| Metric | 6234233:compusd:triple_gx:lsma215_40_25 | 6234233:COMPUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 449.45% | -59.79% |
| Max Drawdown | -47.13% | -74.7% |
| Sharpe | 1.08 | 0.22 |
| Sortino | 1.88 | 0.33 |
| Payoff Ratio | 1.42 | 1.18 |
| Profit Factor | 1.35 | 1.03 |
| Common Sense Ratio | 1.65 | 1.17 |
| CPC Index | 0.89 | 0.6 |
| Tail Ratio | 1.23 | 1.13 |
| Outlier Win Ratio | 15.42 | 3.65 |
| Outlier Loss Ratio | 3.66 | 3.19 |
| Volatility (ann.) | 61.81% | 98.04% |
| R^2 | 0.4 | 0.4 |
| Calmar | 1.32 | -0.3 |
| Skew | 2.22 | 0.78 |
| Kurtosis | 24.62 | 6.75 |
| Expected Daily % | 0.13% | -0.07% |
| Expected Monthly % | 4.04% | -2.1% |
| Expected Yearly % | 53.1% | -20.37% |
| Kelly Criterion | 8.48% | 5.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.14% | -8.38% |
| Expected Shortfall (cVaR) | -5.14% | -8.38% |
| Year | 6234233:COMPUSD | 6234233:compusd:triple_gx:lsma215_40_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.74 | -6.20 | 0.10 | + |
| 2023 | 84.00 | 249.94 | 2.98 | + |
| 2024 | 27.59 | 153.48 | 5.56 | + |
| 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.) | 70.73% | -7.81% |
| 5Y (ann.) | 62.12% | -22.77% |
| Metric | 6234233:compusd:triple_gx:lsma215_40_25 | 6234233:COMPUSD |
|---|---|---|
| Max Drawdown | -47.13% | -74.7% |
| Longest DD Days | 338.0 | 658.0 |
| Avg. Drawdown | -11.1% | -52.35% |
| Avg. Drawdown Days | 48.0 | 320.0 |
| Recovery Factor | 9.54 | -0.8 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-11-16 | -47.13 | 338 |
| 2022-05-10 | 2022-06-24 | -36.11 | 45 |
| 2024-04-23 | 2024-11-22 | -35.29 | 213 |
| 2022-06-26 | 2023-01-14 | -26.83 | 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 | -13.75 | 39 |
| 2024-11-28 | 2024-12-11 | -9.21 | 13 |
| 2023-01-15 | 2023-01-26 | -8.16 | 11 |
| Metric | 6234233:compusd:triple_gx:lsma215_40_25 | 6234233: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 | 65.84% | 67.32% |
| Worst Month | -20.12% | -38.0% |
| Best Year | 249.94% | 84.0% |
| Worst Year | -33.96% | -60.74% |
| Avg. Up Day | 4.66% | 4.67% |
| Avg. Down Day | -3.27% | -3.96% |
| Avg. Up Week | 11.76% | 14.43% |
| Avg. Down Week | -6.13% | -9.94% |
| Avg. Up Month | 28.4% | 33.01% |
| Avg. Down Month | -8.44% | -13.11% |
| Win Days % | 46.23% | 49.07% |
| Win Month % | 51.52% | 39.53% |
| Win Week % | 49.41% | 47.06% |
| Win Quarter % | 66.67% | 46.67% |
| Win Year % | 50.0% | 50.0% |