| Metric | 6234233:compusd:triple_gx:lsma215_40_25 | 6234233:COMPUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | -4.92% | -42.28% |
| Max Drawdown | -47.13% | -74.7% |
| Sharpe | 0.19 | 0.06 |
| Sortino | 0.29 | 0.09 |
| Payoff Ratio | 1.14 | 0.93 |
| Profit Factor | 1.05 | 1.01 |
| Common Sense Ratio | 0.93 | 1.21 |
| CPC Index | 0.54 | 0.47 |
| Tail Ratio | 0.88 | 1.2 |
| Outlier Win Ratio | 14.67 | 3.07 |
| Outlier Loss Ratio | 3.36 | 2.86 |
| Volatility (ann.) | 51.27% | 92.11% |
| R^2 | 0.31 | 0.31 |
| Calmar | -0.07 | -0.41 |
| Skew | 1.42 | 0.73 |
| Kurtosis | 14.31 | 9.36 |
| Expected Daily % | -0.01% | -0.1% |
| Expected Monthly % | -0.27% | -2.85% |
| Expected Yearly % | -2.49% | -24.03% |
| Kelly Criterion | -3.09% | -4.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.39% | -7.92% |
| Expected Shortfall (cVaR) | -4.39% | -7.92% |
| Year | 6234233:COMPUSD | 6234233:compusd:triple_gx:lsma215_40_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 32.32 | 43.97 | 1.36 | + |
| 2025 | -56.38 | -33.96 | 0.60 | + |
| Metric | 6234233:compusd:triple_gx:lsma215_40_25 | 6234233:COMPUSD |
|---|---|---|
| MTD | -3.46% | -8.72% |
| 3M | -3.37% | -33.39% |
| 6M | -9.23% | -30.41% |
| YTD | -33.96% | -56.38% |
| 1Y | 7.29% | -34.14% |
| 3Y (ann.) | -3.3% | -30.61% |
| 5Y (ann.) | -3.3% | -30.61% |
| Metric | 6234233:compusd:triple_gx:lsma215_40_25 | 6234233:COMPUSD |
|---|---|---|
| Max Drawdown | -47.13% | -74.7% |
| Longest DD Days | 338.0 | 346.0 |
| Avg. Drawdown | -15.95% | -18.6% |
| Avg. Drawdown Days | 78.0 | 77.0 |
| Recovery Factor | -0.1 | -0.57 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-11-16 | -47.13 | 338 |
| 2024-07-30 | 2024-11-18 | -30.66 | 111 |
| 2024-11-28 | 2024-12-11 | -9.21 | 13 |
| 2024-11-19 | 2024-11-22 | -5.85 | 3 |
| 2024-11-26 | 2024-11-27 | -1.74 | 1 |
| 2024-11-23 | 2024-11-24 | -1.13 | 1 |
| Metric | 6234233:compusd:triple_gx:lsma215_40_25 | 6234233:COMPUSD |
|---|---|---|
| Best Day | 19.98% | 37.65% |
| Worst Day | -13.7% | -27.6% |
| Best Week | 33.52% | 67.23% |
| Worst Week | -19.56% | -30.62% |
| Best Month | 65.84% | 67.32% |
| Worst Month | -17.33% | -27.09% |
| Best Year | 43.97% | 32.32% |
| Worst Year | -33.96% | -56.38% |
| Avg. Up Day | 3.62% | 3.64% |
| Avg. Down Day | -3.17% | -3.91% |
| Avg. Up Week | 9.18% | 10.72% |
| Avg. Down Week | -6.99% | -10.94% |
| Avg. Up Month | 28.85% | 26.14% |
| Avg. Down Month | -8.5% | -9.93% |
| Win Days % | 45.08% | 49.73% |
| Win Month % | 26.67% | 42.11% |
| Win Week % | 40.54% | 45.0% |
| Win Quarter % | 33.33% | 28.57% |
| Win Year % | 50.0% | 50.0% |