| Metric | 7176639:nearusd:triple_gx:lsma235_80_25 | 7176639:NEARUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 1,271.82% | 133.76% |
| Max Drawdown | -44.33% | -78.56% |
| Sharpe | 1.78 | 0.82 |
| Sortino | 3.27 | 1.3 |
| Payoff Ratio | 1.31 | 1.11 |
| Profit Factor | 1.53 | 1.13 |
| Common Sense Ratio | 2.11 | 1.24 |
| CPC Index | 1.04 | 0.62 |
| Tail Ratio | 1.38 | 1.1 |
| Outlier Win Ratio | 11.71 | 3.61 |
| Outlier Loss Ratio | 3.28 | 2.99 |
| Volatility (ann.) | 71.48% | 101.08% |
| R^2 | 0.5 | 0.5 |
| Calmar | 4.04 | 0.5 |
| Skew | 2.27 | 0.8 |
| Kurtosis | 19.13 | 4.42 |
| Expected Daily % | 0.28% | 0.09% |
| Expected Monthly % | 8.81% | 2.78% |
| Expected Yearly % | 139.39% | 32.72% |
| Kelly Criterion | 14.99% | 4.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.81% | -8.47% |
| Expected Shortfall (cVaR) | -5.81% | -8.47% |
| Year | 7176639:NEARUSD | 7176639:nearusd:triple_gx:lsma235_80_25 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 186.19 | 313.58 | 1.68 | + |
| 2024 | 34.42 | 407.08 | 11.83 | + |
| 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.) | 179.18% | 39.5% |
| 5Y (ann.) | 179.18% | 39.5% |
| Metric | 7176639:nearusd:triple_gx:lsma235_80_25 | 7176639:NEARUSD |
|---|---|---|
| Max Drawdown | -44.33% | -78.56% |
| Longest DD Days | 270.0 | 492.0 |
| Avg. Drawdown | -8.16% | -14.56% |
| Avg. Drawdown Days | 22.0 | 50.0 |
| Recovery Factor | 28.69 | 1.7 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-07-20 | -44.33 | 179 |
| 2024-03-15 | 2024-04-22 | -28.24 | 38 |
| 2023-01-30 | 2023-10-27 | -27.09 | 270 |
| 2023-12-27 | 2024-03-06 | -25.33 | 70 |
| 2024-09-29 | 2024-11-09 | -17.45 | 41 |
| 2024-08-14 | 2024-09-26 | -15.64 | 43 |
| 2023-01-15 | 2023-01-20 | -12.36 | 5 |
| 2023-11-21 | 2023-12-19 | -12.22 | 28 |
| 2023-11-06 | 2023-11-12 | -12.22 | 6 |
| 2023-11-13 | 2023-11-16 | -9.81 | 3 |
| Metric | 7176639:nearusd:triple_gx:lsma235_80_25 | 7176639:NEARUSD |
|---|---|---|
| Best Day | 38.81% | 38.81% |
| Worst Day | -15.59% | -16.86% |
| Best Week | 48.08% | 53.56% |
| Worst Week | -16.69% | -30.59% |
| Best Month | 92.11% | 94.04% |
| Worst Month | -16.78% | -33.64% |
| Best Year | 407.08% | 186.19% |
| Worst Year | -34.59% | -39.23% |
| Avg. Up Day | 4.71% | 4.72% |
| Avg. Down Day | -3.6% | -4.27% |
| Avg. Up Week | 11.88% | 16.04% |
| Avg. Down Week | -5.68% | -8.61% |
| Avg. Up Month | 45.0% | 58.38% |
| Avg. Down Month | -7.09% | -13.11% |
| Win Days % | 51.83% | 49.95% |
| Win Month % | 62.07% | 32.26% |
| Win Week % | 57.14% | 44.85% |
| Win Quarter % | 72.73% | 36.36% |
| Win Year % | 66.67% | 66.67% |