| Metric | 7175290:nearusd:triple_gx:lsma225_35_25 | 7175290:NEARUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 935.49% | 125.44% |
| Max Drawdown | -53.51% | -78.56% |
| Sharpe | 1.63 | 0.8 |
| Sortino | 3.04 | 1.27 |
| Payoff Ratio | 1.4 | 1.11 |
| Profit Factor | 1.52 | 1.12 |
| Common Sense Ratio | 2.21 | 1.24 |
| CPC Index | 1.06 | 0.62 |
| Tail Ratio | 1.46 | 1.1 |
| Outlier Win Ratio | 12.95 | 3.63 |
| Outlier Loss Ratio | 3.21 | 2.94 |
| Volatility (ann.) | 70.04% | 100.61% |
| R^2 | 0.49 | 0.49 |
| Calmar | 2.76 | 0.47 |
| Skew | 2.46 | 0.81 |
| Kurtosis | 20.89 | 4.49 |
| Expected Daily % | 0.25% | 0.09% |
| Expected Monthly % | 7.58% | 2.57% |
| Expected Yearly % | 79.38% | 22.53% |
| Kelly Criterion | 14.26% | 4.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.72% | -8.44% |
| Expected Shortfall (cVaR) | -5.72% | -8.44% |
| Year | 7175290:NEARUSD | 7175290:nearusd:triple_gx:lsma225_35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -5.22 | 2.99 | -0.57 | + |
| 2023 | 191.21 | 291.43 | 1.52 | + |
| 2024 | 34.42 | 328.18 | 9.53 | + |
| 2025 | -39.23 | -40.01 | 1.02 | - |
| Metric | 7175290:nearusd:triple_gx:lsma225_35_25 | 7175290:NEARUSD |
|---|---|---|
| MTD | 5.1% | 38.65% |
| 3M | -1.68% | 44.92% |
| 6M | -40.01% | -48.26% |
| YTD | -40.01% | -39.23% |
| 1Y | -17.8% | -53.74% |
| 3Y (ann.) | 147.6% | 37.07% |
| 5Y (ann.) | 147.6% | 37.07% |
| Metric | 7175290:nearusd:triple_gx:lsma225_35_25 | 7175290:NEARUSD |
|---|---|---|
| Max Drawdown | -53.51% | -78.56% |
| Longest DD Days | 257.0 | 492.0 |
| Avg. Drawdown | -9.62% | -13.56% |
| Avg. Drawdown Days | 28.0 | 46.0 |
| Recovery Factor | 17.48 | 1.6 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-07-20 | -53.51 | 179 |
| 2023-02-21 | 2023-11-05 | -38.47 | 257 |
| 2024-07-20 | 2024-11-11 | -31.67 | 114 |
| 2024-03-15 | 2024-04-22 | -28.24 | 38 |
| 2023-12-27 | 2024-03-06 | -15.90 | 70 |
| 2023-01-15 | 2023-01-20 | -12.36 | 5 |
| 2023-11-06 | 2023-11-12 | -12.22 | 6 |
| 2024-12-14 | 2025-01-21 | -11.43 | 38 |
| 2023-11-13 | 2023-11-16 | -9.81 | 3 |
| 2024-11-19 | 2024-11-22 | -8.95 | 3 |
| Metric | 7175290:nearusd:triple_gx:lsma225_35_25 | 7175290:NEARUSD |
|---|---|---|
| Best Day | 38.81% | 38.81% |
| Worst Day | -15.59% | -16.86% |
| Best Week | 53.56% | 53.56% |
| Worst Week | -16.69% | -30.59% |
| Best Month | 78.19% | 94.04% |
| Worst Month | -22.05% | -33.64% |
| Best Year | 328.18% | 191.21% |
| Worst Year | -40.01% | -39.23% |
| Avg. Up Day | 5.0% | 5.02% |
| Avg. Down Day | -3.57% | -4.52% |
| Avg. Up Week | 12.85% | 16.23% |
| Avg. Down Week | -6.73% | -10.37% |
| Avg. Up Month | 44.99% | 58.78% |
| Avg. Down Month | -10.37% | -13.05% |
| Win Days % | 50.0% | 49.84% |
| Win Month % | 58.62% | 31.25% |
| Win Week % | 59.46% | 44.6% |
| Win Quarter % | 75.0% | 33.33% |
| Win Year % | 75.0% | 50.0% |