| Metric | 7177739:nearusd:triple_gx:lsma200_40_30 | 7177739:NEARUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | -26.8% | -62.86% |
| Max Drawdown | -56.5% | -77.09% |
| Sharpe | -0.22 | -0.38 |
| Sortino | -0.31 | -0.54 |
| Payoff Ratio | 0.92 | 0.81 |
| Profit Factor | 0.95 | 0.95 |
| Common Sense Ratio | 0.92 | 0.86 |
| CPC Index | 0.42 | 0.38 |
| Tail Ratio | 0.96 | 0.91 |
| Outlier Win Ratio | 12.77 | 2.75 |
| Outlier Loss Ratio | 3.01 | 2.51 |
| Volatility (ann.) | 54.44% | 97.12% |
| R^2 | 0.31 | 0.31 |
| Calmar | -0.41 | -0.74 |
| Skew | 0.54 | 0.15 |
| Kurtosis | 7.63 | 0.98 |
| Expected Daily % | -0.07% | -0.23% |
| Expected Monthly % | -2.06% | -6.39% |
| Expected Yearly % | -14.44% | -39.06% |
| Kelly Criterion | -9.07% | -11.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.72% | -8.46% |
| Expected Shortfall (cVaR) | -4.72% | -8.46% |
| Year | 7177739:NEARUSD | 7177739:nearusd:triple_gx:lsma200_40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -38.88 | 26.94 | -0.69 | + |
| 2025 | -39.23 | -42.34 | 1.08 | - |
| Metric | 7177739:nearusd:triple_gx:lsma200_40_30 | 7177739:NEARUSD |
|---|---|---|
| MTD | 0.42% | 38.65% |
| 3M | -14.29% | 44.92% |
| 6M | -42.34% | -48.26% |
| YTD | -42.34% | -39.23% |
| 1Y | -33.83% | -53.74% |
| 3Y (ann.) | -23.27% | -56.86% |
| 5Y (ann.) | -23.27% | -56.86% |
| Metric | 7177739:nearusd:triple_gx:lsma200_40_30 | 7177739:NEARUSD |
|---|---|---|
| Max Drawdown | -56.5% | -77.09% |
| Longest DD Days | 215.0 | 425.0 |
| Avg. Drawdown | -11.74% | -40.17% |
| Avg. Drawdown Days | 30.0 | 214.0 |
| Recovery Factor | -0.47 | -0.82 |
| Ulcer Index | inf | 1.18 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-20 | -56.50 | 215 |
| 2024-09-14 | 2024-11-11 | -20.93 | 58 |
| 2024-08-14 | 2024-09-12 | -15.64 | 29 |
| 2024-06-26 | 2024-08-08 | -9.75 | 43 |
| 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 |
| 2024-11-24 | 2024-11-28 | -6.29 | 4 |
| 2024-11-17 | 2024-11-18 | -4.21 | 1 |
| 2024-06-22 | 2024-06-25 | -4.09 | 3 |
| Metric | 7177739:nearusd:triple_gx:lsma200_40_30 | 7177739: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 | 48.08% | 73.26% |
| Worst Month | -23.51% | -33.64% |
| Best Year | 26.94% | -38.88% |
| Worst Year | -42.34% | -39.23% |
| Avg. Up Day | 3.55% | 3.58% |
| Avg. Down Day | -3.85% | -4.41% |
| Avg. Up Week | 9.17% | 16.92% |
| Avg. Down Week | -6.49% | -10.46% |
| Avg. Up Month | 16.42% | 47.72% |
| Avg. Down Month | -13.43% | -16.95% |
| Win Days % | 47.62% | 49.88% |
| Win Month % | 50.0% | 20.0% |
| Win Week % | 35.14% | 40.62% |
| Win Quarter % | 66.67% | 16.67% |
| Win Year % | 50.0% | 0.0% |