| Metric | 6246780:compusd:triple_gx:lsma160_80_55 | 6246780:COMPUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 20.68% | -71.0% |
| Max Drawdown | -67.2% | -84.73% |
| Sharpe | 0.41 | 0.15 |
| Sortino | 0.65 | 0.23 |
| Payoff Ratio | 1.28 | 1.17 |
| Profit Factor | 1.11 | 1.02 |
| Common Sense Ratio | 1.25 | 1.13 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 1.13 | 1.11 |
| Outlier Win Ratio | 14.08 | 3.8 |
| Outlier Loss Ratio | 3.55 | 3.49 |
| Volatility (ann.) | 68.12% | 99.62% |
| R^2 | 0.47 | 0.47 |
| Calmar | 0.08 | -0.34 |
| Skew | 1.72 | 0.73 |
| Kurtosis | 20.68 | 6.34 |
| Expected Daily % | 0.01% | -0.09% |
| Expected Monthly % | 0.42% | -2.71% |
| Expected Yearly % | 4.81% | -26.61% |
| Kelly Criterion | 2.46% | 5.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.79% | -8.54% |
| Expected Shortfall (cVaR) | -5.79% | -8.54% |
| Year | 6246780:COMPUSD | 6246780:compusd:triple_gx:lsma160_80_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -71.68 | -24.28 | 0.34 | + |
| 2023 | 84.00 | 59.43 | 0.71 | - |
| 2024 | 27.59 | 66.20 | 2.40 | + |
| 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.) | 15.57% | -7.81% |
| 5Y (ann.) | 5.22% | -28.48% |
| Metric | 6246780:compusd:triple_gx:lsma160_80_55 | 6246780:COMPUSD |
|---|---|---|
| Max Drawdown | -67.2% | -84.73% |
| Longest DD Days | 454.0 | 1322.0 |
| Avg. Drawdown | -23.8% | -19.09% |
| Avg. Drawdown Days | 119.0 | 223.0 |
| Recovery Factor | 0.31 | -0.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-04 | 2023-07-02 | -67.20 | 454 |
| 2024-12-05 | 2025-11-16 | -64.33 | 346 |
| 2024-08-24 | 2024-11-24 | -31.67 | 92 |
| 2024-03-02 | 2024-08-22 | -30.45 | 173 |
| 2023-07-17 | 2024-03-01 | -24.32 | 228 |
| 2023-07-03 | 2023-07-12 | -21.08 | 9 |
| 2023-07-13 | 2023-07-15 | -5.80 | 2 |
| 2022-03-30 | 2022-04-01 | -5.75 | 2 |
| 2022-04-02 | 2022-04-03 | -5.39 | 1 |
| 2024-11-28 | 2024-12-02 | -4.05 | 4 |
| Metric | 6246780:compusd:triple_gx:lsma160_80_55 | 6246780:COMPUSD |
|---|---|---|
| Best Day | 37.65% | 37.65% |
| Worst Day | -21.83% | -27.6% |
| Best Week | 67.23% | 82.74% |
| Worst Week | -33.86% | -37.13% |
| Best Month | 41.49% | 67.32% |
| Worst Month | -33.77% | -38.47% |
| Best Year | 66.2% | 84.0% |
| Worst Year | -39.85% | -71.68% |
| Avg. Up Day | 4.59% | 4.6% |
| Avg. Down Day | -3.58% | -3.94% |
| Avg. Up Week | 10.7% | 15.31% |
| Avg. Down Week | -8.18% | -10.96% |
| Avg. Up Month | 15.95% | 32.69% |
| Avg. Down Month | -12.21% | -15.07% |
| Win Days % | 45.19% | 49.07% |
| Win Month % | 56.25% | 40.0% |
| Win Week % | 50.0% | 46.43% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |