| Metric | 6245072:compusd:triple_gx:lsma235_70_50 | 6245072:COMPUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 597.42% | -28.83% |
| Max Drawdown | -49.51% | -69.32% |
| Sharpe | 1.28 | 0.36 |
| Sortino | 2.53 | 0.56 |
| Payoff Ratio | 1.62 | 1.47 |
| Profit Factor | 1.42 | 1.06 |
| Common Sense Ratio | 1.85 | 1.21 |
| CPC Index | 1.05 | 0.75 |
| Tail Ratio | 1.3 | 1.15 |
| Outlier Win Ratio | 14.37 | 3.75 |
| Outlier Loss Ratio | 3.67 | 3.23 |
| Volatility (ann.) | 66.64% | 97.71% |
| R^2 | 0.47 | 0.47 |
| Calmar | 1.83 | -0.15 |
| Skew | 3.48 | 1.07 |
| Kurtosis | 30.47 | 6.94 |
| Expected Daily % | 0.18% | -0.03% |
| Expected Monthly % | 5.39% | -0.91% |
| Expected Yearly % | 62.51% | -8.15% |
| Kelly Criterion | 11.61% | 12.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.5% | -8.32% |
| Expected Shortfall (cVaR) | -5.5% | -8.32% |
| Year | 6245072:COMPUSD | 6245072:compusd:triple_gx:lsma235_70_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -45.33 | 23.37 | -0.52 | + |
| 2023 | 84.00 | 201.95 | 2.40 | + |
| 2024 | 27.59 | 107.31 | 3.89 | + |
| 2025 | -44.55 | -9.69 | 0.22 | + |
| Metric | 6245072:compusd:triple_gx:lsma235_70_50 | 6245072:COMPUSD |
|---|---|---|
| MTD | 0.0% | -0.17% |
| 3M | -1.7% | -22.18% |
| 6M | -1.23% | -44.21% |
| YTD | -9.69% | -44.55% |
| 1Y | 41.04% | -31.76% |
| 3Y (ann.) | 90.95% | -13.7% |
| 5Y (ann.) | 90.72% | -10.69% |
| Metric | 6245072:compusd:triple_gx:lsma235_70_50 | 6245072:COMPUSD |
|---|---|---|
| Max Drawdown | -49.51% | -69.32% |
| Longest DD Days | 265.0 | 325.0 |
| Avg. Drawdown | -12.1% | -37.73% |
| Avg. Drawdown Days | 53.0 | 121.0 |
| Recovery Factor | 12.07 | -0.42 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-31 | -49.51 | 177 |
| 2024-03-02 | 2024-11-22 | -31.89 | 265 |
| 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 | 2023-06-27 | -16.55 | 71 |
| 2023-02-08 | 2023-04-16 | -14.05 | 67 |
| 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 | 6245072:compusd:triple_gx:lsma235_70_50 | 6245072: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 | 201.95% | 84.0% |
| Worst Year | -9.69% | -45.33% |
| Avg. Up Day | 5.0% | 5.01% |
| Avg. Down Day | -3.08% | -3.41% |
| Avg. Up Week | 14.12% | 15.78% |
| Avg. Down Week | -6.6% | -8.37% |
| Avg. Up Month | 40.83% | 42.45% |
| Avg. Down Month | -5.56% | -20.12% |
| Win Days % | 45.29% | 48.22% |
| Win Month % | 54.55% | 43.24% |
| Win Week % | 50.7% | 48.12% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 75.0% | 50.0% |