| Metric | 7173143:nearusd:triple_gx:lsma225_45_20 | 7173143:NEARUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | -47.31% | -62.86% |
| Max Drawdown | -60.85% | -77.09% |
| Sharpe | -0.58 | -0.38 |
| Sortino | -0.79 | -0.54 |
| Payoff Ratio | 0.98 | 0.81 |
| Profit Factor | 0.88 | 0.95 |
| Common Sense Ratio | 0.85 | 0.86 |
| CPC Index | 0.39 | 0.39 |
| Tail Ratio | 0.96 | 0.91 |
| Outlier Win Ratio | 12.42 | 2.99 |
| Outlier Loss Ratio | 2.95 | 2.66 |
| Volatility (ann.) | 61.15% | 97.12% |
| R^2 | 0.4 | 0.4 |
| Calmar | -0.69 | -0.74 |
| Skew | -0.03 | 0.15 |
| Kurtosis | 7.12 | 0.98 |
| Expected Daily % | -0.15% | -0.23% |
| Expected Monthly % | -4.18% | -6.39% |
| Expected Yearly % | -27.41% | -39.06% |
| Kelly Criterion | -11.67% | -11.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.36% | -8.46% |
| Expected Shortfall (cVaR) | -5.36% | -8.46% |
| Year | 7173143:NEARUSD | 7173143:nearusd:triple_gx:lsma225_45_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -38.88 | 12.30 | -0.32 | + |
| 2025 | -39.23 | -53.08 | 1.35 | - |
| Metric | 7173143:nearusd:triple_gx:lsma225_45_20 | 7173143:NEARUSD |
|---|---|---|
| MTD | -3.02% | 38.65% |
| 3M | -16.86% | 44.92% |
| 6M | -53.08% | -48.26% |
| YTD | -53.08% | -39.23% |
| 1Y | -49.83% | -53.74% |
| 3Y (ann.) | -41.95% | -56.86% |
| 5Y (ann.) | -41.95% | -56.86% |
| Metric | 7173143:nearusd:triple_gx:lsma225_45_20 | 7173143:NEARUSD |
|---|---|---|
| Max Drawdown | -60.85% | -77.09% |
| Longest DD Days | 214.0 | 425.0 |
| Avg. Drawdown | -17.47% | -40.17% |
| Avg. Drawdown Days | 44.0 | 214.0 |
| Recovery Factor | -0.78 | -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 | -35.83 | 106 |
| 2024-06-26 | 2024-07-16 | -10.26 | 20 |
| 2024-11-19 | 2024-11-22 | -8.95 | 3 |
| 2024-06-17 | 2024-06-21 | -8.56 | 4 |
| 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 |
| Metric | 7173143:nearusd:triple_gx:lsma225_45_20 | 7173143: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 | 70.56% | 73.26% |
| Worst Month | -25.93% | -33.64% |
| Best Year | 12.3% | -38.88% |
| Worst Year | -53.08% | -39.23% |
| Avg. Up Day | 3.98% | 4.0% |
| Avg. Down Day | -4.08% | -4.92% |
| Avg. Up Week | 6.97% | 12.8% |
| Avg. Down Week | -7.84% | -11.87% |
| Avg. Up Month | 70.56% | 73.26% |
| Avg. Down Month | -12.49% | -17.85% |
| Win Days % | 44.83% | 49.88% |
| Win Month % | 21.43% | 20.0% |
| Win Week % | 46.15% | 40.62% |
| Win Quarter % | 16.67% | 16.67% |
| Win Year % | 50.0% | 0.0% |