| Metric | 6562702:galausd:triple_gx:lsma220_110_20 | 6562702:GALAUSD |
|---|---|---|
| Time in Market | 37.0% | 99.0% |
| Cumulative Return | 712.71% | -66.45% |
| Max Drawdown | -59.43% | -89.71% |
| Sharpe | 1.24 | 0.23 |
| Sortino | 2.34 | 0.36 |
| Payoff Ratio | 1.41 | 1.18 |
| Profit Factor | 1.39 | 1.03 |
| Common Sense Ratio | 1.69 | 1.06 |
| CPC Index | 0.94 | 0.6 |
| Tail Ratio | 1.22 | 1.03 |
| Outlier Win Ratio | 12.47 | 3.47 |
| Outlier Loss Ratio | 3.44 | 3.0 |
| Volatility (ann.) | 79.22% | 113.21% |
| R^2 | 0.49 | 0.49 |
| Calmar | 1.68 | -0.34 |
| Skew | 3.37 | 1.19 |
| Kurtosis | 33.54 | 8.11 |
| Expected Daily % | 0.19% | -0.1% |
| Expected Monthly % | 5.83% | -2.91% |
| Expected Yearly % | 68.84% | -23.89% |
| Kelly Criterion | 10.56% | 6.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.55% | -9.68% |
| Expected Shortfall (cVaR) | -6.55% | -9.68% |
| Year | 6562702:GALAUSD | 6562702:galausd:triple_gx:lsma220_110_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -34.96 | 7.23 | -0.21 | + |
| 2023 | 82.58 | 283.46 | 3.43 | + |
| 2024 | 12.27 | 304.75 | 24.84 | + |
| 2025 | -74.83 | -51.17 | 0.68 | + |
| Metric | 6562702:galausd:triple_gx:lsma220_110_20 | 6562702:GALAUSD |
|---|---|---|
| MTD | 0.0% | -14.59% |
| 3M | -31.57% | -48.23% |
| 6M | -46.43% | -55.81% |
| YTD | -51.17% | -74.83% |
| 1Y | -6.62% | -67.67% |
| 3Y (ann.) | 92.14% | -33.53% |
| 5Y (ann.) | 100.04% | -30.33% |
| Metric | 6562702:galausd:triple_gx:lsma220_110_20 | 6562702:GALAUSD |
|---|---|---|
| Max Drawdown | -59.43% | -89.71% |
| Longest DD Days | 343.0 | 615.0 |
| Avg. Drawdown | -12.96% | -41.36% |
| Avg. Drawdown Days | 39.0 | 182.0 |
| Recovery Factor | 11.99 | -0.74 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-11-16 | -59.43 | 343 |
| 2024-08-31 | 2024-11-16 | -36.66 | 77 |
| 2024-03-11 | 2024-04-20 | -35.43 | 40 |
| 2023-03-20 | 2023-10-29 | -22.94 | 223 |
| 2022-11-12 | 2023-01-08 | -14.92 | 57 |
| 2024-01-12 | 2024-03-02 | -14.27 | 50 |
| 2024-03-03 | 2024-03-09 | -14.01 | 6 |
| 2023-11-12 | 2023-11-22 | -13.77 | 10 |
| 2023-10-30 | 2023-11-06 | -12.44 | 7 |
| 2023-01-14 | 2023-03-13 | -11.87 | 58 |
| Metric | 6562702:galausd:triple_gx:lsma220_110_20 | 6562702:GALAUSD |
|---|---|---|
| Best Day | 47.68% | 47.68% |
| Worst Day | -20.92% | -20.92% |
| Best Week | 115.91% | 115.91% |
| Worst Week | -20.61% | -33.29% |
| Best Month | 124.11% | 221.62% |
| Worst Month | -27.42% | -40.46% |
| Best Year | 304.75% | 82.58% |
| Worst Year | -51.17% | -74.83% |
| Avg. Up Day | 5.49% | 5.51% |
| Avg. Down Day | -3.89% | -4.67% |
| Avg. Up Week | 17.98% | 22.04% |
| Avg. Down Week | -7.92% | -10.52% |
| Avg. Up Month | 43.8% | 57.09% |
| Avg. Down Month | -8.12% | -19.77% |
| Win Days % | 47.65% | 49.31% |
| Win Month % | 48.39% | 37.84% |
| Win Week % | 53.01% | 40.74% |
| Win Quarter % | 61.54% | 38.46% |
| Win Year % | 75.0% | 50.0% |