| Metric | 6234231:compusd:triple_gx:lsma210_40_25 | 6234231:COMPUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 524.04% | -69.81% |
| Max Drawdown | -44.49% | -75.24% |
| Sharpe | 1.14 | 0.14 |
| Sortino | 1.98 | 0.21 |
| Payoff Ratio | 1.42 | 1.16 |
| Profit Factor | 1.37 | 1.02 |
| Common Sense Ratio | 1.68 | 1.13 |
| CPC Index | 0.91 | 0.58 |
| Tail Ratio | 1.23 | 1.11 |
| Outlier Win Ratio | 15.29 | 3.64 |
| Outlier Loss Ratio | 3.66 | 3.17 |
| Volatility (ann.) | 61.73% | 98.44% |
| R^2 | 0.4 | 0.4 |
| Calmar | 1.52 | -0.38 |
| Skew | 2.22 | 0.74 |
| Kurtosis | 24.65 | 6.72 |
| Expected Daily % | 0.14% | -0.09% |
| Expected Monthly % | 4.35% | -2.75% |
| Expected Yearly % | 58.05% | -25.88% |
| Kelly Criterion | 9.69% | 5.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.12% | -8.44% |
| Expected Shortfall (cVaR) | -5.12% | -8.44% |
| Year | 6234231:COMPUSD | 6234231:compusd:triple_gx:lsma210_40_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -70.52 | -7.69 | 0.11 | + |
| 2023 | 84.00 | 263.51 | 3.14 | + |
| 2024 | 27.59 | 160.50 | 5.82 | + |
| 2025 | -56.38 | -28.61 | 0.51 | + |
| Metric | 6234231:compusd:triple_gx:lsma210_40_25 | 6234231:COMPUSD |
|---|---|---|
| MTD | -0.86% | -8.72% |
| 3M | -0.77% | -33.39% |
| 6M | -4.79% | -30.41% |
| YTD | -28.61% | -56.38% |
| 1Y | 15.99% | -34.14% |
| 3Y (ann.) | 79.08% | -7.81% |
| 5Y (ann.) | 67.55% | -28.65% |
| Metric | 6234231:compusd:triple_gx:lsma210_40_25 | 6234231:COMPUSD |
|---|---|---|
| Max Drawdown | -44.49% | -75.24% |
| Longest DD Days | 213.0 | 946.0 |
| Avg. Drawdown | -11.47% | -74.97% |
| Avg. Drawdown Days | 44.0 | 646.0 |
| Recovery Factor | 11.78 | -0.93 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-11 | 2025-11-16 | -44.49 | 158 |
| 2022-05-10 | 2022-06-24 | -36.11 | 45 |
| 2024-04-23 | 2024-11-22 | -34.11 | 213 |
| 2024-12-13 | 2025-06-10 | -31.40 | 179 |
| 2022-06-26 | 2023-01-14 | -27.99 | 202 |
| 2023-07-03 | 2023-07-12 | -21.08 | 9 |
| 2023-12-28 | 2024-02-23 | -18.23 | 57 |
| 2024-03-02 | 2024-04-14 | -13.91 | 43 |
| 2023-11-16 | 2023-12-25 | -13.07 | 39 |
| 2024-11-28 | 2024-12-11 | -9.21 | 13 |
| Metric | 6234231:compusd:triple_gx:lsma210_40_25 | 6234231: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 | 64.23% | 67.32% |
| Worst Month | -20.12% | -39.66% |
| Best Year | 263.51% | 84.0% |
| Worst Year | -28.61% | -70.52% |
| Avg. Up Day | 4.59% | 4.6% |
| Avg. Down Day | -3.23% | -3.96% |
| Avg. Up Week | 11.83% | 14.51% |
| Avg. Down Week | -6.19% | -10.79% |
| Avg. Up Month | 28.58% | 33.01% |
| Avg. Down Month | -8.11% | -14.78% |
| Win Days % | 46.96% | 48.95% |
| Win Month % | 52.94% | 39.53% |
| Win Week % | 51.16% | 46.81% |
| Win Quarter % | 66.67% | 46.67% |
| Win Year % | 50.0% | 50.0% |