| Metric | 6235153:compusd:triple_gx:lsma100_75_25 | 6235153:COMPUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 21.77% | -26.63% |
| Max Drawdown | -40.08% | -69.32% |
| Sharpe | 0.6 | 0.14 |
| Sortino | 1.06 | 0.21 |
| Payoff Ratio | 1.36 | 1.22 |
| Profit Factor | 1.16 | 1.02 |
| Common Sense Ratio | 1.22 | 1.2 |
| CPC Index | 0.69 | 0.6 |
| Tail Ratio | 1.05 | 1.18 |
| Outlier Win Ratio | 10.31 | 3.11 |
| Outlier Loss Ratio | 3.75 | 3.14 |
| Volatility (ann.) | 69.42% | 93.75% |
| R^2 | 0.55 | 0.55 |
| Calmar | 0.52 | -0.37 |
| Skew | 3.2 | 1.24 |
| Kurtosis | 34.87 | 9.75 |
| Expected Daily % | 0.05% | -0.08% |
| Expected Monthly % | 1.53% | -2.35% |
| Expected Yearly % | 10.35% | -14.34% |
| Kelly Criterion | 1.61% | 5.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.86% | -8.04% |
| Expected Shortfall (cVaR) | -5.86% | -8.04% |
| Year | 6235153:COMPUSD | 6235153:compusd:triple_gx:lsma100_75_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 32.32 | 64.60 | 2.00 | + |
| 2025 | -44.55 | -26.02 | 0.58 | + |
| Metric | 6235153:compusd:triple_gx:lsma100_75_25 | 6235153:COMPUSD |
|---|---|---|
| MTD | -0.91% | -0.17% |
| 3M | -22.48% | -22.18% |
| 6M | 11.23% | -44.21% |
| YTD | -26.02% | -44.55% |
| 1Y | 30.65% | -31.76% |
| 3Y (ann.) | 20.83% | -25.72% |
| 5Y (ann.) | 20.83% | -25.72% |
| Metric | 6235153:compusd:triple_gx:lsma100_75_25 | 6235153:COMPUSD |
|---|---|---|
| Max Drawdown | -40.08% | -69.32% |
| Longest DD Days | 183.0 | 179.0 |
| Avg. Drawdown | -20.3% | -17.83% |
| Avg. Drawdown Days | 91.0 | 52.0 |
| Recovery Factor | 0.54 | -0.38 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-25 | 2024-11-24 | -40.08 | 183 |
| 2024-12-05 | 2025-05-31 | -35.32 | 177 |
| 2024-11-28 | 2024-12-02 | -4.05 | 4 |
| 2024-11-26 | 2024-11-27 | -1.74 | 1 |
| Metric | 6235153:compusd:triple_gx:lsma100_75_25 | 6235153:COMPUSD |
|---|---|---|
| Best Day | 37.65% | 37.65% |
| Worst Day | -17.55% | -17.55% |
| Best Week | 67.23% | 67.23% |
| Worst Week | -19.56% | -26.61% |
| Best Month | 67.32% | 67.32% |
| Worst Month | -20.45% | -27.09% |
| Best Year | 64.6% | 32.32% |
| Worst Year | -26.02% | -44.55% |
| Avg. Up Day | 4.18% | 4.19% |
| Avg. Down Day | -3.07% | -3.42% |
| Avg. Up Week | 12.38% | 14.28% |
| Avg. Down Week | -6.7% | -10.08% |
| Avg. Up Month | 41.32% | 25.09% |
| Avg. Down Month | -9.77% | -15.9% |
| Win Days % | 43.27% | 47.89% |
| Win Month % | 33.33% | 46.15% |
| Win Week % | 41.18% | 46.43% |
| Win Quarter % | 20.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |