| Metric | 6233986:compusd:triple_gx:lsma95_35_25 | 6233986:COMPUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 449.25% | -81.62% |
| Max Drawdown | -41.32% | -88.24% |
| Sharpe | 1.1 | 0.0 |
| Sortino | 1.83 | 0.0 |
| Payoff Ratio | 1.46 | 1.19 |
| Profit Factor | 1.31 | 1.0 |
| Common Sense Ratio | 1.72 | 1.05 |
| CPC Index | 0.86 | 0.58 |
| Tail Ratio | 1.31 | 1.05 |
| Outlier Win Ratio | 13.65 | 3.67 |
| Outlier Loss Ratio | 4.27 | 3.48 |
| Volatility (ann.) | 63.51% | 100.97% |
| R^2 | 0.4 | 0.4 |
| Calmar | 1.57 | -0.44 |
| Skew | 1.39 | 0.82 |
| Kurtosis | 14.84 | 5.88 |
| Expected Daily % | 0.14% | -0.14% |
| Expected Monthly % | 4.24% | -4.05% |
| Expected Yearly % | 53.09% | -34.52% |
| Kelly Criterion | 7.54% | 4.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.28% | -8.69% |
| Expected Shortfall (cVaR) | -5.28% | -8.69% |
| Year | 6233986:COMPUSD | 6233986:compusd:triple_gx:lsma95_35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -85.88 | 102.90 | -1.20 | + |
| 2023 | 84.00 | 77.35 | 0.92 | - |
| 2024 | 27.59 | 129.36 | 4.69 | + |
| 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.) | 66.19% | -13.7% |
| 5Y (ann.) | 64.84% | -39.16% |
| Metric | 6233986:compusd:triple_gx:lsma95_35_25 | 6233986:COMPUSD |
|---|---|---|
| Max Drawdown | -41.32% | -88.24% |
| Longest DD Days | 279.0 | 1242.0 |
| Avg. Drawdown | -9.18% | -88.24% |
| Avg. Drawdown Days | 34.0 | 1242.0 |
| Recovery Factor | 10.87 | -0.92 |
| Ulcer Index | inf | 1.11 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-05-31 | -41.32 | 169 |
| 2022-09-24 | 2023-06-30 | -35.15 | 279 |
| 2024-05-27 | 2024-11-24 | -32.80 | 181 |
| 2022-04-04 | 2022-06-23 | -31.45 | 80 |
| 2023-07-03 | 2023-07-12 | -21.08 | 9 |
| 2023-11-11 | 2024-02-23 | -18.78 | 104 |
| 2022-06-26 | 2022-07-28 | -15.21 | 32 |
| 2024-03-02 | 2024-04-14 | -13.91 | 43 |
| 2023-09-28 | 2023-11-06 | -12.10 | 39 |
| 2024-11-28 | 2024-12-12 | -9.21 | 14 |
| Metric | 6233986:compusd:triple_gx:lsma95_35_25 | 6233986:COMPUSD |
|---|---|---|
| Best Day | 30.55% | 37.65% |
| Worst Day | -17.3% | -21.83% |
| Best Week | 44.99% | 82.74% |
| Worst Week | -19.56% | -37.13% |
| Best Month | 50.74% | 67.32% |
| Worst Month | -23.8% | -44.81% |
| Best Year | 129.36% | 84.0% |
| Worst Year | -33.45% | -85.88% |
| Avg. Up Day | 4.6% | 4.62% |
| Avg. Down Day | -3.16% | -3.87% |
| Avg. Up Week | 11.23% | 13.86% |
| Avg. Down Week | -5.27% | -9.4% |
| Avg. Up Month | 20.11% | 33.74% |
| Avg. Down Month | -7.94% | -16.75% |
| Win Days % | 45.19% | 48.26% |
| Win Month % | 55.56% | 39.02% |
| Win Week % | 48.0% | 45.3% |
| Win Quarter % | 71.43% | 50.0% |
| Win Year % | 75.0% | 50.0% |