| Metric | 7176639:nearusd:triple_gx:lsma235_80_25 | 7176639:NEARUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 54.59% | -62.86% |
| Max Drawdown | -44.33% | -77.09% |
| Sharpe | 0.94 | -0.38 |
| Sortino | 1.46 | -0.54 |
| Payoff Ratio | 1.04 | 0.79 |
| Profit Factor | 1.23 | 0.95 |
| Common Sense Ratio | 1.48 | 0.86 |
| CPC Index | 0.66 | 0.37 |
| Tail Ratio | 1.21 | 0.91 |
| Outlier Win Ratio | 12.02 | 3.02 |
| Outlier Loss Ratio | 3.21 | 2.5 |
| Volatility (ann.) | 55.7% | 97.12% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.01 | -0.74 |
| Skew | 0.72 | 0.15 |
| Kurtosis | 6.99 | 0.98 |
| Expected Daily % | 0.1% | -0.23% |
| Expected Monthly % | 2.95% | -6.39% |
| Expected Yearly % | 24.33% | -39.06% |
| Kelly Criterion | 4.86% | -13.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.65% | -8.46% |
| Expected Shortfall (cVaR) | -4.65% | -8.46% |
| Year | 7176639:NEARUSD | 7176639:nearusd:triple_gx:lsma235_80_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -38.88 | 136.32 | -3.51 | + |
| 2025 | -39.23 | -34.59 | 0.88 | + |
| Metric | 7176639:nearusd:triple_gx:lsma235_80_25 | 7176639:NEARUSD |
|---|---|---|
| MTD | 5.94% | 38.65% |
| 3M | -10.5% | 44.92% |
| 6M | -34.59% | -48.26% |
| YTD | -34.59% | -39.23% |
| 1Y | 25.88% | -53.74% |
| 3Y (ann.) | 44.74% | -56.86% |
| 5Y (ann.) | 44.74% | -56.86% |
| Metric | 7176639:nearusd:triple_gx:lsma235_80_25 | 7176639:NEARUSD |
|---|---|---|
| Max Drawdown | -44.33% | -77.09% |
| Longest DD Days | 179.0 | 425.0 |
| Avg. Drawdown | -7.96% | -40.17% |
| Avg. Drawdown Days | 20.0 | 214.0 |
| Recovery Factor | 1.23 | -0.82 |
| Ulcer Index | inf | 1.18 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-07-20 | -44.33 | 179 |
| 2024-09-29 | 2024-11-09 | -17.45 | 41 |
| 2024-08-14 | 2024-09-26 | -15.64 | 43 |
| 2024-06-26 | 2024-07-16 | -9.15 | 20 |
| 2024-11-19 | 2024-11-22 | -8.95 | 3 |
| 2024-08-11 | 2024-08-13 | -7.11 | 2 |
| 2024-11-12 | 2024-11-16 | -7.04 | 4 |
| 2024-12-20 | 2025-01-21 | -6.43 | 32 |
| 2024-11-25 | 2024-11-28 | -6.12 | 3 |
| 2024-11-17 | 2024-11-18 | -4.21 | 1 |
| Metric | 7176639:nearusd:triple_gx:lsma235_80_25 | 7176639:NEARUSD |
|---|---|---|
| Best Day | 17.87% | 19.78% |
| Worst Day | -11.54% | -16.86% |
| Best Week | 28.3% | 28.3% |
| Worst Week | -16.69% | -30.59% |
| Best Month | 83.33% | 73.26% |
| Worst Month | -16.78% | -33.64% |
| Best Year | 136.32% | -38.88% |
| Worst Year | -34.59% | -39.23% |
| Avg. Up Day | 3.67% | 3.7% |
| Avg. Down Day | -3.52% | -4.69% |
| Avg. Up Week | 7.69% | 14.13% |
| Avg. Down Week | -5.77% | -10.09% |
| Avg. Up Month | 31.59% | 47.72% |
| Avg. Down Month | -9.51% | -14.09% |
| Win Days % | 51.41% | 49.88% |
| Win Month % | 57.14% | 20.0% |
| Win Week % | 51.28% | 40.62% |
| Win Quarter % | 66.67% | 16.67% |
| Win Year % | 50.0% | 0.0% |