| Metric | 6233986:compusd:triple_gx:lsma95_35_25 | 6233986:COMPUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | -18.52% | -26.63% |
| Max Drawdown | -41.32% | -69.32% |
| Sharpe | -0.08 | 0.14 |
| Sortino | -0.12 | 0.21 |
| Payoff Ratio | 1.28 | 1.05 |
| Profit Factor | 0.98 | 1.02 |
| Common Sense Ratio | 0.94 | 1.2 |
| CPC Index | 0.52 | 0.51 |
| Tail Ratio | 0.96 | 1.18 |
| Outlier Win Ratio | 11.9 | 2.84 |
| Outlier Loss Ratio | 3.94 | 3.14 |
| Volatility (ann.) | 54.94% | 93.75% |
| R^2 | 0.34 | 0.34 |
| Calmar | -0.43 | -0.37 |
| Skew | 0.54 | 1.24 |
| Kurtosis | 10.99 | 9.75 |
| Expected Daily % | -0.05% | -0.08% |
| Expected Monthly % | -1.56% | -2.35% |
| Expected Yearly % | -9.73% | -14.34% |
| Kelly Criterion | -4.85% | -1.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.74% | -8.04% |
| Expected Shortfall (cVaR) | -4.74% | -8.04% |
| Year | 6233986:COMPUSD | 6233986:compusd:triple_gx:lsma95_35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 32.32 | 22.44 | 0.69 | - |
| 2025 | -44.55 | -33.45 | 0.75 | + |
| Metric | 6233986:compusd:triple_gx:lsma95_35_25 | 6233986:COMPUSD |
|---|---|---|
| MTD | -1.62% | -0.17% |
| 3M | -32.14% | -22.18% |
| 6M | -31.35% | -44.21% |
| YTD | -33.45% | -44.55% |
| 1Y | -18.52% | -31.76% |
| 3Y (ann.) | -17.86% | -25.72% |
| 5Y (ann.) | -17.86% | -25.72% |
| Metric | 6233986:compusd:triple_gx:lsma95_35_25 | 6233986:COMPUSD |
|---|---|---|
| Max Drawdown | -41.32% | -69.32% |
| Longest DD Days | 181.0 | 179.0 |
| Avg. Drawdown | -17.05% | -17.83% |
| Avg. Drawdown Days | 73.0 | 52.0 |
| Recovery Factor | -0.45 | -0.38 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-05-31 | -41.32 | 169 |
| 2024-05-27 | 2024-11-24 | -32.80 | 181 |
| 2024-11-28 | 2024-12-12 | -9.21 | 14 |
| 2024-11-26 | 2024-11-27 | -1.74 | 1 |
| 2024-05-23 | 2024-05-24 | -0.18 | 1 |
| Metric | 6233986:compusd:triple_gx:lsma95_35_25 | 6233986:COMPUSD |
|---|---|---|
| Best Day | 19.98% | 37.65% |
| Worst Day | -13.7% | -17.55% |
| Best Week | 33.52% | 67.23% |
| Worst Week | -19.56% | -26.61% |
| Best Month | 34.18% | 67.32% |
| Worst Month | -23.8% | -27.09% |
| Best Year | 22.44% | 32.32% |
| Worst Year | -33.45% | -44.55% |
| Avg. Up Day | 3.67% | 3.69% |
| Avg. Down Day | -2.86% | -3.53% |
| Avg. Up Week | 7.17% | 9.02% |
| Avg. Down Week | -5.4% | -9.21% |
| Avg. Up Month | 16.27% | 25.09% |
| Avg. Down Month | -9.8% | -15.9% |
| Win Days % | 41.1% | 47.89% |
| Win Month % | 33.33% | 46.15% |
| Win Week % | 38.24% | 46.43% |
| Win Quarter % | 20.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |