| Metric | 6246780:compusd:triple_gx:lsma160_80_55 | 6246780:COMPUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 4.04% | -42.28% |
| Max Drawdown | -64.33% | -74.7% |
| Sharpe | 0.34 | 0.06 |
| Sortino | 0.58 | 0.09 |
| Payoff Ratio | 1.25 | 1.1 |
| Profit Factor | 1.09 | 1.01 |
| Common Sense Ratio | 1.15 | 1.21 |
| CPC Index | 0.62 | 0.55 |
| Tail Ratio | 1.05 | 1.2 |
| Outlier Win Ratio | 12.39 | 3.27 |
| Outlier Loss Ratio | 3.09 | 3.01 |
| Volatility (ann.) | 63.7% | 92.11% |
| R^2 | 0.48 | 0.48 |
| Calmar | 0.04 | -0.41 |
| Skew | 3.0 | 0.73 |
| Kurtosis | 34.74 | 9.36 |
| Expected Daily % | 0.01% | -0.1% |
| Expected Monthly % | 0.21% | -2.85% |
| Expected Yearly % | 2.0% | -24.03% |
| Kelly Criterion | 1.97% | 3.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.42% | -7.92% |
| Expected Shortfall (cVaR) | -5.42% | -7.92% |
| Year | 6246780:COMPUSD | 6246780:compusd:triple_gx:lsma160_80_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 32.32 | 72.97 | 2.26 | + |
| 2025 | -56.38 | -39.85 | 0.71 | + |
| Metric | 6246780:compusd:triple_gx:lsma160_80_55 | 6246780:COMPUSD |
|---|---|---|
| MTD | 2.15% | -8.72% |
| 3M | 4.25% | -33.39% |
| 6M | -30.75% | -30.41% |
| YTD | -39.85% | -56.38% |
| 1Y | 7.19% | -34.14% |
| 3Y (ann.) | 2.67% | -30.61% |
| 5Y (ann.) | 2.67% | -30.61% |
| Metric | 6246780:compusd:triple_gx:lsma160_80_55 | 6246780:COMPUSD |
|---|---|---|
| Max Drawdown | -64.33% | -74.7% |
| Longest DD Days | 346.0 | 346.0 |
| Avg. Drawdown | -13.81% | -18.6% |
| Avg. Drawdown Days | 53.0 | 77.0 |
| Recovery Factor | 0.06 | -0.57 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-11-16 | -64.33 | 346 |
| 2024-08-24 | 2024-11-24 | -31.67 | 92 |
| 2024-07-19 | 2024-08-20 | -17.39 | 32 |
| 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 |
| 2024-07-08 | 2024-07-09 | -0.18 | 1 |
| Metric | 6246780:compusd:triple_gx:lsma160_80_55 | 6246780: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 | 41.49% | 67.32% |
| Worst Month | -27.09% | -27.09% |
| Best Year | 72.97% | 32.32% |
| Worst Year | -39.85% | -56.38% |
| Avg. Up Day | 4.22% | 4.23% |
| Avg. Down Day | -3.38% | -3.85% |
| Avg. Up Week | 13.62% | 15.63% |
| Avg. Down Week | -8.22% | -12.04% |
| Avg. Up Month | 23.84% | 25.09% |
| Avg. Down Month | -8.01% | -11.67% |
| Win Days % | 45.59% | 49.73% |
| Win Month % | 46.15% | 42.11% |
| Win Week % | 43.24% | 45.0% |
| Win Quarter % | 50.0% | 28.57% |
| Win Year % | 50.0% | 50.0% |