| Metric | 7178063:nearusd:triple_gx:lsma235_50_30 | 7178063:NEARUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 1.4% | -62.86% |
| Max Drawdown | -49.12% | -77.09% |
| Sharpe | 0.3 | -0.38 |
| Sortino | 0.44 | -0.54 |
| Payoff Ratio | 1.04 | 0.91 |
| Profit Factor | 1.07 | 0.95 |
| Common Sense Ratio | 1.11 | 0.86 |
| CPC Index | 0.52 | 0.43 |
| Tail Ratio | 1.04 | 0.91 |
| Outlier Win Ratio | 13.5 | 3.09 |
| Outlier Loss Ratio | 3.3 | 2.5 |
| Volatility (ann.) | 55.29% | 97.12% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.02 | -0.74 |
| Skew | 0.59 | 0.15 |
| Kurtosis | 8.68 | 0.98 |
| Expected Daily % | 0.0% | -0.23% |
| Expected Monthly % | 0.09% | -6.39% |
| Expected Yearly % | 0.7% | -39.06% |
| Kelly Criterion | -3.94% | -5.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.72% | -8.46% |
| Expected Shortfall (cVaR) | -4.72% | -8.46% |
| Year | 7178063:NEARUSD | 7178063:nearusd:triple_gx:lsma235_50_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -38.88 | 64.95 | -1.67 | + |
| 2025 | -39.23 | -38.53 | 0.98 | + |
| Metric | 7178063:nearusd:triple_gx:lsma235_50_30 | 7178063:NEARUSD |
|---|---|---|
| MTD | 0.42% | 38.65% |
| 3M | -10.67% | 44.92% |
| 6M | -38.53% | -48.26% |
| YTD | -38.53% | -39.23% |
| 1Y | 4.26% | -53.74% |
| 3Y (ann.) | 1.19% | -56.86% |
| 5Y (ann.) | 1.19% | -56.86% |
| Metric | 7178063:nearusd:triple_gx:lsma235_50_30 | 7178063:NEARUSD |
|---|---|---|
| Max Drawdown | -49.12% | -77.09% |
| Longest DD Days | 207.0 | 425.0 |
| Avg. Drawdown | -11.62% | -40.17% |
| Avg. Drawdown Days | 35.0 | 214.0 |
| Recovery Factor | 0.03 | -0.82 |
| Ulcer Index | inf | 1.18 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-25 | 2025-07-20 | -49.12 | 207 |
| 2024-09-29 | 2024-11-09 | -20.03 | 41 |
| 2024-06-26 | 2024-08-13 | -17.58 | 48 |
| 2024-08-14 | 2024-09-28 | -9.46 | 45 |
| 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 |
| 2024-06-22 | 2024-06-25 | -4.09 | 3 |
| 2024-11-29 | 2024-12-23 | -1.06 | 24 |
| Metric | 7178063:nearusd:triple_gx:lsma235_50_30 | 7178063:NEARUSD |
|---|---|---|
| Best Day | 17.87% | 19.78% |
| Worst Day | -14.69% | -16.86% |
| Best Week | 28.3% | 28.3% |
| Worst Week | -16.69% | -30.59% |
| Best Month | 76.7% | 73.26% |
| Worst Month | -17.61% | -33.64% |
| Best Year | 64.95% | -38.88% |
| Worst Year | -38.53% | -39.23% |
| Avg. Up Day | 3.7% | 3.71% |
| Avg. Down Day | -3.57% | -4.07% |
| Avg. Up Week | 7.36% | 14.17% |
| Avg. Down Week | -4.71% | -10.19% |
| Avg. Up Month | 26.54% | 47.72% |
| Avg. Down Month | -8.64% | -16.32% |
| Win Days % | 47.09% | 49.88% |
| Win Month % | 42.86% | 20.0% |
| Win Week % | 43.24% | 40.62% |
| Win Quarter % | 50.0% | 16.67% |
| Win Year % | 50.0% | 0.0% |