| Metric | 6234070:compusd:triple_gx:lsma205_35_25 | 6234070:COMPUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 547.78% | -75.66% |
| Max Drawdown | -40.95% | -80.3% |
| Sharpe | 1.16 | 0.08 |
| Sortino | 2.01 | 0.13 |
| Payoff Ratio | 1.43 | 1.14 |
| Profit Factor | 1.39 | 1.01 |
| Common Sense Ratio | 1.69 | 1.1 |
| CPC Index | 0.93 | 0.57 |
| Tail Ratio | 1.22 | 1.09 |
| Outlier Win Ratio | 15.83 | 3.64 |
| Outlier Loss Ratio | 3.69 | 3.14 |
| Volatility (ann.) | 61.02% | 98.72% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.68 | -0.41 |
| Skew | 2.25 | 0.72 |
| Kurtosis | 25.71 | 6.65 |
| Expected Daily % | 0.14% | -0.11% |
| Expected Monthly % | 4.34% | -3.16% |
| Expected Yearly % | 59.54% | -29.76% |
| Kelly Criterion | 9.72% | 4.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.06% | -8.48% |
| Expected Shortfall (cVaR) | -5.06% | -8.48% |
| Year | 6234070:COMPUSD | 6234070:compusd:triple_gx:lsma205_35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -76.23 | -5.82 | 0.08 | + |
| 2023 | 84.00 | 290.17 | 3.45 | + |
| 2024 | 27.59 | 82.33 | 2.98 | + |
| 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.) | 81.27% | -7.81% |
| 5Y (ann.) | 68.77% | -32.69% |
| Metric | 6234070:compusd:triple_gx:lsma205_35_25 | 6234070:COMPUSD |
|---|---|---|
| Max Drawdown | -40.95% | -80.3% |
| Longest DD Days | 233.0 | 1300.0 |
| Avg. Drawdown | -11.48% | -80.3% |
| Avg. Drawdown Days | 47.0 | 1300.0 |
| Recovery Factor | 13.38 | -0.94 |
| Ulcer Index | inf | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-23 | 2024-12-12 | -40.95 | 233 |
| 2022-05-10 | 2022-06-24 | -36.11 | 45 |
| 2025-06-11 | 2025-11-16 | -34.57 | 158 |
| 2022-06-26 | 2023-01-14 | -27.93 | 202 |
| 2024-12-13 | 2025-06-10 | -27.30 | 179 |
| 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 |
| 2023-01-15 | 2023-01-26 | -8.16 | 11 |
| Metric | 6234070:compusd:triple_gx:lsma205_35_25 | 6234070:COMPUSD |
|---|---|---|
| Best Day | 33.04% | 37.65% |
| Worst Day | -21.83% | -27.6% |
| Best Week | 44.99% | 82.74% |
| Worst Week | -22.48% | -37.13% |
| Best Month | 64.78% | 67.32% |
| Worst Month | -20.12% | -38.47% |
| Best Year | 290.17% | 84.0% |
| Worst Year | -5.82% | -76.23% |
| Avg. Up Day | 4.63% | 4.65% |
| Avg. Down Day | -3.24% | -4.07% |
| Avg. Up Week | 13.18% | 15.44% |
| Avg. Down Week | -5.71% | -11.44% |
| Avg. Up Month | 29.2% | 35.53% |
| Avg. Down Month | -7.41% | -14.68% |
| Win Days % | 46.86% | 49.0% |
| Win Month % | 50.0% | 38.64% |
| Win Week % | 47.19% | 46.56% |
| Win Quarter % | 73.33% | 46.67% |
| Win Year % | 50.0% | 50.0% |