| Metric | 6246758:compusd:triple_gx:lsma150_80_55 | 6246758:COMPUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 52.89% | -26.63% |
| Max Drawdown | -47.36% | -69.32% |
| Sharpe | 0.92 | 0.14 |
| Sortino | 1.68 | 0.21 |
| Payoff Ratio | 1.47 | 1.35 |
| Profit Factor | 1.29 | 1.02 |
| Common Sense Ratio | 1.5 | 1.2 |
| CPC Index | 0.87 | 0.66 |
| Tail Ratio | 1.16 | 1.18 |
| Outlier Win Ratio | 12.15 | 3.11 |
| Outlier Loss Ratio | 3.13 | 3.1 |
| Volatility (ann.) | 67.9% | 93.75% |
| R^2 | 0.53 | 0.53 |
| Calmar | 1.06 | -0.37 |
| Skew | 3.49 | 1.24 |
| Kurtosis | 37.73 | 9.75 |
| Expected Daily % | 0.11% | -0.08% |
| Expected Monthly % | 3.32% | -2.35% |
| Expected Yearly % | 23.65% | -14.34% |
| Kelly Criterion | 8.77% | 9.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.68% | -8.04% |
| Expected Shortfall (cVaR) | -5.68% | -8.04% |
| Year | 6246758:COMPUSD | 6246758:compusd:triple_gx:lsma150_80_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 32.32 | 76.03 | 2.35 | + |
| 2025 | -44.55 | -13.15 | 0.30 | + |
| Metric | 6246758:compusd:triple_gx:lsma150_80_55 | 6246758:COMPUSD |
|---|---|---|
| MTD | 0.0% | -0.17% |
| 3M | -1.42% | -22.18% |
| 6M | 3.13% | -44.21% |
| YTD | -13.15% | -44.55% |
| 1Y | 52.89% | -31.76% |
| 3Y (ann.) | 50.35% | -25.72% |
| 5Y (ann.) | 50.35% | -25.72% |
| Metric | 6246758:compusd:triple_gx:lsma150_80_55 | 6246758:COMPUSD |
|---|---|---|
| Max Drawdown | -47.36% | -69.32% |
| Longest DD Days | 177.0 | 179.0 |
| Avg. Drawdown | -11.23% | -17.83% |
| Avg. Drawdown Days | 31.0 | 52.0 |
| Recovery Factor | 1.12 | -0.38 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-31 | -47.36 | 177 |
| 2024-08-24 | 2024-11-24 | -31.67 | 92 |
| 2024-07-19 | 2024-08-20 | -17.39 | 32 |
| 2024-07-07 | 2024-07-08 | -5.02 | 1 |
| 2024-11-28 | 2024-12-02 | -4.05 | 4 |
| 2024-07-11 | 2024-07-12 | -2.74 | 1 |
| 2024-11-26 | 2024-11-27 | -1.74 | 1 |
| 2024-07-16 | 2024-07-18 | -1.12 | 2 |
| 2024-07-13 | 2024-07-14 | -1.03 | 1 |
| 2024-07-05 | 2024-07-06 | -0.18 | 1 |
| Metric | 6246758:compusd:triple_gx:lsma150_80_55 | 6246758:COMPUSD |
|---|---|---|
| Best Day | 37.65% | 37.65% |
| Worst Day | -17.55% | -17.55% |
| Best Week | 67.23% | 67.23% |
| Worst Week | -23.13% | -26.61% |
| Best Month | 41.49% | 67.32% |
| Worst Month | -11.9% | -27.09% |
| Best Year | 76.03% | 32.32% |
| Worst Year | -13.15% | -44.55% |
| Avg. Up Day | 4.97% | 4.97% |
| Avg. Down Day | -3.38% | -3.68% |
| Avg. Up Week | 16.45% | 18.01% |
| Avg. Down Week | -8.59% | -11.98% |
| Avg. Up Month | 24.49% | 25.09% |
| Avg. Down Month | -11.9% | -27.09% |
| Win Days % | 45.67% | 47.89% |
| Win Month % | 57.14% | 46.15% |
| Win Week % | 47.83% | 46.43% |
| Win Quarter % | 50.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |