| Metric | 6234122:compusd:triple_gx:lsma70_40_25 | 6234122:COMPUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 214.67% | -78.99% |
| Max Drawdown | -53.17% | -88.92% |
| Sharpe | 0.82 | 0.05 |
| Sortino | 1.34 | 0.08 |
| Payoff Ratio | 1.32 | 1.13 |
| Profit Factor | 1.21 | 1.01 |
| Common Sense Ratio | 1.51 | 1.06 |
| CPC Index | 0.73 | 0.55 |
| Tail Ratio | 1.24 | 1.05 |
| Outlier Win Ratio | 12.32 | 3.7 |
| Outlier Loss Ratio | 4.03 | 3.48 |
| Volatility (ann.) | 67.92% | 101.14% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.73 | -0.41 |
| Skew | 1.31 | 0.8 |
| Kurtosis | 12.87 | 5.72 |
| Expected Daily % | 0.09% | -0.12% |
| Expected Monthly % | 2.77% | -3.65% |
| Expected Yearly % | 25.77% | -26.8% |
| Kelly Criterion | 4.54% | 3.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.7% | -8.69% |
| Expected Shortfall (cVaR) | -5.7% | -8.69% |
| Year | 6234122:COMPUSD | 6234122:compusd:triple_gx:lsma70_40_25 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | 3.40 | -14.43 | -4.24 | - |
| 2022 | -84.39 | 37.26 | -0.44 | + |
| 2023 | 84.00 | 138.27 | 1.65 | + |
| 2024 | 27.59 | 119.97 | 4.35 | + |
| 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.) | 39.85% | -13.7% |
| 5Y (ann.) | 39.06% | -36.16% |
| Metric | 6234122:compusd:triple_gx:lsma70_40_25 | 6234122:COMPUSD |
|---|---|---|
| Max Drawdown | -53.17% | -88.92% |
| Longest DD Days | 295.0 | 1250.0 |
| Avg. Drawdown | -13.71% | -23.2% |
| Avg. Drawdown Days | 46.0 | 252.0 |
| Recovery Factor | 4.04 | -0.89 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-05-31 | -53.17 | 169 |
| 2022-10-27 | 2023-08-18 | -46.12 | 295 |
| 2024-04-23 | 2024-11-27 | -42.72 | 218 |
| 2022-04-04 | 2022-06-23 | -31.72 | 80 |
| 2021-12-13 | 2022-02-28 | -21.47 | 77 |
| 2023-11-16 | 2024-02-19 | -18.90 | 95 |
| 2022-09-14 | 2022-09-23 | -17.50 | 9 |
| 2022-08-26 | 2022-09-09 | -15.38 | 14 |
| 2022-06-26 | 2022-08-25 | -15.21 | 60 |
| 2024-03-02 | 2024-04-14 | -13.91 | 43 |
| Metric | 6234122:compusd:triple_gx:lsma70_40_25 | 6234122:COMPUSD |
|---|---|---|
| Best Day | 30.55% | 37.65% |
| Worst Day | -17.3% | -21.83% |
| Best Week | 44.99% | 82.74% |
| Worst Week | -23.0% | -37.13% |
| Best Month | 64.23% | 67.32% |
| Worst Month | -21.66% | -39.0% |
| Best Year | 138.27% | 84.0% |
| Worst Year | -48.88% | -84.39% |
| Avg. Up Day | 4.44% | 4.46% |
| Avg. Down Day | -3.36% | -3.93% |
| Avg. Up Week | 11.26% | 13.33% |
| Avg. Down Week | -6.22% | -9.1% |
| Avg. Up Month | 18.85% | 30.41% |
| Avg. Down Month | -9.09% | -15.02% |
| Win Days % | 45.67% | 48.49% |
| Win Month % | 57.14% | 40.48% |
| Win Week % | 47.32% | 45.41% |
| Win Quarter % | 60.0% | 53.33% |
| Win Year % | 60.0% | 60.0% |