| Metric | 6560312:galausd:triple_gx:lsma230_115_15 | 6560312:GALAUSD |
|---|---|---|
| Time in Market | 34.0% | 99.0% |
| Cumulative Return | 836.59% | -39.76% |
| Max Drawdown | -42.06% | -84.64% |
| Sharpe | 1.49 | 0.38 |
| Sortino | 3.02 | 0.6 |
| Payoff Ratio | 1.51 | 1.18 |
| Profit Factor | 1.52 | 1.06 |
| Common Sense Ratio | 1.88 | 1.09 |
| CPC Index | 1.1 | 0.61 |
| Tail Ratio | 1.23 | 1.03 |
| Outlier Win Ratio | 13.28 | 3.44 |
| Outlier Loss Ratio | 3.23 | 2.72 |
| Volatility (ann.) | 78.43% | 114.96% |
| R^2 | 0.47 | 0.47 |
| Calmar | 3.38 | -0.21 |
| Skew | 4.04 | 1.31 |
| Kurtosis | 39.55 | 8.69 |
| Expected Daily % | 0.24% | -0.05% |
| Expected Monthly % | 7.48% | -1.62% |
| Expected Yearly % | 74.94% | -11.9% |
| Kelly Criterion | 13.15% | 6.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.43% | -9.78% |
| Expected Shortfall (cVaR) | -6.43% | -9.78% |
| Year | 6560312:GALAUSD | 6560312:galausd:triple_gx:lsma230_115_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.61 | 0.00 | -0.00 | + |
| 2023 | 82.58 | 338.56 | 4.10 | + |
| 2024 | 12.27 | 135.48 | 11.04 | + |
| 2025 | -51.34 | -9.31 | 0.18 | + |
| Metric | 6560312:galausd:triple_gx:lsma230_115_15 | 6560312:GALAUSD |
|---|---|---|
| MTD | -10.1% | -1.74% |
| 3M | -5.83% | -16.6% |
| 6M | 12.37% | -58.27% |
| YTD | -9.31% | -51.34% |
| 1Y | 19.6% | -61.13% |
| 3Y (ann.) | 141.98% | -18.15% |
| 5Y (ann.) | 141.98% | -18.15% |
| Metric | 6560312:galausd:triple_gx:lsma230_115_15 | 6560312:GALAUSD |
|---|---|---|
| Max Drawdown | -42.06% | -84.64% |
| Longest DD Days | 220.0 | 446.0 |
| Avg. Drawdown | -12.99% | -39.16% |
| Avg. Drawdown Days | 46.0 | 152.0 |
| Recovery Factor | 19.89 | -0.47 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-23 | 2024-11-24 | -42.06 | 185 |
| 2024-03-11 | 2024-05-22 | -35.43 | 72 |
| 2024-12-08 | 2025-05-31 | -32.66 | 174 |
| 2023-03-20 | 2023-10-26 | -27.37 | 220 |
| 2024-01-05 | 2024-03-09 | -17.81 | 64 |
| 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 | 2023-12-08 | -9.62 | 20 |
| 2023-01-11 | 2023-01-13 | -8.46 | 2 |
| Metric | 6560312:galausd:triple_gx:lsma230_115_15 | 6560312:GALAUSD |
|---|---|---|
| Best Day | 47.68% | 47.68% |
| Worst Day | -20.92% | -20.92% |
| Best Week | 115.91% | 115.91% |
| Worst Week | -19.84% | -33.29% |
| Best Month | 94.81% | 221.62% |
| Worst Month | -20.58% | -40.46% |
| Best Year | 338.56% | 82.58% |
| Worst Year | -9.31% | -51.34% |
| Avg. Up Day | 5.77% | 5.79% |
| Avg. Down Day | -3.82% | -4.92% |
| Avg. Up Week | 18.54% | 22.47% |
| Avg. Down Week | -6.23% | -9.83% |
| Avg. Up Month | 39.46% | 58.86% |
| Avg. Down Month | -7.9% | -20.68% |
| Win Days % | 47.76% | 49.23% |
| Win Month % | 53.85% | 35.48% |
| Win Week % | 53.62% | 41.18% |
| Win Quarter % | 60.0% | 45.45% |
| Win Year % | 66.67% | 50.0% |