| Metric | 6245034:compusd:triple_gx:lsma210_70_50 | 6245034:COMPUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 25.4% | -26.63% |
| Max Drawdown | -49.51% | -69.32% |
| Sharpe | 0.64 | 0.14 |
| Sortino | 1.14 | 0.21 |
| Payoff Ratio | 1.41 | 1.3 |
| Profit Factor | 1.18 | 1.02 |
| Common Sense Ratio | 1.3 | 1.2 |
| CPC Index | 0.72 | 0.64 |
| Tail Ratio | 1.1 | 1.18 |
| Outlier Win Ratio | 11.46 | 3.11 |
| Outlier Loss Ratio | 3.21 | 3.1 |
| Volatility (ann.) | 69.14% | 93.75% |
| R^2 | 0.54 | 0.54 |
| Calmar | 0.49 | -0.37 |
| Skew | 3.32 | 1.24 |
| Kurtosis | 35.18 | 9.75 |
| Expected Daily % | 0.06% | -0.08% |
| Expected Monthly % | 1.76% | -2.35% |
| Expected Yearly % | 11.98% | -14.34% |
| Kelly Criterion | 2.79% | 7.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.83% | -8.04% |
| Expected Shortfall (cVaR) | -5.83% | -8.04% |
| Year | 6245034:COMPUSD | 6245034:compusd:triple_gx:lsma210_70_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 32.32 | 43.97 | 1.36 | + |
| 2025 | -44.55 | -12.90 | 0.29 | + |
| Metric | 6245034:compusd:triple_gx:lsma210_70_50 | 6245034:COMPUSD |
|---|---|---|
| MTD | 0.0% | -0.17% |
| 3M | -5.19% | -22.18% |
| 6M | -4.74% | -44.21% |
| YTD | -12.9% | -44.55% |
| 1Y | 25.4% | -31.76% |
| 3Y (ann.) | 24.28% | -25.72% |
| 5Y (ann.) | 24.28% | -25.72% |
| Metric | 6245034:compusd:triple_gx:lsma210_70_50 | 6245034:COMPUSD |
|---|---|---|
| Max Drawdown | -49.51% | -69.32% |
| Longest DD Days | 177.0 | 179.0 |
| Avg. Drawdown | -21.61% | -17.83% |
| Avg. Drawdown Days | 58.0 | 52.0 |
| Recovery Factor | 0.51 | -0.38 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-31 | -49.51 | 177 |
| 2024-08-24 | 2024-11-27 | -32.19 | 95 |
| 2024-08-03 | 2024-08-14 | -16.01 | 11 |
| 2024-08-15 | 2024-08-20 | -6.29 | 5 |
| 2024-11-28 | 2024-12-02 | -4.05 | 4 |
| Metric | 6245034:compusd:triple_gx:lsma210_70_50 | 6245034:COMPUSD |
|---|---|---|
| Best Day | 37.65% | 37.65% |
| Worst Day | -17.55% | -17.55% |
| Best Week | 67.23% | 67.23% |
| Worst Week | -23.13% | -26.61% |
| Best Month | 44.71% | 67.32% |
| Worst Month | -11.51% | -27.09% |
| Best Year | 43.97% | 32.32% |
| Worst Year | -12.9% | -44.55% |
| Avg. Up Day | 4.93% | 4.93% |
| Avg. Down Day | -3.5% | -3.78% |
| Avg. Up Week | 17.6% | 18.72% |
| Avg. Down Week | -8.68% | -11.2% |
| Avg. Up Month | 27.71% | 34.58% |
| Avg. Down Month | -4.16% | -16.95% |
| Win Days % | 43.17% | 47.89% |
| Win Month % | 42.86% | 46.15% |
| Win Week % | 44.0% | 46.43% |
| Win Quarter % | 25.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |