| Metric | 7173124:nearusd:triple_gx:lsma205_45_20 | 7173124:NEARUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | -25.89% | -71.49% |
| Max Drawdown | -66.46% | -77.91% |
| Sharpe | 0.02 | -0.35 |
| Sortino | 0.03 | -0.5 |
| Payoff Ratio | 1.06 | 0.86 |
| Profit Factor | 1.0 | 0.95 |
| Common Sense Ratio | 1.09 | 0.86 |
| CPC Index | 0.49 | 0.41 |
| Tail Ratio | 1.08 | 0.9 |
| Outlier Win Ratio | 10.58 | 3.01 |
| Outlier Loss Ratio | 3.03 | 2.63 |
| Volatility (ann.) | 66.27% | 99.35% |
| R^2 | 0.45 | 0.45 |
| Calmar | -0.27 | -0.73 |
| Skew | 1.48 | 0.45 |
| Kurtosis | 15.87 | 3.02 |
| Expected Daily % | -0.05% | -0.23% |
| Expected Monthly % | -1.56% | -6.39% |
| Expected Yearly % | -13.91% | -46.61% |
| Kelly Criterion | -4.23% | -8.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.7% | -8.65% |
| Expected Shortfall (cVaR) | -5.7% | -8.65% |
| Year | 7173124:NEARUSD | 7173124:nearusd:triple_gx:lsma205_45_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -38.88 | 45.51 | -1.17 | + |
| 2025 | -53.36 | -49.07 | 0.92 | + |
| Metric | 7173124:nearusd:triple_gx:lsma205_45_20 | 7173124:NEARUSD |
|---|---|---|
| MTD | 24.63% | 8.96% |
| 3M | 12.45% | -15.65% |
| 6M | -9.48% | -18.24% |
| YTD | -49.07% | -53.36% |
| 1Y | -49.58% | -58.87% |
| 3Y (ann.) | -18.06% | -56.59% |
| 5Y (ann.) | -18.06% | -56.59% |
| Metric | 7173124:nearusd:triple_gx:lsma205_45_20 | 7173124:NEARUSD |
|---|---|---|
| Max Drawdown | -66.46% | -77.91% |
| Longest DD Days | 333.0 | 544.0 |
| Avg. Drawdown | -13.55% | -40.58% |
| Avg. Drawdown Days | 42.0 | 273.0 |
| Recovery Factor | -0.39 | -0.92 |
| Ulcer Index | inf | 1.15 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-11-16 | -66.46 | 333 |
| 2024-08-03 | 2024-09-26 | -22.06 | 54 |
| 2024-09-29 | 2024-11-06 | -16.80 | 38 |
| 2024-06-26 | 2024-07-16 | -9.03 | 20 |
| 2024-11-19 | 2024-11-22 | -8.95 | 3 |
| 2024-06-14 | 2024-06-21 | -8.63 | 7 |
| 2024-11-12 | 2024-11-16 | -7.04 | 4 |
| 2024-11-17 | 2024-11-18 | -4.21 | 1 |
| 2024-06-22 | 2024-06-25 | -4.09 | 3 |
| 2024-09-27 | 2024-09-28 | -1.73 | 1 |
| Metric | 7173124:nearusd:triple_gx:lsma205_45_20 | 7173124:NEARUSD |
|---|---|---|
| Best Day | 31.81% | 31.81% |
| Worst Day | -14.69% | -17.06% |
| Best Week | 50.83% | 31.87% |
| Worst Week | -16.69% | -30.59% |
| Best Month | 70.56% | 73.26% |
| Worst Month | -17.46% | -33.64% |
| Best Year | 45.51% | -38.88% |
| Worst Year | -49.07% | -53.36% |
| Avg. Up Day | 4.13% | 4.15% |
| Avg. Down Day | -3.88% | -4.83% |
| Avg. Up Week | 9.96% | 13.02% |
| Avg. Down Week | -6.63% | -11.46% |
| Avg. Up Month | 34.32% | 37.82% |
| Avg. Down Month | -10.33% | -16.72% |
| Win Days % | 46.28% | 50.0% |
| Win Month % | 33.33% | 26.32% |
| Win Week % | 40.74% | 39.51% |
| Win Quarter % | 42.86% | 14.29% |
| Win Year % | 50.0% | 0.0% |