| Metric | 6246671:compusd:triple_gx:lsma200_75_55 | 6246671:COMPUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 233.95% | -71.13% |
| Max Drawdown | -62.98% | -82.14% |
| Sharpe | 0.89 | 0.09 |
| Sortino | 1.53 | 0.14 |
| Payoff Ratio | 1.38 | 1.25 |
| Profit Factor | 1.26 | 1.01 |
| Common Sense Ratio | 1.47 | 1.08 |
| CPC Index | 0.81 | 0.61 |
| Tail Ratio | 1.16 | 1.07 |
| Outlier Win Ratio | 13.45 | 3.71 |
| Outlier Loss Ratio | 3.63 | 3.5 |
| Volatility (ann.) | 71.28% | 100.08% |
| R^2 | 0.51 | 0.51 |
| Calmar | 0.75 | -0.4 |
| Skew | 2.34 | 0.85 |
| Kurtosis | 24.72 | 6.45 |
| Expected Daily % | 0.11% | -0.11% |
| Expected Monthly % | 3.22% | -3.22% |
| Expected Yearly % | 35.18% | -26.7% |
| Kelly Criterion | 7.53% | 6.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.96% | -8.59% |
| Expected Shortfall (cVaR) | -5.96% | -8.59% |
| Year | 6246671:COMPUSD | 6246671:compusd:triple_gx:lsma200_75_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -77.82 | -29.83 | 0.38 | + |
| 2023 | 84.00 | 213.40 | 2.54 | + |
| 2024 | 27.59 | 66.94 | 2.43 | + |
| 2025 | -44.55 | -9.04 | 0.20 | + |
| Metric | 6246671:compusd:triple_gx:lsma200_75_55 | 6246671:COMPUSD |
|---|---|---|
| MTD | 0.0% | -0.17% |
| 3M | -4.4% | -22.18% |
| 6M | 8.01% | -44.21% |
| YTD | -9.04% | -44.55% |
| 1Y | 51.96% | -31.76% |
| 3Y (ann.) | 90.43% | -13.7% |
| 5Y (ann.) | 47.17% | -32.84% |
| Metric | 6246671:compusd:triple_gx:lsma200_75_55 | 6246671:COMPUSD |
|---|---|---|
| Max Drawdown | -62.98% | -82.14% |
| Longest DD Days | 268.0 | 1136.0 |
| Avg. Drawdown | -12.37% | -82.14% |
| Avg. Drawdown Days | 43.0 | 1136.0 |
| Recovery Factor | 3.71 | -0.87 |
| Ulcer Index | 1.07 | 1.09 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2023-01-14 | -62.98 | 268 |
| 2024-12-05 | 2025-05-31 | -43.22 | 177 |
| 2024-03-02 | 2024-08-23 | -30.45 | 174 |
| 2024-08-24 | 2024-11-22 | -27.52 | 90 |
| 2023-07-03 | 2023-07-12 | -21.08 | 9 |
| 2023-04-17 | 2023-06-29 | -18.51 | 73 |
| 2023-11-16 | 2024-01-11 | -18.27 | 56 |
| 2023-07-17 | 2023-10-24 | -13.33 | 99 |
| 2024-01-14 | 2024-02-28 | -11.67 | 45 |
| 2023-01-15 | 2023-02-07 | -9.52 | 23 |
| Metric | 6246671:compusd:triple_gx:lsma200_75_55 | 6246671: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 | 47.59% | 67.32% |
| Worst Month | -34.58% | -38.47% |
| Best Year | 213.4% | 84.0% |
| Worst Year | -29.83% | -77.82% |
| Avg. Up Day | 4.87% | 4.88% |
| Avg. Down Day | -3.53% | -3.92% |
| Avg. Up Week | 12.24% | 16.35% |
| Avg. Down Week | -7.21% | -10.3% |
| Avg. Up Month | 27.23% | 38.81% |
| Avg. Down Month | -14.03% | -20.23% |
| Win Days % | 46.39% | 48.23% |
| Win Month % | 64.0% | 39.47% |
| Win Week % | 51.95% | 46.99% |
| Win Quarter % | 58.33% | 53.85% |
| Win Year % | 50.0% | 50.0% |