| Metric | 6234074:compusd:triple_gx:lsma210_35_25 | 6234074:COMPUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 445.62% | -61.63% |
| Max Drawdown | -41.05% | -75.24% |
| Sharpe | 1.19 | 0.18 |
| Sortino | 2.07 | 0.27 |
| Payoff Ratio | 1.48 | 1.24 |
| Profit Factor | 1.41 | 1.03 |
| Common Sense Ratio | 1.82 | 1.12 |
| CPC Index | 0.97 | 0.61 |
| Tail Ratio | 1.29 | 1.09 |
| Outlier Win Ratio | 16.42 | 3.66 |
| Outlier Loss Ratio | 3.63 | 3.2 |
| Volatility (ann.) | 62.29% | 99.87% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.79 | -0.35 |
| Skew | 2.26 | 0.88 |
| Kurtosis | 26.14 | 6.52 |
| Expected Daily % | 0.15% | -0.09% |
| Expected Monthly % | 4.69% | -2.56% |
| Expected Yearly % | 52.84% | -21.29% |
| Kelly Criterion | 10.5% | 6.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.16% | -8.55% |
| Expected Shortfall (cVaR) | -5.16% | -8.55% |
| Year | 6234074:COMPUSD | 6234074:compusd:triple_gx:lsma210_35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -70.52 | -5.90 | 0.08 | + |
| 2023 | 84.00 | 280.15 | 3.34 | + |
| 2024 | 27.59 | 82.00 | 2.97 | + |
| 2025 | -44.55 | -16.19 | 0.36 | + |
| Metric | 6234074:compusd:triple_gx:lsma210_35_25 | 6234074:COMPUSD |
|---|---|---|
| MTD | 0.0% | -0.17% |
| 3M | -6.7% | -22.18% |
| 6M | -13.55% | -44.21% |
| YTD | -16.19% | -44.55% |
| 1Y | -14.85% | -31.76% |
| 3Y (ann.) | 89.62% | -13.7% |
| 5Y (ann.) | 73.33% | -26.69% |
| Metric | 6234074:compusd:triple_gx:lsma210_35_25 | 6234074:COMPUSD |
|---|---|---|
| Max Drawdown | -41.05% | -75.24% |
| Longest DD Days | 233.0 | 946.0 |
| Avg. Drawdown | -10.68% | -72.28% |
| Avg. Drawdown Days | 42.0 | 562.0 |
| Recovery Factor | 10.85 | -0.82 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-23 | 2024-12-12 | -41.05 | 233 |
| 2022-05-10 | 2022-06-24 | -36.11 | 45 |
| 2022-06-26 | 2023-01-14 | -27.99 | 202 |
| 2024-12-13 | 2025-05-31 | -27.30 | 169 |
| 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 |
| 2023-03-18 | 2023-04-14 | -6.43 | 27 |
| Metric | 6234074:compusd:triple_gx:lsma210_35_25 | 6234074:COMPUSD |
|---|---|---|
| Best Day | 33.04% | 37.65% |
| Worst Day | -21.83% | -21.83% |
| Best Week | 44.99% | 82.74% |
| Worst Week | -22.48% | -37.13% |
| Best Month | 64.78% | 67.32% |
| Worst Month | -20.12% | -39.66% |
| Best Year | 280.15% | 84.0% |
| Worst Year | -16.19% | -70.52% |
| Avg. Up Day | 4.88% | 4.9% |
| Avg. Down Day | -3.29% | -3.96% |
| Avg. Up Week | 12.71% | 15.49% |
| Avg. Down Week | -6.21% | -11.27% |
| Avg. Up Month | 31.07% | 38.81% |
| Avg. Down Month | -8.09% | -17.85% |
| Win Days % | 46.53% | 48.21% |
| Win Month % | 53.57% | 40.54% |
| Win Week % | 50.68% | 47.56% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 50.0% | 50.0% |