| Metric | 6570444:galausd:triple_gx:lsma210_80_40 | 6570444:GALAUSD |
|---|---|---|
| Time in Market | 32.0% | 99.0% |
| Cumulative Return | 1,078.60% | -62.18% |
| Max Drawdown | -40.16% | -84.64% |
| Sharpe | 1.57 | 0.23 |
| Sortino | 3.15 | 0.37 |
| Payoff Ratio | 1.35 | 1.17 |
| Profit Factor | 1.56 | 1.04 |
| Common Sense Ratio | 1.93 | 1.06 |
| CPC Index | 1.1 | 0.6 |
| Tail Ratio | 1.23 | 1.02 |
| Outlier Win Ratio | 14.13 | 3.61 |
| Outlier Loss Ratio | 3.03 | 2.89 |
| Volatility (ann.) | 78.97% | 116.02% |
| R^2 | 0.47 | 0.47 |
| Calmar | 3.97 | -0.37 |
| Skew | 3.94 | 1.27 |
| Kurtosis | 38.52 | 8.51 |
| Expected Daily % | 0.26% | -0.1% |
| Expected Monthly % | 8.01% | -2.99% |
| Expected Yearly % | 85.29% | -21.58% |
| Kelly Criterion | 16.98% | 5.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.46% | -9.91% |
| Expected Shortfall (cVaR) | -6.46% | -9.91% |
| Year | 6570444:GALAUSD | 6570444:galausd:triple_gx:lsma210_80_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.08 | -1.57 | 0.03 | + |
| 2023 | 82.58 | 438.35 | 5.31 | + |
| 2024 | 12.27 | 165.04 | 13.45 | + |
| 2025 | -51.34 | -16.08 | 0.31 | + |
| Metric | 6570444:galausd:triple_gx:lsma210_80_40 | 6570444:GALAUSD |
|---|---|---|
| MTD | -14.71% | -1.74% |
| 3M | -14.71% | -16.6% |
| 6M | 7.13% | -58.27% |
| YTD | -16.08% | -51.34% |
| 1Y | 41.65% | -61.13% |
| 3Y (ann.) | 159.56% | -31.34% |
| 5Y (ann.) | 159.56% | -31.34% |
| Metric | 6570444:galausd:triple_gx:lsma210_80_40 | 6570444:GALAUSD |
|---|---|---|
| Max Drawdown | -40.16% | -84.64% |
| Longest DD Days | 258.0 | 446.0 |
| Avg. Drawdown | -12.14% | -49.66% |
| Avg. Drawdown Days | 40.0 | 187.0 |
| Recovery Factor | 26.86 | -0.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-11 | 2024-11-24 | -40.16 | 258 |
| 2024-12-08 | 2025-05-31 | -31.07 | 174 |
| 2022-11-12 | 2023-01-08 | -22.94 | 57 |
| 2023-01-30 | 2023-03-13 | -16.39 | 42 |
| 2024-03-03 | 2024-03-09 | -14.01 | 6 |
| 2023-11-12 | 2023-11-17 | -13.77 | 5 |
| 2023-11-18 | 2024-03-02 | -13.64 | 105 |
| 2023-10-30 | 2023-11-06 | -12.44 | 7 |
| 2023-10-05 | 2023-10-23 | -12.40 | 18 |
| 2023-01-14 | 2023-01-23 | -11.87 | 9 |
| Metric | 6570444:galausd:triple_gx:lsma210_80_40 | 6570444:GALAUSD |
|---|---|---|
| Best Day | 47.68% | 47.68% |
| Worst Day | -20.92% | -22.16% |
| Best Week | 115.91% | 115.91% |
| Worst Week | -15.08% | -33.29% |
| Best Month | 127.54% | 221.62% |
| Worst Month | -14.71% | -40.46% |
| Best Year | 438.35% | 82.58% |
| Worst Year | -16.08% | -62.08% |
| Avg. Up Day | 5.63% | 5.64% |
| Avg. Down Day | -4.17% | -4.8% |
| Avg. Up Week | 18.21% | 21.22% |
| Avg. Down Week | -6.18% | -10.72% |
| Avg. Up Month | 53.57% | 81.96% |
| Avg. Down Month | -5.64% | -21.53% |
| Win Days % | 52.32% | 49.03% |
| Win Month % | 52.63% | 34.38% |
| Win Week % | 51.67% | 40.29% |
| Win Quarter % | 40.0% | 45.45% |
| Win Year % | 50.0% | 50.0% |