| Metric | 6245066:compusd:triple_gx:lsma225_70_50 | 6245066:COMPUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 483.54% | -39.7% |
| Max Drawdown | -49.51% | -69.32% |
| Sharpe | 1.19 | 0.3 |
| Sortino | 2.33 | 0.48 |
| Payoff Ratio | 1.6 | 1.45 |
| Profit Factor | 1.39 | 1.05 |
| Common Sense Ratio | 1.77 | 1.19 |
| CPC Index | 1.0 | 0.73 |
| Tail Ratio | 1.27 | 1.14 |
| Outlier Win Ratio | 14.76 | 3.73 |
| Outlier Loss Ratio | 3.64 | 3.2 |
| Volatility (ann.) | 65.53% | 97.65% |
| R^2 | 0.45 | 0.45 |
| Calmar | 1.59 | -0.22 |
| Skew | 3.52 | 1.06 |
| Kurtosis | 31.94 | 6.9 |
| Expected Daily % | 0.16% | -0.05% |
| Expected Monthly % | 4.88% | -1.36% |
| Expected Yearly % | 55.42% | -11.88% |
| Kelly Criterion | 10.78% | 12.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.43% | -8.33% |
| Expected Shortfall (cVaR) | -5.43% | -8.33% |
| Year | 6245066:COMPUSD | 6245066:compusd:triple_gx:lsma225_70_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.68 | 23.37 | -0.44 | + |
| 2023 | 84.00 | 177.02 | 2.11 | + |
| 2024 | 27.59 | 96.35 | 3.49 | + |
| 2025 | -44.55 | -13.04 | 0.29 | + |
| Metric | 6245066:compusd:triple_gx:lsma225_70_50 | 6245066:COMPUSD |
|---|---|---|
| MTD | 0.0% | -0.17% |
| 3M | -5.34% | -22.18% |
| 6M | -4.89% | -44.21% |
| YTD | -13.04% | -44.55% |
| 1Y | 28.63% | -31.76% |
| 3Y (ann.) | 79.94% | -13.7% |
| 5Y (ann.) | 78.8% | -15.35% |
| Metric | 6245066:compusd:triple_gx:lsma225_70_50 | 6245066:COMPUSD |
|---|---|---|
| Max Drawdown | -49.51% | -69.32% |
| Longest DD Days | 267.0 | 415.0 |
| Avg. Drawdown | -11.0% | -36.97% |
| Avg. Drawdown Days | 46.0 | 157.0 |
| Recovery Factor | 9.77 | -0.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-31 | -49.51 | 177 |
| 2024-03-02 | 2024-11-24 | -31.89 | 267 |
| 2023-07-17 | 2024-02-25 | -22.39 | 223 |
| 2023-07-03 | 2023-07-12 | -21.08 | 9 |
| 2022-07-10 | 2022-07-15 | -16.79 | 5 |
| 2023-04-17 | 2023-06-29 | -16.55 | 73 |
| 2023-02-08 | 2023-02-19 | -14.05 | 11 |
| 2022-11-11 | 2023-01-07 | -9.57 | 57 |
| 2022-07-20 | 2022-11-10 | -8.26 | 113 |
| 2022-06-08 | 2022-07-09 | -8.22 | 31 |
| Metric | 6245066:compusd:triple_gx:lsma225_70_50 | 6245066:COMPUSD |
|---|---|---|
| Best Day | 37.65% | 37.65% |
| Worst Day | -17.55% | -17.55% |
| Best Week | 67.23% | 82.74% |
| Worst Week | -23.13% | -37.13% |
| Best Month | 64.16% | 67.32% |
| Worst Month | -12.68% | -38.0% |
| Best Year | 177.02% | 84.0% |
| Worst Year | -13.04% | -53.68% |
| Avg. Up Day | 4.95% | 4.95% |
| Avg. Down Day | -3.09% | -3.42% |
| Avg. Up Week | 13.19% | 15.78% |
| Avg. Down Week | -6.7% | -8.49% |
| Avg. Up Month | 36.36% | 42.45% |
| Avg. Down Month | -5.46% | -20.12% |
| Win Days % | 45.12% | 48.24% |
| Win Month % | 54.55% | 40.54% |
| Win Week % | 50.7% | 48.15% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 75.0% | 50.0% |