| Metric | 6234026:compusd:triple_gx:lsma150_35_25 | 6234026:COMPUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 352.97% | -62.11% |
| Max Drawdown | -45.37% | -84.73% |
| Sharpe | 1.05 | 0.2 |
| Sortino | 1.75 | 0.31 |
| Payoff Ratio | 1.45 | 1.21 |
| Profit Factor | 1.32 | 1.03 |
| Common Sense Ratio | 1.76 | 1.11 |
| CPC Index | 0.87 | 0.61 |
| Tail Ratio | 1.33 | 1.08 |
| Outlier Win Ratio | 15.69 | 3.7 |
| Outlier Loss Ratio | 3.78 | 3.32 |
| Volatility (ann.) | 62.27% | 101.28% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.3 | -0.3 |
| Skew | 1.45 | 0.85 |
| Kurtosis | 17.54 | 6.04 |
| Expected Daily % | 0.13% | -0.08% |
| Expected Monthly % | 3.85% | -2.4% |
| Expected Yearly % | 45.89% | -21.54% |
| Kelly Criterion | 7.97% | 6.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.18% | -8.66% |
| Expected Shortfall (cVaR) | -5.18% | -8.66% |
| Year | 6234026:COMPUSD | 6234026:compusd:triple_gx:lsma150_35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -70.90 | 7.63 | -0.11 | + |
| 2023 | 84.00 | 146.15 | 1.74 | + |
| 2024 | 27.59 | 114.88 | 4.16 | + |
| 2025 | -44.55 | -20.43 | 0.46 | + |
| Metric | 6234026:compusd:triple_gx:lsma150_35_25 | 6234026:COMPUSD |
|---|---|---|
| MTD | -0.91% | -0.17% |
| 3M | -11.51% | -22.18% |
| 6M | -17.92% | -44.21% |
| YTD | -20.43% | -44.55% |
| 1Y | -4.55% | -31.76% |
| 3Y (ann.) | 73.22% | -13.7% |
| 5Y (ann.) | 59.0% | -25.76% |
| Metric | 6234026:compusd:triple_gx:lsma150_35_25 | 6234026:COMPUSD |
|---|---|---|
| Max Drawdown | -45.37% | -84.73% |
| Longest DD Days | 278.0 | 1153.0 |
| Avg. Drawdown | -11.18% | -24.03% |
| Avg. Drawdown Days | 40.0 | 236.0 |
| Recovery Factor | 7.78 | -0.73 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-04 | 2022-06-25 | -45.37 | 82 |
| 2024-07-19 | 2024-11-24 | -32.84 | 128 |
| 2024-12-13 | 2025-05-31 | -30.34 | 169 |
| 2022-09-24 | 2023-06-29 | -29.38 | 278 |
| 2022-06-26 | 2022-09-23 | -21.20 | 89 |
| 2023-07-03 | 2023-07-12 | -21.08 | 9 |
| 2023-11-11 | 2023-12-26 | -18.19 | 45 |
| 2024-03-02 | 2024-04-14 | -13.91 | 43 |
| 2023-12-29 | 2024-01-11 | -12.83 | 13 |
| 2024-04-23 | 2024-07-15 | -12.73 | 83 |
| Metric | 6234026:compusd:triple_gx:lsma150_35_25 | 6234026:COMPUSD |
|---|---|---|
| Best Day | 30.55% | 37.65% |
| Worst Day | -21.83% | -21.83% |
| Best Week | 44.99% | 82.74% |
| Worst Week | -22.48% | -37.13% |
| Best Month | 50.74% | 67.32% |
| Worst Month | -20.12% | -38.47% |
| Best Year | 146.15% | 84.0% |
| Worst Year | -20.43% | -70.9% |
| Avg. Up Day | 4.86% | 4.87% |
| Avg. Down Day | -3.35% | -4.01% |
| Avg. Up Week | 11.21% | 14.18% |
| Avg. Down Week | -6.11% | -10.78% |
| Avg. Up Month | 18.45% | 32.01% |
| Avg. Down Month | -5.99% | -17.9% |
| Win Days % | 45.55% | 48.47% |
| Win Month % | 52.78% | 42.5% |
| Win Week % | 50.6% | 47.4% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 50.0% |