| Metric | 7176759:nearusd:triple_gx:lsma235_85_25 | 7176759:NEARUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | -17.66% | -71.49% |
| Max Drawdown | -64.03% | -77.91% |
| Sharpe | 0.08 | -0.35 |
| Sortino | 0.11 | -0.5 |
| Payoff Ratio | 1.01 | 0.81 |
| Profit Factor | 1.02 | 0.95 |
| Common Sense Ratio | 1.06 | 0.86 |
| CPC Index | 0.49 | 0.39 |
| Tail Ratio | 1.04 | 0.9 |
| Outlier Win Ratio | 10.18 | 2.8 |
| Outlier Loss Ratio | 3.31 | 2.63 |
| Volatility (ann.) | 59.01% | 99.35% |
| R^2 | 0.35 | 0.35 |
| Calmar | -0.19 | -0.73 |
| Skew | 0.17 | 0.45 |
| Kurtosis | 5.58 | 3.02 |
| Expected Daily % | -0.04% | -0.23% |
| Expected Monthly % | -1.02% | -6.39% |
| Expected Yearly % | -9.26% | -46.61% |
| Kelly Criterion | -3.64% | -11.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.07% | -8.65% |
| Expected Shortfall (cVaR) | -5.07% | -8.65% |
| Year | 7176759:NEARUSD | 7176759:nearusd:triple_gx:lsma235_85_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -38.88 | 117.33 | -3.02 | + |
| 2025 | -53.36 | -62.11 | 1.16 | - |
| Metric | 7176759:nearusd:triple_gx:lsma235_85_25 | 7176759:NEARUSD |
|---|---|---|
| MTD | -17.52% | 8.96% |
| 3M | -28.76% | -15.65% |
| 6M | -37.78% | -18.24% |
| YTD | -62.11% | -53.36% |
| 1Y | -49.6% | -58.87% |
| 3Y (ann.) | -12.12% | -56.59% |
| 5Y (ann.) | -12.12% | -56.59% |
| Metric | 7176759:nearusd:triple_gx:lsma235_85_25 | 7176759:NEARUSD |
|---|---|---|
| Max Drawdown | -64.03% | -77.91% |
| Longest DD Days | 298.0 | 544.0 |
| Avg. Drawdown | -10.73% | -40.58% |
| Avg. Drawdown Days | 31.0 | 273.0 |
| Recovery Factor | -0.28 | -0.92 |
| Ulcer Index | inf | 1.15 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-11-16 | -64.03 | 298 |
| 2024-09-29 | 2024-11-09 | -17.74 | 41 |
| 2024-07-20 | 2024-08-13 | -16.98 | 24 |
| 2024-08-14 | 2024-09-24 | -12.66 | 41 |
| 2024-12-14 | 2025-01-20 | -9.91 | 37 |
| 2024-06-26 | 2024-07-16 | -9.15 | 20 |
| 2024-11-19 | 2024-11-22 | -8.95 | 3 |
| 2024-11-12 | 2024-11-16 | -7.04 | 4 |
| 2024-11-25 | 2024-11-28 | -6.12 | 3 |
| 2024-11-17 | 2024-11-18 | -4.21 | 1 |
| Metric | 7176759:nearusd:triple_gx:lsma235_85_25 | 7176759:NEARUSD |
|---|---|---|
| Best Day | 17.87% | 31.81% |
| Worst Day | -14.69% | -17.06% |
| Best Week | 28.3% | 31.87% |
| Worst Week | -16.69% | -30.59% |
| Best Month | 83.33% | 73.26% |
| Worst Month | -17.52% | -33.64% |
| Best Year | 117.33% | -38.88% |
| Worst Year | -62.11% | -53.36% |
| Avg. Up Day | 3.59% | 3.61% |
| Avg. Down Day | -3.54% | -4.46% |
| Avg. Up Week | 7.23% | 12.61% |
| Avg. Down Week | -6.48% | -10.56% |
| Avg. Up Month | 45.75% | 52.25% |
| Avg. Down Month | -7.87% | -13.78% |
| Win Days % | 47.86% | 50.0% |
| Win Month % | 38.89% | 26.32% |
| Win Week % | 45.28% | 39.51% |
| Win Quarter % | 42.86% | 14.29% |
| Win Year % | 50.0% | 0.0% |