| Metric | 6247966:compusd:triple_gx:lsma205_70_60 | 6247966:COMPUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 362.66% | -69.06% |
| Max Drawdown | -54.35% | -80.3% |
| Sharpe | 1.04 | 0.11 |
| Sortino | 1.86 | 0.17 |
| Payoff Ratio | 1.45 | 1.35 |
| Profit Factor | 1.34 | 1.02 |
| Common Sense Ratio | 1.69 | 1.08 |
| CPC Index | 0.9 | 0.66 |
| Tail Ratio | 1.26 | 1.06 |
| Outlier Win Ratio | 14.51 | 3.72 |
| Outlier Loss Ratio | 3.62 | 3.38 |
| Volatility (ann.) | 69.8% | 100.18% |
| R^2 | 0.49 | 0.49 |
| Calmar | 1.17 | -0.39 |
| Skew | 2.61 | 0.85 |
| Kurtosis | 27.05 | 6.45 |
| Expected Daily % | 0.14% | -0.1% |
| Expected Monthly % | 4.11% | -3.04% |
| Expected Yearly % | 46.66% | -25.42% |
| Kelly Criterion | 8.94% | 9.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.81% | -8.59% |
| Expected Shortfall (cVaR) | -5.81% | -8.59% |
| Year | 6247966:COMPUSD | 6247966:compusd:triple_gx:lsma205_70_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -76.23 | -2.50 | 0.03 | + |
| 2023 | 84.00 | 225.22 | 2.68 | + |
| 2024 | 27.59 | 66.45 | 2.41 | + |
| 2025 | -44.55 | -12.35 | 0.28 | + |
| Metric | 6247966:compusd:triple_gx:lsma205_70_60 | 6247966:COMPUSD |
|---|---|---|
| MTD | 0.0% | -0.17% |
| 3M | -4.61% | -22.18% |
| 6M | -4.69% | -44.21% |
| YTD | -12.35% | -44.55% |
| 1Y | 40.76% | -31.76% |
| 3Y (ann.) | 105.99% | -13.7% |
| 5Y (ann.) | 63.73% | -31.45% |
| Metric | 6247966:compusd:triple_gx:lsma205_70_60 | 6247966:COMPUSD |
|---|---|---|
| Max Drawdown | -54.35% | -80.3% |
| Longest DD Days | 177.0 | 1131.0 |
| Avg. Drawdown | -15.26% | -80.3% |
| Avg. Drawdown Days | 51.0 | 1131.0 |
| Recovery Factor | 6.67 | -0.86 |
| Ulcer Index | inf | 1.15 |
| 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 | 2024-11-27 | -27.82 | 95 |
| 2023-07-03 | 2023-07-12 | -21.08 | 9 |
| 2023-11-16 | 2023-12-08 | -18.27 | 22 |
| 2023-04-17 | 2023-06-29 | -16.55 | 73 |
| 2024-01-14 | 2024-02-28 | -11.67 | 45 |
| 2023-07-17 | 2023-10-23 | -10.71 | 98 |
| Metric | 6247966:compusd:triple_gx:lsma205_70_60 | 6247966: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 | 225.22% | 84.0% |
| Worst Year | -12.35% | -76.23% |
| Avg. Up Day | 5.06% | 5.08% |
| Avg. Down Day | -3.48% | -3.77% |
| Avg. Up Week | 14.12% | 16.29% |
| Avg. Down Week | -7.5% | -9.49% |
| Avg. Up Month | 18.32% | 33.64% |
| Avg. Down Month | -15.47% | -20.5% |
| Win Days % | 46.05% | 48.27% |
| Win Month % | 70.83% | 39.47% |
| Win Week % | 53.52% | 47.27% |
| Win Quarter % | 66.67% | 53.85% |
| Win Year % | 50.0% | 50.0% |