |
| Outlier Loss Ratio | 3.87 | 3.47 |
| Volatility (ann.) | 73.58% | 101.39% |
| R^2 | 0.53 | 0.53 |
| Calmar | 1.33 | -0.46 |
| Skew | 1.95 | 0.78 |
| Kurtosis | 16.62 | 5.65 |
| Expected Daily % | 0.15% | -0.15% |
| Expected Monthly % | 4.65% | -4.43% |
| Expected Yearly % | 46.53% | -31.64% |
| Kelly Criterion | 7.95% | 7.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.11% | -8.74% |
| Expected Shortfall (cVaR) | -6.11% | -8.74% |
| Year | 6033468:COMPUSD | 6033468:compusd:triple_gx:zlema125_60_40 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -26.54 | -4.35 | 0.16 | + |
| 2022 | -84.39 | -20.37 | 0.24 | + |
| 2023 | 84.00 | 147.76 | 1.76 | + |
| 2024 | 27.59 | 330.15 | 11.96 | + |
| 2025 | -44.55 | -16.78 | 0.38 | + |
| Metric | 6033468:compusd:triple_gx:zlema125_60_40 | 6033468:COMPUSD |
|---|---|---|
| MTD | 0.0% | -0.17% |
| 3M | -9.27% | -22.18% |
| 6M | 16.89% | -44.21% |
| YTD | -16.78% | -44.55% |
| 1Y | 101.76% | -31.76% |
| 3Y (ann.) | 117.19% | -13.7% |
| 5Y (ann.) | 72.64% | -41.94% |
| Metric | 6033468:compusd:triple_gx:zlema125_60_40 | 6033468:COMPUSD |
|---|---|---|
| Max Drawdown | -54.49% | -90.37% |
| Longest DD Days | 281.0 | 1276.0 |
| Avg. Drawdown | -14.67% | -90.37% |
| Avg. Drawdown Days | 46.0 | 1276.0 |
| Recovery Factor | 10.56 | -0.94 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-24 | 2023-07-02 | -54.49 | 281 |
| 2022-03-02 | 2022-06-25 | -42.85 | 115 |
| 2024-12-05 | 2025-05-31 | -35.17 | 177 |
| 2024-07-19 | 2024-11-07 | -32.67 | 111 |
| 2023-11-16 | 2024-02-27 | -32.32 | 103 |
| 2022-06-26 | 2022-07-28 | -27.28 | 32 |
| 2021-12-02 | 2022-03-01 | -24.67 | 89 |
| 2023-07-03 | 2023-07-12 | -21.08 | 9 |
| 2023-09-29 | 2023-11-10 | -16.43 | 42 |
| 2024-11-12 | 2024-11-18 | -14.61 | 6 |
| Metric | 6033468:compusd:triple_gx:zlema125_60_40 | 6033468:COMPUSD |
|---|---|---|
| Best Day | 37.65% | 37.65% |
| Worst Day | -17.55% | -21.83% |
| Best Week | 82.74% | 82.74% |
| Worst Week | -23.0% | -37.13% |
| Best Month | 109.32% | 67.32% |
| Worst Month | -26.19% | -39.0% |
| Best Year | 330.15% | 84.0% |
| Worst Year | -20.37% | -84.39% |
| Avg. Up Day | 4.79% | 4.8% |
| Avg. Down Day | -3.44% | -3.83% |
| Avg. Up Week | 13.3% | 14.68% |
| Avg. Down Week | -6.45% | -10.11% |
| Avg. Up Month | 34.51% | 27.14% |
| Avg. Down Month | -9.24% | -18.96% |
| Win Days % | 46.43% | 48.34% |
| Win Month % | 47.22% | 38.1% |
| Win Week % | 46.79% | 45.16% |
| Win Quarter % | 46.67% | 46.67% |
| Win Year % | 40.0% | 40.0% |