| Metric | 6572139:galausd:triple_gx:lsma215_80_45 | 6572139:GALAUSD |
|---|---|---|
| Time in Market | 33.0% | 99.0% |
| Cumulative Return | 14.48% | -62.34% |
| Max Drawdown | -46.84% | -79.22% |
| Sharpe | 0.52 | -0.31 |
| Sortino | 0.81 | -0.44 |
| Payoff Ratio | 1.18 | 1.09 |
| Profit Factor | 1.14 | 0.96 |
| Common Sense Ratio | 1.18 | 0.93 |
| CPC Index | 0.64 | 0.53 |
| Tail Ratio | 1.04 | 0.97 |
| Outlier Win Ratio | 15.37 | 3.46 |
| Outlier Loss Ratio | 2.72 | 2.41 |
| Volatility (ann.) | 66.23% | 108.95% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.3 | -0.77 |
| Skew | 0.67 | 0.05 |
| Kurtosis | 10.48 | 0.92 |
| Expected Daily % | 0.04% | -0.26% |
| Expected Monthly % | 1.05% | -7.24% |
| Expected Yearly % | 7.0% | -38.63% |
| Kelly Criterion | 3.17% | 5.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.61% | -9.47% |
| Expected Shortfall (cVaR) | -5.61% | -9.47% |
| Year | 6572139:GALAUSD | 6572139:galausd:triple_gx:lsma215_80_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -22.61 | 55.00 | -2.43 | + |
| 2025 | -51.34 | -26.14 | 0.51 | + |
| Metric | 6572139:galausd:triple_gx:lsma215_80_45 | 6572139:GALAUSD |
|---|---|---|
| MTD | -17.07% | -1.74% |
| 3M | -17.07% | -16.6% |
| 6M | -17.38% | -58.27% |
| YTD | -26.14% | -51.34% |
| 1Y | 14.48% | -61.13% |
| 3Y (ann.) | 13.87% | -60.86% |
| 5Y (ann.) | 13.87% | -60.86% |
| Metric | 6572139:galausd:triple_gx:lsma215_80_45 | 6572139:GALAUSD |
|---|---|---|
| Max Drawdown | -46.84% | -79.22% |
| Longest DD Days | 174.0 | 180.0 |
| Avg. Drawdown | -13.7% | -32.24% |
| Avg. Drawdown Days | 28.0 | 74.0 |
| Recovery Factor | 0.31 | -0.79 |
| Ulcer Index | inf | 1.11 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-05-31 | -46.84 | 174 |
| 2024-08-02 | 2024-08-24 | -21.25 | 22 |
| 2024-10-23 | 2024-11-18 | -21.22 | 26 |
| 2024-08-26 | 2024-10-14 | -15.11 | 49 |
| 2024-11-19 | 2024-11-23 | -11.71 | 4 |
| 2024-10-15 | 2024-10-19 | -8.19 | 4 |
| 2024-11-25 | 2024-11-28 | -7.83 | 3 |
| 2024-10-21 | 2024-10-22 | -2.49 | 1 |
| 2024-12-06 | 2024-12-07 | -1.75 | 1 |
| 2024-12-01 | 2024-12-02 | -0.63 | 1 |
| Metric | 6572139:galausd:triple_gx:lsma215_80_45 | 6572139:GALAUSD |
|---|---|---|
| Best Day | 18.46% | 18.46% |
| Worst Day | -20.92% | -20.92% |
| Best Week | 49.01% | 49.01% |
| Worst Week | -15.08% | -33.29% |
| Best Month | 75.79% | 126.43% |
| Worst Month | -17.07% | -37.16% |
| Best Year | 55.0% | -22.61% |
| Worst Year | -26.14% | -51.34% |
| Avg. Up Day | 5.08% | 5.08% |
| Avg. Down Day | -4.3% | -4.68% |
| Avg. Up Week | 17.33% | 20.03% |
| Avg. Down Week | -8.94% | -13.67% |
| Avg. Up Month | 75.79% | 126.43% |
| Avg. Down Month | -10.11% | -16.14% |
| Win Days % | 47.54% | 50.67% |
| Win Month % | 33.33% | 23.08% |
| Win Week % | 40.91% | 38.6% |
| Win Quarter % | 25.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |