| Metric | 6234024:compusd:triple_gx:lsma145_35_25 | 6234024:COMPUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 9.9% | -26.63% |
| Max Drawdown | -32.84% | -69.32% |
| Sharpe | 0.43 | 0.14 |
| Sortino | 0.67 | 0.21 |
| Payoff Ratio | 1.32 | 1.13 |
| Profit Factor | 1.12 | 1.02 |
| Common Sense Ratio | 1.1 | 1.2 |
| CPC Index | 0.63 | 0.55 |
| Tail Ratio | 0.98 | 1.18 |
| Outlier Win Ratio | 15.2 | 2.84 |
| Outlier Loss Ratio | 3.54 | 2.9 |
| Volatility (ann.) | 49.75% | 93.75% |
| R^2 | 0.28 | 0.28 |
| Calmar | 0.29 | -0.37 |
| Skew | 1.21 | 1.24 |
| Kurtosis | 14.47 | 9.75 |
| Expected Daily % | 0.02% | -0.08% |
| Expected Monthly % | 0.73% | -2.35% |
| Expected Yearly % | 4.83% | -14.34% |
| Kelly Criterion | -0.77% | 1.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.23% | -8.04% |
| Expected Shortfall (cVaR) | -4.23% | -8.04% |
| Year | 6234024:COMPUSD | 6234024:compusd:triple_gx:lsma145_35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 32.32 | 27.86 | 0.86 | - |
| 2025 | -44.55 | -14.05 | 0.32 | + |
| Metric | 6234024:compusd:triple_gx:lsma145_35_25 | 6234024:COMPUSD |
|---|---|---|
| MTD | 0.0% | -0.17% |
| 3M | -9.1% | -22.18% |
| 6M | -11.34% | -44.21% |
| YTD | -14.05% | -44.55% |
| 1Y | 9.9% | -31.76% |
| 3Y (ann.) | 9.49% | -25.72% |
| 5Y (ann.) | 9.49% | -25.72% |
| Metric | 6234024:compusd:triple_gx:lsma145_35_25 | 6234024:COMPUSD |
|---|---|---|
| Max Drawdown | -32.84% | -69.32% |
| Longest DD Days | 169.0 | 179.0 |
| Avg. Drawdown | -9.11% | -17.83% |
| Avg. Drawdown Days | 37.0 | 52.0 |
| Recovery Factor | 0.3 | -0.38 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-19 | 2024-11-24 | -32.84 | 128 |
| 2024-12-13 | 2025-05-31 | -25.44 | 169 |
| 2024-11-28 | 2024-12-12 | -9.21 | 14 |
| 2024-06-20 | 2024-07-10 | -6.12 | 20 |
| 2024-07-11 | 2024-07-12 | -2.74 | 1 |
| 2024-07-16 | 2024-07-18 | -2.68 | 2 |
| 2024-11-26 | 2024-11-27 | -1.74 | 1 |
| 2024-07-13 | 2024-07-14 | -1.03 | 1 |
| 2024-06-18 | 2024-06-19 | -0.18 | 1 |
| Metric | 6234024:compusd:triple_gx:lsma145_35_25 | 6234024: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 | 40.88% | 67.32% |
| Worst Month | -18.6% | -27.09% |
| Best Year | 27.86% | 32.32% |
| Worst Year | -14.05% | -44.55% |
| Avg. Up Day | 4.04% | 4.06% |
| Avg. Down Day | -3.06% | -3.59% |
| Avg. Up Week | 8.13% | 9.96% |
| Avg. Down Week | -6.39% | -12.39% |
| Avg. Up Month | 17.35% | 25.09% |
| Avg. Down Month | -8.04% | -15.34% |
| Win Days % | 42.62% | 47.89% |
| Win Month % | 54.55% | 46.15% |
| Win Week % | 50.0% | 46.43% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |