| Metric | 6234122:compusd:triple_gx:lsma70_40_25 | 6234122:COMPUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | -37.77% | -26.63% |
| Max Drawdown | -53.17% | -69.32% |
| Sharpe | -0.58 | 0.14 |
| Sortino | -0.84 | 0.21 |
| Payoff Ratio | 1.08 | 0.95 |
| Profit Factor | 0.88 | 1.02 |
| Common Sense Ratio | 0.73 | 1.2 |
| CPC Index | 0.4 | 0.47 |
| Tail Ratio | 0.83 | 1.18 |
| Outlier Win Ratio | 12.69 | 2.84 |
| Outlier Loss Ratio | 3.61 | 2.98 |
| Volatility (ann.) | 53.76% | 93.75% |
| R^2 | 0.33 | 0.33 |
| Calmar | -0.69 | -0.37 |
| Skew | 0.8 | 1.24 |
| Kurtosis | 11.11 | 9.75 |
| Expected Daily % | -0.12% | -0.08% |
| Expected Monthly % | -3.58% | -2.35% |
| Expected Yearly % | -21.12% | -14.34% |
| Kelly Criterion | -11.64% | -6.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.71% | -8.04% |
| Expected Shortfall (cVaR) | -4.71% | -8.04% |
| Year | 6234122:COMPUSD | 6234122:compusd:triple_gx:lsma70_40_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 32.32 | 21.73 | 0.67 | - |
| 2025 | -44.55 | -48.88 | 1.10 | - |
| Metric | 6234122:compusd:triple_gx:lsma70_40_25 | 6234122:COMPUSD |
|---|---|---|
| MTD | -0.13% | -0.17% |
| 3M | -26.59% | -22.18% |
| 6M | -44.67% | -44.21% |
| YTD | -48.88% | -44.55% |
| 1Y | -33.12% | -31.76% |
| 3Y (ann.) | -36.6% | -25.72% |
| 5Y (ann.) | -36.6% | -25.72% |
| Metric | 6234122:compusd:triple_gx:lsma70_40_25 | 6234122:COMPUSD |
|---|---|---|
| Max Drawdown | -53.17% | -69.32% |
| Longest DD Days | 181.0 | 179.0 |
| Avg. Drawdown | -20.77% | -17.83% |
| Avg. Drawdown Days | 73.0 | 52.0 |
| Recovery Factor | -0.71 | -0.38 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-05-31 | -53.17 | 169 |
| 2024-05-25 | 2024-11-22 | -38.62 | 181 |
| 2024-11-28 | 2024-12-11 | -9.21 | 13 |
| 2024-11-26 | 2024-11-27 | -1.74 | 1 |
| 2024-11-23 | 2024-11-24 | -1.13 | 1 |
| Metric | 6234122:compusd:triple_gx:lsma70_40_25 | 6234122:COMPUSD |
|---|---|---|
| Best Day | 19.98% | 37.65% |
| Worst Day | -13.7% | -17.55% |
| Best Week | 33.52% | 67.23% |
| Worst Week | -19.56% | -26.61% |
| Best Month | 64.23% | 67.32% |
| Worst Month | -21.66% | -27.09% |
| Best Year | 21.73% | 32.32% |
| Worst Year | -48.88% | -44.55% |
| Avg. Up Day | 3.29% | 3.31% |
| Avg. Down Day | -3.03% | -3.47% |
| Avg. Up Week | 6.44% | 7.83% |
| Avg. Down Week | -7.48% | -9.5% |
| Avg. Up Month | 27.27% | 25.09% |
| Avg. Down Month | -10.6% | -13.0% |
| Win Days % | 41.92% | 47.89% |
| Win Month % | 23.08% | 46.15% |
| Win Week % | 40.0% | 46.43% |
| Win Quarter % | 20.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |