| Metric | 6234086:compusd:triple_gx:lsma215_35_25 | 6234086:COMPUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 409.41% | -48.89% |
| Max Drawdown | -42.45% | -70.19% |
| Sharpe | 1.15 | 0.27 |
| Sortino | 2.01 | 0.41 |
| Payoff Ratio | 1.48 | 1.23 |
| Profit Factor | 1.39 | 1.04 |
| Common Sense Ratio | 1.82 | 1.15 |
| CPC Index | 0.95 | 0.62 |
| Tail Ratio | 1.3 | 1.11 |
| Outlier Win Ratio | 16.48 | 3.67 |
| Outlier Loss Ratio | 3.67 | 3.23 |
| Volatility (ann.) | 62.39% | 99.43% |
| R^2 | 0.4 | 0.4 |
| Calmar | 1.65 | -0.28 |
| Skew | 2.26 | 0.93 |
| Kurtosis | 26.11 | 6.55 |
| Expected Daily % | 0.15% | -0.06% |
| Expected Monthly % | 4.5% | -1.8% |
| Expected Yearly % | 50.23% | -15.45% |
| Kelly Criterion | 9.24% | 6.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.17% | -8.49% |
| Expected Shortfall (cVaR) | -5.17% | -8.49% |
| Year | 6234086:COMPUSD | 6234086:compusd:triple_gx:lsma215_35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.74 | -4.38 | 0.07 | + |
| 2023 | 84.00 | 268.69 | 3.20 | + |
| 2024 | 27.59 | 77.69 | 2.82 | + |
| 2025 | -44.55 | -18.68 | 0.42 | + |
| Metric | 6234086:compusd:triple_gx:lsma215_35_25 | 6234086:COMPUSD |
|---|---|---|
| MTD | 0.0% | -0.17% |
| 3M | -9.47% | -22.18% |
| 6M | -16.12% | -44.21% |
| YTD | -18.68% | -44.55% |
| 1Y | -19.33% | -31.76% |
| 3Y (ann.) | 85.33% | -13.7% |
| 5Y (ann.) | 70.15% | -19.68% |
| Metric | 6234086:compusd:triple_gx:lsma215_35_25 | 6234086:COMPUSD |
|---|---|---|
| Max Drawdown | -42.45% | -70.19% |
| Longest DD Days | 403.0 | 658.0 |
| Avg. Drawdown | -10.27% | -51.0% |
| Avg. Drawdown Days | 46.0 | 278.0 |
| Recovery Factor | 9.65 | -0.7 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-23 | 2025-05-31 | -42.45 | 403 |
| 2022-05-10 | 2022-06-24 | -36.11 | 45 |
| 2022-06-26 | 2023-01-14 | -26.83 | 202 |
| 2023-07-03 | 2023-07-12 | -21.08 | 9 |
| 2023-11-11 | 2023-12-26 | -18.83 | 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 |
| 2023-07-01 | 2023-07-02 | -6.21 | 1 |
| Metric | 6234086:compusd:triple_gx:lsma215_35_25 | 6234086: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% | -38.0% |
| Best Year | 268.69% | 84.0% |
| Worst Year | -18.68% | -60.74% |
| Avg. Up Day | 4.93% | 4.95% |
| Avg. Down Day | -3.33% | -4.03% |
| Avg. Up Week | 12.68% | 15.38% |
| Avg. Down Week | -6.3% | -10.56% |
| Avg. Up Month | 30.8% | 38.81% |
| Avg. Down Month | -8.23% | -15.63% |
| Win Days % | 45.8% | 48.34% |
| Win Month % | 53.57% | 40.54% |
| Win Week % | 50.68% | 47.85% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 50.0% | 50.0% |