| Metric | 6231623:compusd:triple_gx:lsma150_35_20 | 6231623:COMPUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 521.66% | -70.2% |
| Max Drawdown | -45.72% | -84.73% |
| Sharpe | 1.11 | 0.16 |
| Sortino | 1.84 | 0.25 |
| Payoff Ratio | 1.4 | 1.06 |
| Profit Factor | 1.35 | 1.03 |
| Common Sense Ratio | 1.72 | 1.13 |
| CPC Index | 0.88 | 0.54 |
| Tail Ratio | 1.28 | 1.11 |
| Outlier Win Ratio | 15.8 | 3.74 |
| Outlier Loss Ratio | 3.79 | 3.18 |
| Volatility (ann.) | 60.3% | 99.75% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.39 | -0.33 |
| Skew | 1.42 | 0.73 |
| Kurtosis | 18.27 | 6.26 |
| Expected Daily % | 0.14% | -0.09% |
| Expected Monthly % | 4.05% | -2.6% |
| Expected Yearly % | 57.9% | -26.11% |
| Kelly Criterion | 8.79% | 1.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.01% | -8.54% |
| Expected Shortfall (cVaR) | -5.01% | -8.54% |
| Year | 6231623:COMPUSD | 6231623:compusd:triple_gx:lsma150_35_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -70.90 | 11.86 | -0.17 | + |
| 2023 | 84.00 | 124.82 | 1.49 | + |
| 2024 | 27.59 | 139.16 | 5.04 | + |
| 2025 | -56.38 | 3.36 | -0.06 | + |
| Metric | 6231623:compusd:triple_gx:lsma150_35_20 | 6231623:COMPUSD |
|---|---|---|
| MTD | 1.59% | -8.72% |
| 3M | 12.97% | -33.39% |
| 6M | 21.65% | -30.41% |
| YTD | 3.36% | -56.38% |
| 1Y | 71.09% | -34.14% |
| 3Y (ann.) | 66.9% | -7.81% |
| 5Y (ann.) | 63.41% | -27.77% |
| Metric | 6231623:compusd:triple_gx:lsma150_35_20 | 6231623:COMPUSD |
|---|---|---|
| Max Drawdown | -45.72% | -84.73% |
| Longest DD Days | 233.0 | 1322.0 |
| Avg. Drawdown | -11.39% | -24.03% |
| Avg. Drawdown Days | 45.0 | 270.0 |
| Recovery Factor | 11.41 | -0.83 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-04 | 2022-06-25 | -45.72 | 82 |
| 2025-06-11 | 2025-11-16 | -31.85 | 158 |
| 2024-08-02 | 2024-11-24 | -31.06 | 114 |
| 2024-12-13 | 2025-06-10 | -26.08 | 179 |
| 2022-11-08 | 2023-06-29 | -25.50 | 233 |
| 2024-03-02 | 2024-07-15 | -23.96 | 135 |
| 2023-07-03 | 2023-08-18 | -21.08 | 46 |
| 2022-06-26 | 2022-09-22 | -15.21 | 88 |
| 2022-03-02 | 2022-04-03 | -13.53 | 32 |
| 2023-12-28 | 2024-01-11 | -12.57 | 14 |
| Metric | 6231623:compusd:triple_gx:lsma150_35_20 | 6231623:COMPUSD |
|---|---|---|
| Best Day | 30.55% | 37.65% |
| Worst Day | -21.83% | -27.6% |
| Best Week | 44.99% | 82.74% |
| Worst Week | -19.56% | -37.13% |
| Best Month | 50.74% | 67.32% |
| Worst Month | -20.2% | -38.47% |
| Best Year | 139.16% | 84.0% |
| Worst Year | 3.36% | -70.9% |
| Avg. Up Day | 4.5% | 4.53% |
| Avg. Down Day | -3.2% | -4.26% |
| Avg. Up Week | 10.25% | 13.72% |
| Avg. Down Week | -5.58% | -11.92% |
| Avg. Up Month | 19.73% | 24.22% |
| Avg. Down Month | -8.38% | -17.91% |
| Win Days % | 46.74% | 49.15% |
| Win Month % | 64.29% | 41.3% |
| Win Week % | 54.37% | 46.7% |
| Win Quarter % | 68.75% | 50.0% |
| Win Year % | 100.0% | 50.0% |