| Metric | 7177928:nearusd:triple_gx:lsma235_45_30 | 7177928:NEARUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | -48.36% | -71.49% |
| Max Drawdown | -70.55% | -77.91% |
| Sharpe | -0.54 | -0.35 |
| Sortino | -0.77 | -0.5 |
| Payoff Ratio | 1.02 | 0.85 |
| Profit Factor | 0.89 | 0.95 |
| Common Sense Ratio | 0.84 | 0.86 |
| CPC Index | 0.4 | 0.41 |
| Tail Ratio | 0.94 | 0.9 |
| Outlier Win Ratio | 12.41 | 2.8 |
| Outlier Loss Ratio | 3.43 | 2.58 |
| Volatility (ann.) | 54.2% | 99.35% |
| R^2 | 0.3 | 0.3 |
| Calmar | -0.5 | -0.73 |
| Skew | 0.56 | 0.45 |
| Kurtosis | 6.96 | 3.02 |
| Expected Daily % | -0.12% | -0.23% |
| Expected Monthly % | -3.42% | -6.39% |
| Expected Yearly % | -28.14% | -46.61% |
| Kelly Criterion | -12.03% | -8.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.75% | -8.65% |
| Expected Shortfall (cVaR) | -4.75% | -8.65% |
| Year | 7177928:NEARUSD | 7177928:nearusd:triple_gx:lsma235_45_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -38.88 | 61.49 | -1.58 | + |
| 2025 | -53.36 | -68.02 | 1.27 | - |
| Metric | 7177928:nearusd:triple_gx:lsma235_45_30 | 7177928:NEARUSD |
|---|---|---|
| MTD | -25.91% | 8.96% |
| 3M | -42.37% | -15.65% |
| 6M | -44.35% | -18.24% |
| YTD | -68.02% | -53.36% |
| 1Y | -60.76% | -58.87% |
| 3Y (ann.) | -35.56% | -56.59% |
| 5Y (ann.) | -35.56% | -56.59% |
| Metric | 7177928:nearusd:triple_gx:lsma235_45_30 | 7177928:NEARUSD |
|---|---|---|
| Max Drawdown | -70.55% | -77.91% |
| Longest DD Days | 326.0 | 544.0 |
| Avg. Drawdown | -13.18% | -40.58% |
| Avg. Drawdown Days | 45.0 | 273.0 |
| Recovery Factor | -0.69 | -0.92 |
| Ulcer Index | inf | 1.15 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-25 | 2025-11-16 | -70.55 | 326 |
| 2024-08-14 | 2024-11-09 | -20.72 | 87 |
| 2024-06-26 | 2024-08-13 | -15.88 | 48 |
| 2024-11-19 | 2024-11-22 | -8.95 | 3 |
| 2024-11-12 | 2024-11-16 | -7.04 | 4 |
| 2024-12-21 | 2024-12-23 | -6.15 | 2 |
| 2024-11-25 | 2024-11-28 | -6.12 | 3 |
| 2024-11-17 | 2024-11-18 | -4.21 | 1 |
| 2024-06-22 | 2024-06-25 | -4.09 | 3 |
| 2024-11-29 | 2024-12-20 | -1.06 | 21 |
| Metric | 7177928:nearusd:triple_gx:lsma235_45_30 | 7177928:NEARUSD |
|---|---|---|
| Best Day | 17.87% | 31.81% |
| Worst Day | -11.54% | -17.06% |
| Best Week | 28.3% | 31.87% |
| Worst Week | -23.71% | -30.59% |
| Best Month | 71.81% | 73.26% |
| Worst Month | -25.91% | -33.64% |
| Best Year | 61.49% | -38.88% |
| Worst Year | -68.02% | -53.36% |
| Avg. Up Day | 3.55% | 3.57% |
| Avg. Down Day | -3.48% | -4.18% |
| Avg. Up Week | 7.13% | 12.73% |
| Avg. Down Week | -6.01% | -9.79% |
| Avg. Up Month | 71.81% | 73.26% |
| Avg. Down Month | -8.26% | -15.39% |
| Win Days % | 43.4% | 50.0% |
| Win Month % | 22.22% | 26.32% |
| Win Week % | 35.29% | 39.51% |
| Win Quarter % | 28.57% | 14.29% |
| Win Year % | 50.0% | 0.0% |