| Metric | 6559678:galausd:triple_gx:lsma230_85_15 | 6559678:GALAUSD |
|---|---|---|
| Time in Market | 36.0% | 99.0% |
| Cumulative Return | 630.94% | -39.76% |
| Max Drawdown | -50.1% | -84.64% |
| Sharpe | 1.37 | 0.38 |
| Sortino | 2.84 | 0.6 |
| Payoff Ratio | 1.5 | 1.17 |
| Profit Factor | 1.46 | 1.06 |
| Common Sense Ratio | 1.74 | 1.09 |
| CPC Index | 1.02 | 0.61 |
| Tail Ratio | 1.2 | 1.03 |
| Outlier Win Ratio | 13.14 | 3.44 |
| Outlier Loss Ratio | 3.22 | 2.66 |
| Volatility (ann.) | 77.65% | 114.96% |
| R^2 | 0.46 | 0.46 |
| Calmar | 2.38 | -0.21 |
| Skew | 4.31 | 1.31 |
| Kurtosis | 40.57 | 8.69 |
| Expected Daily % | 0.22% | -0.05% |
| Expected Monthly % | 6.63% | -1.62% |
| Expected Yearly % | 64.43% | -11.9% |
| Kelly Criterion | 10.86% | 5.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.39% | -9.78% |
| Expected Shortfall (cVaR) | -6.39% | -9.78% |
| Year | 6559678:GALAUSD | 6559678:galausd:triple_gx:lsma230_85_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.61 | 0.00 | -0.00 | + |
| 2023 | 82.58 | 265.99 | 3.22 | + |
| 2024 | 12.27 | 120.54 | 9.82 | + |
| 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.) | 119.41% | -18.15% |
| 5Y (ann.) | 119.41% | -18.15% |
| Metric | 6559678:galausd:triple_gx:lsma230_85_15 | 6559678:GALAUSD |
|---|---|---|
| Max Drawdown | -50.1% | -84.64% |
| Longest DD Days | 268.0 | 446.0 |
| Avg. Drawdown | -12.77% | -39.16% |
| Avg. Drawdown Days | 61.0 | 152.0 |
| Recovery Factor | 12.59 | -0.47 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-11 | 2024-12-04 | -50.10 | 268 |
| 2023-01-14 | 2023-03-14 | -21.99 | 59 |
| 2024-12-14 | 2025-05-31 | -21.08 | 168 |
| 2023-03-20 | 2023-10-26 | -19.26 | 220 |
| 2023-11-12 | 2024-03-09 | -17.67 | 118 |
| 2023-10-30 | 2023-11-06 | -12.44 | 7 |
| 2023-03-15 | 2023-03-17 | -11.43 | 2 |
| 2023-01-11 | 2023-01-13 | -8.46 | 2 |
| 2023-10-27 | 2023-10-29 | -5.91 | 2 |
| 2024-12-09 | 2024-12-11 | -4.96 | 2 |
| Metric | 6559678:galausd:triple_gx:lsma230_85_15 | 6559678:GALAUSD |
|---|---|---|
| Best Day | 47.68% | 47.68% |
| Worst Day | -12.12% | -20.92% |
| Best Week | 115.91% | 115.91% |
| Worst Week | -19.84% | -33.29% |
| Best Month | 94.81% | 221.62% |
| Worst Month | -27.1% | -40.46% |
| Best Year | 265.99% | 82.58% |
| Worst Year | -9.44% | -51.34% |
| Avg. Up Day | 5.67% | 5.69% |
| Avg. Down Day | -3.77% | -4.87% |
| Avg. Up Week | 18.35% | 22.72% |
| Avg. Down Week | -5.61% | -9.92% |
| Avg. Up Month | 34.88% | 58.55% |
| Avg. Down Month | -7.02% | -18.46% |
| Win Days % | 46.46% | 49.23% |
| Win Month % | 51.85% | 35.48% |
| Win Week % | 48.57% | 41.18% |
| Win Quarter % | 60.0% | 45.45% |
| Win Year % | 66.67% | 50.0% |