| Metric | 6247959:compusd:triple_gx:lsma200_70_60 | 6247959:COMPUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 382.03% | -71.13% |
| Max Drawdown | -54.35% | -82.14% |
| Sharpe | 1.06 | 0.09 |
| Sortino | 1.89 | 0.14 |
| Payoff Ratio | 1.45 | 1.35 |
| Profit Factor | 1.35 | 1.01 |
| Common Sense Ratio | 1.65 | 1.08 |
| CPC Index | 0.9 | 0.66 |
| Tail Ratio | 1.22 | 1.07 |
| Outlier Win Ratio | 14.66 | 3.71 |
| Outlier Loss Ratio | 3.58 | 3.37 |
| Volatility (ann.) | 69.54% | 100.08% |
| R^2 | 0.49 | 0.49 |
| Calmar | 1.21 | -0.4 |
| Skew | 2.63 | 0.85 |
| Kurtosis | 27.35 | 6.45 |
| Expected Daily % | 0.14% | -0.11% |
| Expected Monthly % | 4.23% | -3.22% |
| Expected Yearly % | 48.17% | -26.7% |
| Kelly Criterion | 8.97% | 9.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.79% | -8.59% |
| Expected Shortfall (cVaR) | -5.79% | -8.59% |
| Year | 6247959:COMPUSD | 6247959:compusd:triple_gx:lsma200_70_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -77.82 | 1.51 | -0.02 | + |
| 2023 | 84.00 | 202.17 | 2.41 | + |
| 2024 | 27.59 | 81.64 | 2.96 | + |
| 2025 | -44.55 | -13.48 | 0.30 | + |
| Metric | 6247959:compusd:triple_gx:lsma200_70_60 | 6247959:COMPUSD |
|---|---|---|
| MTD | 0.0% | -0.17% |
| 3M | -5.84% | -22.18% |
| 6M | -5.92% | -44.21% |
| YTD | -13.48% | -44.55% |
| 1Y | 51.62% | -31.76% |
| 3Y (ann.) | 106.05% | -13.7% |
| 5Y (ann.) | 65.54% | -32.84% |
| Metric | 6247959:compusd:triple_gx:lsma200_70_60 | 6247959:COMPUSD |
|---|---|---|
| Max Drawdown | -54.35% | -82.14% |
| Longest DD Days | 177.0 | 1136.0 |
| Avg. Drawdown | -14.38% | -82.14% |
| Avg. Drawdown Days | 48.0 | 1136.0 |
| Recovery Factor | 7.03 | -0.87 |
| Ulcer Index | 1.07 | 1.09 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-25 | 2022-06-25 | -54.35 | 61 |
| 2024-12-05 | 2025-05-31 | -50.09 | 177 |
| 2024-03-02 | 2024-08-21 | -30.45 | 172 |
| 2022-06-26 | 2022-11-10 | -28.58 | 137 |
| 2024-08-24 | 2024-11-22 | -21.24 | 90 |
| 2023-07-03 | 2023-07-12 | -21.08 | 9 |
| 2023-01-15 | 2023-06-29 | -19.10 | 165 |
| 2023-11-16 | 2023-12-08 | -18.27 | 22 |
| 2023-07-17 | 2023-10-23 | -13.04 | 98 |
| 2024-01-14 | 2024-02-28 | -11.67 | 45 |
| Metric | 6247959:compusd:triple_gx:lsma200_70_60 | 6247959: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 | 64.75% | 67.32% |
| Worst Month | -32.17% | -38.47% |
| Best Year | 202.17% | 84.0% |
| Worst Year | -13.48% | -77.82% |
| Avg. Up Day | 5.13% | 5.15% |
| Avg. Down Day | -3.54% | -3.82% |
| Avg. Up Week | 14.75% | 16.7% |
| Avg. Down Week | -7.39% | -9.27% |
| Avg. Up Month | 19.02% | 33.64% |
| Avg. Down Month | -12.82% | -18.99% |
| Win Days % | 46.11% | 48.23% |
| Win Month % | 66.67% | 39.47% |
| Win Week % | 52.11% | 46.99% |
| Win Quarter % | 66.67% | 53.85% |
| Win Year % | 75.0% | 50.0% |