| Metric | 7173128:nearusd:triple_gx:lsma215_45_20 | 7173128:NEARUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 453.91% | 82.59% |
| Max Drawdown | -60.85% | -78.56% |
| Sharpe | 1.26 | 0.72 |
| Sortino | 2.21 | 1.13 |
| Payoff Ratio | 1.35 | 1.1 |
| Profit Factor | 1.36 | 1.11 |
| Common Sense Ratio | 1.69 | 1.21 |
| CPC Index | 0.88 | 0.61 |
| Tail Ratio | 1.25 | 1.09 |
| Outlier Win Ratio | 12.39 | 3.63 |
| Outlier Loss Ratio | 3.24 | 3.01 |
| Volatility (ann.) | 71.71% | 100.79% |
| R^2 | 0.51 | 0.51 |
| Calmar | 1.53 | 0.33 |
| Skew | 2.12 | 0.79 |
| Kurtosis | 19.15 | 4.43 |
| Expected Daily % | 0.18% | 0.06% |
| Expected Monthly % | 5.5% | 1.9% |
| Expected Yearly % | 53.41% | 16.24% |
| Kelly Criterion | 9.49% | 4.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.93% | -8.48% |
| Expected Shortfall (cVaR) | -5.93% | -8.48% |
| Year | 7173128:NEARUSD | 7173128:nearusd:triple_gx:lsma215_45_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -23.24 | -6.17 | 0.27 | + |
| 2023 | 191.21 | 344.36 | 1.80 | + |
| 2024 | 34.42 | 183.13 | 5.32 | + |
| 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.) | 92.9% | 26.0% |
| 5Y (ann.) | 92.9% | 26.0% |
| Metric | 7173128:nearusd:triple_gx:lsma215_45_20 | 7173128:NEARUSD |
|---|---|---|
| Max Drawdown | -60.85% | -78.56% |
| Longest DD Days | 228.0 | 492.0 |
| Avg. Drawdown | -9.97% | -17.8% |
| Avg. Drawdown Days | 27.0 | 58.0 |
| Recovery Factor | 7.46 | 1.05 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-07-20 | -60.85 | 214 |
| 2024-07-28 | 2024-11-11 | -34.07 | 106 |
| 2023-03-18 | 2023-11-01 | -33.27 | 228 |
| 2024-03-15 | 2024-06-25 | -28.24 | 102 |
| 2023-12-27 | 2024-03-02 | -15.90 | 66 |
| 2023-01-15 | 2023-01-20 | -12.36 | 5 |
| 2023-11-06 | 2023-11-12 | -12.22 | 6 |
| 2022-12-13 | 2023-01-11 | -11.15 | 29 |
| 2023-02-21 | 2023-03-17 | -10.23 | 24 |
| 2023-11-13 | 2023-11-16 | -9.81 | 3 |
| Metric | 7173128:nearusd:triple_gx:lsma215_45_20 | 7173128:NEARUSD |
|---|---|---|
| Best Day | 38.81% | 38.81% |
| Worst Day | -16.43% | -16.86% |
| Best Week | 53.56% | 53.56% |
| Worst Week | -17.45% | -30.59% |
| Best Month | 78.19% | 94.04% |
| Worst Month | -25.93% | -33.64% |
| Best Year | 344.36% | 191.21% |
| Worst Year | -53.08% | -39.23% |
| Avg. Up Day | 4.97% | 4.99% |
| Avg. Down Day | -3.68% | -4.54% |
| Avg. Up Week | 11.85% | 16.53% |
| Avg. Down Week | -6.11% | -10.42% |
| Avg. Up Month | 50.48% | 61.65% |
| Avg. Down Month | -9.86% | -15.07% |
| Win Days % | 47.99% | 49.74% |
| Win Month % | 46.67% | 31.25% |
| Win Week % | 53.09% | 43.57% |
| Win Quarter % | 50.0% | 33.33% |
| Win Year % | 50.0% | 50.0% |