| Metric | 6233988:compusd:triple_gx:lsma100_35_25 | 6233988:COMPUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 432.9% | -83.03% |
| Max Drawdown | -41.32% | -86.68% |
| Sharpe | 1.01 | 0.03 |
| Sortino | 1.69 | 0.04 |
| Payoff Ratio | 1.39 | 1.11 |
| Profit Factor | 1.28 | 1.0 |
| Common Sense Ratio | 1.56 | 1.09 |
| CPC Index | 0.81 | 0.55 |
| Tail Ratio | 1.21 | 1.09 |
| Outlier Win Ratio | 14.14 | 3.75 |
| Outlier Loss Ratio | 4.03 | 3.22 |
| Volatility (ann.) | 61.4% | 99.58% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.31 | -0.43 |
| Skew | 1.57 | 0.7 |
| Kurtosis | 15.51 | 6.1 |
| Expected Daily % | 0.12% | -0.13% |
| Expected Monthly % | 3.62% | -3.7% |
| Expected Yearly % | 51.94% | -35.81% |
| Kelly Criterion | 6.18% | 3.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.12% | -8.57% |
| Expected Shortfall (cVaR) | -5.12% | -8.57% |
| Year | 6233988:COMPUSD | 6233988:compusd:triple_gx:lsma100_35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -83.42 | 64.80 | -0.78 | + |
| 2023 | 84.00 | 90.33 | 1.08 | + |
| 2024 | 27.59 | 101.82 | 3.69 | + |
| 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.) | 39.05% | -7.81% |
| 5Y (ann.) | 54.3% | -36.86% |
| Metric | 6233988:compusd:triple_gx:lsma100_35_25 | 6233988:COMPUSD |
|---|---|---|
| Max Drawdown | -41.32% | -86.68% |
| Longest DD Days | 338.0 | 1403.0 |
| Avg. Drawdown | -10.8% | -46.09% |
| Avg. Drawdown Days | 46.0 | 702.0 |
| Recovery Factor | 10.48 | -0.96 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-11-16 | -41.32 | 338 |
| 2024-04-23 | 2024-11-27 | -35.45 | 218 |
| 2022-10-27 | 2023-06-29 | -31.95 | 245 |
| 2022-04-04 | 2022-06-23 | -31.45 | 80 |
| 2023-07-03 | 2023-07-12 | -21.08 | 9 |
| 2022-06-26 | 2022-09-14 | -20.70 | 80 |
| 2023-11-11 | 2024-02-23 | -20.57 | 104 |
| 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 | 6233988:compusd:triple_gx:lsma100_35_25 | 6233988:COMPUSD |
|---|---|---|
| Best Day | 30.55% | 37.65% |
| Worst Day | -17.12% | -27.6% |
| Best Week | 44.99% | 82.74% |
| Worst Week | -19.56% | -37.13% |
| Best Month | 51.47% | 67.32% |
| Worst Month | -23.8% | -38.47% |
| Best Year | 101.82% | 84.0% |
| Worst Year | -15.82% | -83.42% |
| Avg. Up Day | 4.34% | 4.36% |
| Avg. Down Day | -3.13% | -3.93% |
| Avg. Up Week | 10.37% | 13.65% |
| Avg. Down Week | -5.13% | -9.82% |
| Avg. Up Month | 17.52% | 29.38% |
| Avg. Down Month | -7.36% | -14.56% |
| Win Days % | 45.5% | 49.04% |
| Win Month % | 53.66% | 38.3% |
| Win Week % | 46.96% | 45.59% |
| Win Quarter % | 68.75% | 43.75% |
| Win Year % | 75.0% | 50.0% |