| Metric | 6234070:compusd:triple_gx:lsma205_35_25 | 6234070:COMPUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | -1.58% | -42.28% |
| Max Drawdown | -37.8% | -74.7% |
| Sharpe | 0.23 | 0.06 |
| Sortino | 0.36 | 0.09 |
| Payoff Ratio | 1.2 | 0.96 |
| Profit Factor | 1.06 | 1.01 |
| Common Sense Ratio | 0.94 | 1.21 |
| CPC Index | 0.56 | 0.48 |
| Tail Ratio | 0.89 | 1.2 |
| Outlier Win Ratio | 15.16 | 3.07 |
| Outlier Loss Ratio | 3.39 | 2.86 |
| Volatility (ann.) | 50.64% | 92.11% |
| R^2 | 0.3 | 0.3 |
| Calmar | -0.03 | -0.41 |
| Skew | 1.44 | 0.73 |
| Kurtosis | 14.97 | 9.36 |
| Expected Daily % | -0.0% | -0.1% |
| Expected Monthly % | -0.08% | -2.85% |
| Expected Yearly % | -0.79% | -24.03% |
| Kelly Criterion | -2.64% | -2.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.33% | -7.92% |
| Expected Shortfall (cVaR) | -4.33% | -7.92% |
| Year | 6234070:COMPUSD | 6234070:compusd:triple_gx:lsma205_35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 32.32 | 1.79 | 0.06 | - |
| 2025 | -56.38 | -3.31 | 0.06 | + |
| Metric | 6234070:compusd:triple_gx:lsma205_35_25 | 6234070:COMPUSD |
|---|---|---|
| MTD | -0.86% | -8.72% |
| 3M | 2.43% | -33.39% |
| 6M | 15.37% | -30.41% |
| YTD | -3.31% | -56.38% |
| 1Y | 49.69% | -34.14% |
| 3Y (ann.) | -1.05% | -30.61% |
| 5Y (ann.) | -1.05% | -30.61% |
| Metric | 6234070:compusd:triple_gx:lsma205_35_25 | 6234070:COMPUSD |
|---|---|---|
| Max Drawdown | -37.8% | -74.7% |
| Longest DD Days | 179.0 | 346.0 |
| Avg. Drawdown | -33.22% | -18.6% |
| Avg. Drawdown Days | 157.0 | 77.0 |
| Recovery Factor | -0.04 | -0.57 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-30 | 2024-12-12 | -37.80 | 135 |
| 2025-06-11 | 2025-11-16 | -34.57 | 158 |
| 2024-12-13 | 2025-06-10 | -27.30 | 179 |
| Metric | 6234070:compusd:triple_gx:lsma205_35_25 | 6234070: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 | 33.13% | 67.32% |
| Worst Month | -19.92% | -27.09% |
| Best Year | 1.79% | 32.32% |
| Worst Year | -3.31% | -56.38% |
| Avg. Up Day | 3.79% | 3.81% |
| Avg. Down Day | -3.16% | -3.96% |
| Avg. Up Week | 10.72% | 12.37% |
| Avg. Down Week | -5.72% | -12.71% |
| Avg. Up Month | 18.28% | 26.14% |
| Avg. Down Month | -7.0% | -9.93% |
| Win Days % | 44.02% | 49.73% |
| Win Month % | 31.25% | 42.11% |
| Win Week % | 37.5% | 45.0% |
| Win Quarter % | 50.0% | 28.57% |
| Win Year % | 50.0% | 50.0% |