| Metric | 7173128:nearusd:triple_gx:lsma215_45_20 | 7173128:NEARUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | -41.09% | -62.86% |
| Max Drawdown | -60.85% | -77.09% |
| Sharpe | -0.42 | -0.38 |
| Sortino | -0.58 | -0.54 |
| Payoff Ratio | 0.97 | 0.8 |
| Profit Factor | 0.91 | 0.95 |
| Common Sense Ratio | 0.9 | 0.86 |
| CPC Index | 0.41 | 0.38 |
| Tail Ratio | 0.99 | 0.91 |
| Outlier Win Ratio | 12.1 | 2.99 |
| Outlier Loss Ratio | 2.97 | 2.66 |
| Volatility (ann.) | 61.4% | 97.12% |
| R^2 | 0.4 | 0.4 |
| Calmar | -0.59 | -0.74 |
| Skew | -0.03 | 0.15 |
| Kurtosis | 7.0 | 0.98 |
| Expected Daily % | -0.12% | -0.23% |
| Expected Monthly % | -3.47% | -6.39% |
| Expected Yearly % | -23.25% | -39.06% |
| Kelly Criterion | -9.93% | -12.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.36% | -8.46% |
| Expected Shortfall (cVaR) | -5.36% | -8.46% |
| Year | 7173128:NEARUSD | 7173128:nearusd:triple_gx:lsma215_45_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -38.88 | 25.54 | -0.66 | + |
| 2025 | -39.23 | -53.08 | 1.35 | - |
| Metric | 7173128:nearusd:triple_gx:lsma215_45_20 | 7173128:NEARUSD |
|---|---|---|
| MTD | -3.02% | 38.65% |
| 3M | -16.86% | 44.92% |
| 6M | -53.08% | -48.26% |
| YTD | -53.08% | -39.23% |
| 1Y | -46.49% | -53.74% |
| 3Y (ann.) | -36.18% | -56.86% |
| 5Y (ann.) | -36.18% | -56.86% |
| Metric | 7173128:nearusd:triple_gx:lsma215_45_20 | 7173128:NEARUSD |
|---|---|---|
| Max Drawdown | -60.85% | -77.09% |
| Longest DD Days | 214.0 | 425.0 |
| Avg. Drawdown | -14.86% | -40.17% |
| Avg. Drawdown Days | 39.0 | 214.0 |
| Recovery Factor | -0.68 | -0.82 |
| Ulcer Index | inf | 1.18 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-07-20 | -60.85 | 214 |
| 2024-07-28 | 2024-11-11 | -34.07 | 106 |
| 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 |
| 2024-06-27 | 2024-07-12 | -5.70 | 15 |
| 2024-11-17 | 2024-11-18 | -4.21 | 1 |
| 2024-06-22 | 2024-06-25 | -4.09 | 3 |
| 2024-07-15 | 2024-07-16 | -0.18 | 1 |
| Metric | 7173128:nearusd:triple_gx:lsma215_45_20 | 7173128:NEARUSD |
|---|---|---|
| Best Day | 17.87% | 19.78% |
| Worst Day | -16.43% | -16.86% |
| Best Week | 28.3% | 28.3% |
| Worst Week | -17.45% | -30.59% |
| Best Month | 67.42% | 73.26% |
| Worst Month | -25.93% | -33.64% |
| Best Year | 25.54% | -38.88% |
| Worst Year | -53.08% | -39.23% |
| Avg. Up Day | 3.94% | 3.96% |
| Avg. Down Day | -4.04% | -4.93% |
| Avg. Up Week | 7.53% | 12.8% |
| Avg. Down Week | -7.23% | -12.22% |
| Avg. Up Month | 37.82% | 52.25% |
| Avg. Down Month | -12.16% | -17.85% |
| Win Days % | 45.76% | 49.88% |
| Win Month % | 28.57% | 20.0% |
| Win Week % | 45.0% | 40.62% |
| Win Quarter % | 16.67% | 16.67% |
| Win Year % | 50.0% | 0.0% |