| Metric | 6559678:galausd:triple_gx:lsma230_85_15 | 6559678:GALAUSD |
|---|---|---|
| Time in Market | 42.0% | 99.0% |
| Cumulative Return | 26.19% | -62.34% |
| Max Drawdown | -44.82% | -79.22% |
| Sharpe | 0.66 | -0.31 |
| Sortino | 1.1 | -0.44 |
| Payoff Ratio | 1.34 | 0.92 |
| Profit Factor | 1.16 | 0.96 |
| Common Sense Ratio | 1.4 | 0.93 |
| CPC Index | 0.68 | 0.45 |
| Tail Ratio | 1.21 | 0.97 |
| Outlier Win Ratio | 12.75 | 3.33 |
| Outlier Loss Ratio | 3.47 | 2.31 |
| Volatility (ann.) | 63.73% | 108.95% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.56 | -0.77 |
| Skew | 1.37 | 0.05 |
| Kurtosis | 7.57 | 0.92 |
| Expected Daily % | 0.06% | -0.26% |
| Expected Monthly % | 1.81% | -7.24% |
| Expected Yearly % | 12.33% | -38.63% |
| Kelly Criterion | 1.08% | -3.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.37% | -9.47% |
| Expected Shortfall (cVaR) | -5.37% | -9.47% |
| Year | 6559678:GALAUSD | 6559678:galausd:triple_gx:lsma230_85_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -22.61 | 39.35 | -1.74 | + |
| 2025 | -51.34 | -9.44 | 0.18 | + |
| Metric | 6559678:galausd:triple_gx:lsma230_85_15 | 6559678:GALAUSD |
|---|---|---|
| MTD | -10.1% | -1.74% |
| 3M | -5.83% | -16.6% |
| 6M | 21.52% | -58.27% |
| YTD | -9.44% | -51.34% |
| 1Y | 23.18% | -61.13% |
| 3Y (ann.) | 25.04% | -60.86% |
| 5Y (ann.) | 25.04% | -60.86% |
| Metric | 6559678:galausd:triple_gx:lsma230_85_15 | 6559678:GALAUSD |
|---|---|---|
| Max Drawdown | -44.82% | -79.22% |
| Longest DD Days | 191.0 | 180.0 |
| Avg. Drawdown | -10.76% | -32.24% |
| Avg. Drawdown Days | 52.0 | 74.0 |
| Recovery Factor | 0.58 | -0.79 |
| Ulcer Index | inf | 1.11 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-23 | 2024-11-30 | -44.82 | 191 |
| 2024-12-14 | 2025-05-31 | -21.08 | 168 |
| 2024-12-09 | 2024-12-11 | -4.96 | 2 |
| 2024-12-06 | 2024-12-07 | -1.75 | 1 |
| 2024-12-12 | 2024-12-13 | -1.55 | 1 |
| 2024-12-01 | 2024-12-04 | -0.99 | 3 |
| 2024-05-20 | 2024-05-21 | -0.18 | 1 |
| Metric | 6559678:galausd:triple_gx:lsma230_85_15 | 6559678:GALAUSD |
|---|---|---|
| Best Day | 18.46% | 18.46% |
| Worst Day | -12.12% | -20.92% |
| Best Week | 33.86% | 49.01% |
| Worst Week | -19.84% | -33.29% |
| Best Month | 94.81% | 126.43% |
| Worst Month | -27.1% | -37.16% |
| Best Year | 39.35% | -22.61% |
| Worst Year | -9.44% | -51.34% |
| Avg. Up Day | 4.63% | 4.67% |
| Avg. Down Day | -3.45% | -5.08% |
| Avg. Up Week | 11.63% | 17.63% |
| Avg. Down Week | -6.69% | -13.01% |
| Avg. Up Month | 33.19% | 51.73% |
| Avg. Down Month | -9.27% | -18.38% |
| Win Days % | 43.31% | 50.67% |
| Win Month % | 46.15% | 23.08% |
| Win Week % | 52.78% | 38.6% |
| Win Quarter % | 20.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |