| Metric | 6560123:galausd:triple_gx:lsma230_105_15 | 6560123:GALAUSD |
|---|---|---|
| Time in Market | 37.0% | 99.0% |
| Cumulative Return | 375.9% | -68.85% |
| Max Drawdown | -66.29% | -89.71% |
| Sharpe | 1.03 | 0.2 |
| Sortino | 1.93 | 0.31 |
| Payoff Ratio | 1.34 | 1.1 |
| Profit Factor | 1.32 | 1.03 |
| Common Sense Ratio | 1.42 | 1.05 |
| CPC Index | 0.83 | 0.56 |
| Tail Ratio | 1.08 | 1.02 |
| Outlier Win Ratio | 13.11 | 3.44 |
| Outlier Loss Ratio | 3.4 | 2.97 |
| Volatility (ann.) | 76.79% | 112.78% |
| R^2 | 0.47 | 0.47 |
| Calmar | 1.03 | -0.36 |
| Skew | 3.63 | 1.16 |
| Kurtosis | 37.0 | 8.16 |
| Expected Daily % | 0.14% | -0.11% |
| Expected Monthly % | 4.31% | -3.1% |
| Expected Yearly % | 47.7% | -25.29% |
| Kelly Criterion | 7.72% | 3.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.39% | -9.65% |
| Expected Shortfall (cVaR) | -6.39% | -9.65% |
| Year | 6560123:GALAUSD | 6560123:galausd:triple_gx:lsma230_105_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.61 | 0.00 | -0.00 | + |
| 2023 | 82.58 | 409.34 | 4.96 | + |
| 2024 | 12.27 | 149.38 | 12.17 | + |
| 2025 | -74.83 | -62.53 | 0.84 | + |
| Metric | 6560123:galausd:triple_gx:lsma230_105_15 | 6560123:GALAUSD |
|---|---|---|
| MTD | 0.0% | -14.59% |
| 3M | -48.71% | -48.23% |
| 6M | -57.23% | -55.81% |
| YTD | -62.53% | -74.83% |
| 1Y | -12.38% | -67.67% |
| 3Y (ann.) | 68.36% | -32.26% |
| 5Y (ann.) | 68.36% | -32.26% |
| Metric | 6560123:galausd:triple_gx:lsma230_105_15 | 6560123:GALAUSD |
|---|---|---|
| Max Drawdown | -66.29% | -89.71% |
| Longest DD Days | 337.0 | 615.0 |
| Avg. Drawdown | -14.17% | -40.0% |
| Avg. Drawdown Days | 53.0 | 180.0 |
| Recovery Factor | 5.67 | -0.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-14 | 2025-11-16 | -66.29 | 337 |
| 2024-03-11 | 2024-12-03 | -51.50 | 267 |
| 2023-07-18 | 2023-10-26 | -22.05 | 100 |
| 2024-01-05 | 2024-03-02 | -16.59 | 57 |
| 2024-03-03 | 2024-03-09 | -14.01 | 6 |
| 2023-03-20 | 2023-05-16 | -12.57 | 57 |
| 2023-01-14 | 2023-03-13 | -12.55 | 58 |
| 2023-10-30 | 2023-11-06 | -12.44 | 7 |
| 2023-03-15 | 2023-03-17 | -11.43 | 2 |
| 2023-11-18 | 2024-01-04 | -9.62 | 47 |
| Metric | 6560123:galausd:triple_gx:lsma230_105_15 | 6560123:GALAUSD |
|---|---|---|
| Best Day | 47.68% | 47.68% |
| Worst Day | -18.55% | -20.92% |
| Best Week | 115.91% | 115.91% |
| Worst Week | -20.61% | -33.29% |
| Best Month | 94.81% | 221.62% |
| Worst Month | -26.49% | -40.46% |
| Best Year | 409.34% | 82.58% |
| Worst Year | -62.53% | -74.83% |
| Avg. Up Day | 5.32% | 5.34% |
| Avg. Down Day | -3.96% | -4.87% |
| Avg. Up Week | 18.3% | 21.01% |
| Avg. Down Week | -6.96% | -9.75% |
| Avg. Up Month | 43.6% | 63.64% |
| Avg. Down Month | -10.63% | -20.16% |
| Win Days % | 47.09% | 49.31% |
| Win Month % | 43.33% | 35.14% |
| Win Week % | 49.4% | 40.62% |
| Win Quarter % | 50.0% | 38.46% |
| Win Year % | 66.67% | 50.0% |