| Metric | 7173143:nearusd:triple_gx:lsma225_45_20 | 7173143:NEARUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 421.82% | 125.44% |
| Max Drawdown | -60.85% | -78.56% |
| Sharpe | 1.24 | 0.8 |
| Sortino | 2.16 | 1.27 |
| Payoff Ratio | 1.34 | 1.12 |
| Profit Factor | 1.35 | 1.12 |
| Common Sense Ratio | 1.67 | 1.24 |
| CPC Index | 0.88 | 0.62 |
| Tail Ratio | 1.23 | 1.1 |
| Outlier Win Ratio | 12.56 | 3.63 |
| Outlier Loss Ratio | 3.12 | 3.0 |
| Volatility (ann.) | 71.79% | 100.61% |
| R^2 | 0.51 | 0.51 |
| Calmar | 1.48 | 0.47 |
| Skew | 2.12 | 0.81 |
| Kurtosis | 19.26 | 4.49 |
| Expected Daily % | 0.18% | 0.09% |
| Expected Monthly % | 5.3% | 2.57% |
| Expected Yearly % | 51.14% | 22.53% |
| Kelly Criterion | 9.67% | 4.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.94% | -8.44% |
| Expected Shortfall (cVaR) | -5.94% | -8.44% |
| Year | 7173143:NEARUSD | 7173143:nearusd:triple_gx:lsma225_45_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -5.22 | 0.65 | -0.12 | + |
| 2023 | 191.21 | 336.26 | 1.76 | + |
| 2024 | 34.42 | 153.26 | 4.45 | + |
| 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.) | 89.81% | 37.07% |
| 5Y (ann.) | 89.81% | 37.07% |
| Metric | 7173143:nearusd:triple_gx:lsma225_45_20 | 7173143:NEARUSD |
|---|---|---|
| Max Drawdown | -60.85% | -78.56% |
| Longest DD Days | 253.0 | 492.0 |
| Avg. Drawdown | -9.76% | -13.56% |
| Avg. Drawdown Days | 27.0 | 46.0 |
| Recovery Factor | 6.93 | 1.6 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-07-20 | -60.85 | 214 |
| 2023-02-21 | 2023-11-01 | -37.00 | 253 |
| 2024-07-28 | 2024-11-11 | -35.83 | 106 |
| 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 |
| 2024-06-26 | 2024-07-16 | -10.26 | 20 |
| 2023-11-13 | 2023-11-16 | -9.81 | 3 |
| 2024-11-19 | 2024-11-22 | -8.95 | 3 |
| Metric | 7173143:nearusd:triple_gx:lsma225_45_20 | 7173143: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 | 336.26% | 191.21% |
| Worst Year | -53.08% | -39.23% |
| Avg. Up Day | 5.03% | 5.05% |
| Avg. Down Day | -3.74% | -4.53% |
| Avg. Up Week | 11.44% | 16.11% |
| Avg. Down Week | -7.05% | -10.57% |
| Avg. Up Month | 58.69% | 66.72% |
| Avg. Down Month | -9.67% | -13.71% |
| Win Days % | 48.2% | 49.84% |
| Win Month % | 43.33% | 31.25% |
| Win Week % | 56.41% | 44.6% |
| Win Quarter % | 58.33% | 33.33% |
| Win Year % | 75.0% | 50.0% |