| Metric | 6245191:compusd:triple_gx:lsma235_75_50 | 6245191:COMPUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 32.7% | -42.28% |
| Max Drawdown | -58.46% | -74.7% |
| Sharpe | 0.6 | 0.06 |
| Sortino | 1.04 | 0.09 |
| Payoff Ratio | 1.26 | 1.09 |
| Profit Factor | 1.16 | 1.01 |
| Common Sense Ratio | 1.24 | 1.21 |
| CPC Index | 0.67 | 0.55 |
| Tail Ratio | 1.07 | 1.2 |
| Outlier Win Ratio | 11.12 | 3.21 |
| Outlier Loss Ratio | 3.25 | 3.01 |
| Volatility (ann.) | 65.23% | 92.11% |
| R^2 | 0.5 | 0.5 |
| Calmar | 0.35 | -0.41 |
| Skew | 3.01 | 0.73 |
| Kurtosis | 32.62 | 9.36 |
| Expected Daily % | 0.05% | -0.1% |
| Expected Monthly % | 1.5% | -2.85% |
| Expected Yearly % | 15.2% | -24.03% |
| Kelly Criterion | 2.92% | 3.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.51% | -7.92% |
| Expected Shortfall (cVaR) | -5.51% | -7.92% |
| Year | 6245191:COMPUSD | 6245191:compusd:triple_gx:lsma235_75_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 32.32 | 95.14 | 2.94 | + |
| 2025 | -56.38 | -32.00 | 0.57 | + |
| Metric | 6245191:compusd:triple_gx:lsma235_75_50 | 6245191:COMPUSD |
|---|---|---|
| MTD | 0.0% | -8.72% |
| 3M | 1.92% | -33.39% |
| 6M | -24.7% | -30.41% |
| YTD | -32.0% | -56.38% |
| 1Y | 18.8% | -34.14% |
| 3Y (ann.) | 20.7% | -30.61% |
| 5Y (ann.) | 20.7% | -30.61% |
| Metric | 6245191:compusd:triple_gx:lsma235_75_50 | 6245191:COMPUSD |
|---|---|---|
| Max Drawdown | -58.46% | -74.7% |
| Longest DD Days | 346.0 | 346.0 |
| Avg. Drawdown | -14.62% | -18.6% |
| Avg. Drawdown Days | 51.0 | 77.0 |
| Recovery Factor | 0.56 | -0.57 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-11-16 | -58.46 | 346 |
| 2024-08-24 | 2024-11-11 | -23.42 | 79 |
| 2024-08-03 | 2024-08-14 | -16.01 | 11 |
| 2024-11-12 | 2024-11-18 | -14.61 | 6 |
| 2024-08-15 | 2024-08-20 | -6.29 | 5 |
| 2024-11-19 | 2024-11-22 | -5.85 | 3 |
| 2024-11-28 | 2024-12-02 | -4.05 | 4 |
| 2024-11-26 | 2024-11-27 | -1.74 | 1 |
| 2024-11-23 | 2024-11-24 | -1.13 | 1 |
| Metric | 6245191:compusd:triple_gx:lsma235_75_50 | 6245191:COMPUSD |
|---|---|---|
| Best Day | 37.65% | 37.65% |
| Worst Day | -17.55% | -27.6% |
| Best Week | 67.23% | 67.23% |
| Worst Week | -23.13% | -30.62% |
| Best Month | 67.32% | 67.32% |
| Worst Month | -17.02% | -27.09% |
| Best Year | 95.14% | 32.32% |
| Worst Year | -32.0% | -56.38% |
| Avg. Up Day | 4.23% | 4.24% |
| Avg. Down Day | -3.35% | -3.88% |
| Avg. Up Week | 13.67% | 16.04% |
| Avg. Down Week | -7.19% | -11.99% |
| Avg. Up Month | 42.57% | 34.58% |
| Avg. Down Month | -9.41% | -11.67% |
| Win Days % | 45.87% | 49.73% |
| Win Month % | 41.67% | 42.11% |
| Win Week % | 43.9% | 45.0% |
| Win Quarter % | 33.33% | 28.57% |
| Win Year % | 50.0% | 50.0% |