| Metric | 6233988:compusd:triple_gx:lsma100_35_25 | 6233988:COMPUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | -9.74% | -42.28% |
| Max Drawdown | -41.32% | -74.7% |
| Sharpe | 0.14 | 0.06 |
| Sortino | 0.22 | 0.09 |
| Payoff Ratio | 1.19 | 0.95 |
| Profit Factor | 1.03 | 1.01 |
| Common Sense Ratio | 0.94 | 1.21 |
| CPC Index | 0.54 | 0.48 |
| Tail Ratio | 0.91 | 1.2 |
| Outlier Win Ratio | 12.24 | 3.07 |
| Outlier Loss Ratio | 3.66 | 2.92 |
| Volatility (ann.) | 54.29% | 92.11% |
| R^2 | 0.35 | 0.35 |
| Calmar | -0.16 | -0.41 |
| Skew | 0.94 | 0.73 |
| Kurtosis | 12.15 | 9.36 |
| Expected Daily % | -0.02% | -0.1% |
| Expected Monthly % | -0.54% | -2.85% |
| Expected Yearly % | -5.0% | -24.03% |
| Kelly Criterion | -3.72% | -3.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.65% | -7.92% |
| Expected Shortfall (cVaR) | -4.65% | -7.92% |
| Year | 6233988:COMPUSD | 6233988:compusd:triple_gx:lsma100_35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 32.32 | 7.22 | 0.22 | - |
| 2025 | -56.38 | -15.82 | 0.28 | + |
| Metric | 6233988:compusd:triple_gx:lsma100_35_25 | 6233988:COMPUSD |
|---|---|---|
| MTD | 0.0% | -8.72% |
| 3M | 6.8% | -33.39% |
| 6M | 24.44% | -30.41% |
| YTD | -15.82% | -56.38% |
| 1Y | 30.32% | -34.14% |
| 3Y (ann.) | -6.59% | -30.61% |
| 5Y (ann.) | -6.59% | -30.61% |
| Metric | 6233988:compusd:triple_gx:lsma100_35_25 | 6233988:COMPUSD |
|---|---|---|
| Max Drawdown | -41.32% | -74.7% |
| Longest DD Days | 338.0 | 346.0 |
| Avg. Drawdown | -28.5% | -18.6% |
| Avg. Drawdown Days | 179.0 | 77.0 |
| Recovery Factor | -0.24 | -0.57 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-11-16 | -41.32 | 338 |
| 2024-05-25 | 2024-11-27 | -34.98 | 186 |
| 2024-11-28 | 2024-12-12 | -9.21 | 14 |
| Metric | 6233988:compusd:triple_gx:lsma100_35_25 | 6233988:COMPUSD |
|---|---|---|
| Best Day | 19.98% | 37.65% |
| Worst Day | -13.7% | -27.6% |
| Best Week | 33.52% | 67.23% |
| Worst Week | -19.56% | -30.62% |
| Best Month | 34.18% | 67.32% |
| Worst Month | -23.8% | -27.09% |
| Best Year | 7.22% | 32.32% |
| Worst Year | -15.82% | -56.38% |
| Avg. Up Day | 3.54% | 3.56% |
| Avg. Down Day | -2.98% | -3.74% |
| Avg. Up Week | 8.59% | 10.76% |
| Avg. Down Week | -5.45% | -10.31% |
| Avg. Up Month | 12.86% | 17.22% |
| Avg. Down Month | -9.55% | -12.49% |
| Win Days % | 43.72% | 49.73% |
| Win Month % | 41.18% | 42.11% |
| Win Week % | 37.5% | 45.0% |
| Win Quarter % | 42.86% | 28.57% |
| Win Year % | 50.0% | 50.0% |