| Metric | 6245167:compusd:triple_gx:lsma210_75_50 | 6245167:COMPUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 274.0% | -61.63% |
| Max Drawdown | -46.26% | -75.24% |
| Sharpe | 0.95 | 0.18 |
| Sortino | 1.69 | 0.27 |
| Payoff Ratio | 1.42 | 1.31 |
| Profit Factor | 1.29 | 1.03 |
| Common Sense Ratio | 1.6 | 1.12 |
| CPC Index | 0.85 | 0.65 |
| Tail Ratio | 1.23 | 1.09 |
| Outlier Win Ratio | 14.16 | 3.67 |
| Outlier Loss Ratio | 3.54 | 3.36 |
| Volatility (ann.) | 68.84% | 99.87% |
| R^2 | 0.48 | 0.48 |
| Calmar | 1.15 | -0.35 |
| Skew | 2.67 | 0.88 |
| Kurtosis | 27.85 | 6.52 |
| Expected Daily % | 0.12% | -0.09% |
| Expected Monthly % | 3.63% | -2.56% |
| Expected Yearly % | 39.06% | -21.29% |
| Kelly Criterion | 8.03% | 8.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.75% | -8.55% |
| Expected Shortfall (cVaR) | -5.75% | -8.55% |
| Year | 6245167:COMPUSD | 6245167:compusd:triple_gx:lsma210_75_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -70.52 | -28.84 | 0.41 | + |
| 2023 | 84.00 | 171.62 | 2.04 | + |
| 2024 | 27.59 | 122.14 | 4.43 | + |
| 2025 | -44.55 | -12.90 | 0.29 | + |
| Metric | 6245167:compusd:triple_gx:lsma210_75_50 | 6245167:COMPUSD |
|---|---|---|
| MTD | 0.0% | -0.17% |
| 3M | -5.19% | -22.18% |
| 6M | 1.39% | -44.21% |
| YTD | -12.9% | -44.55% |
| 1Y | 41.9% | -31.76% |
| 3Y (ann.) | 82.01% | -13.7% |
| 5Y (ann.) | 53.36% | -26.69% |
| Metric | 6245167:compusd:triple_gx:lsma210_75_50 | 6245167:COMPUSD |
|---|---|---|
| Max Drawdown | -46.26% | -75.24% |
| Longest DD Days | 265.0 | 946.0 |
| Avg. Drawdown | -12.96% | -72.28% |
| Avg. Drawdown Days | 61.0 | 562.0 |
| Recovery Factor | 5.92 | -0.82 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-31 | -46.26 | 177 |
| 2022-05-03 | 2023-01-14 | -42.52 | 256 |
| 2024-03-02 | 2024-11-22 | -32.39 | 265 |
| 2023-07-03 | 2023-07-12 | -21.08 | 9 |
| 2023-11-16 | 2024-02-23 | -19.24 | 99 |
| 2023-04-17 | 2023-06-29 | -17.86 | 73 |
| 2023-07-17 | 2023-11-15 | -10.71 | 121 |
| 2023-01-15 | 2023-02-01 | -7.78 | 17 |
| 2023-02-02 | 2023-04-04 | -7.76 | 61 |
| 2023-07-01 | 2023-07-02 | -6.21 | 1 |
| Metric | 6245167:compusd:triple_gx:lsma210_75_50 | 6245167:COMPUSD |
|---|---|---|
| Best Day | 37.65% | 37.65% |
| Worst Day | -21.83% | -21.83% |
| Best Week | 67.23% | 82.74% |
| Worst Week | -33.86% | -37.13% |
| Best Month | 65.82% | 67.32% |
| Worst Month | -38.08% | -39.66% |
| Best Year | 171.62% | 84.0% |
| Worst Year | -28.84% | -70.52% |
| Avg. Up Day | 4.93% | 4.94% |
| Avg. Down Day | -3.47% | -3.77% |
| Avg. Up Week | 12.86% | 16.05% |
| Avg. Down Week | -6.91% | -9.18% |
| Avg. Up Month | 31.07% | 38.81% |
| Avg. Down Month | -9.04% | -19.4% |
| Win Days % | 46.04% | 48.21% |
| Win Month % | 56.0% | 40.54% |
| Win Week % | 48.72% | 47.56% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 50.0% | 50.0% |