| Metric | 7178179:nearusd:triple_gx:lsma210_55_30 | 7178179:NEARUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 29.68% | -62.86% |
| Max Drawdown | -48.36% | -77.09% |
| Sharpe | 0.66 | -0.38 |
| Sortino | 1.02 | -0.54 |
| Payoff Ratio | 1.01 | 0.92 |
| Profit Factor | 1.16 | 0.95 |
| Common Sense Ratio | 1.43 | 0.86 |
| CPC Index | 0.59 | 0.44 |
| Tail Ratio | 1.24 | 0.91 |
| Outlier Win Ratio | 12.4 | 3.19 |
| Outlier Loss Ratio | 3.15 | 2.62 |
| Volatility (ann.) | 59.0% | 97.12% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.51 | -0.74 |
| Skew | 0.61 | 0.15 |
| Kurtosis | 7.59 | 0.98 |
| Expected Daily % | 0.06% | -0.23% |
| Expected Monthly % | 1.75% | -6.39% |
| Expected Yearly % | 13.88% | -39.06% |
| Kelly Criterion | 1.51% | -4.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.97% | -8.46% |
| Expected Shortfall (cVaR) | -4.97% | -8.46% |
| Year | 7178179:NEARUSD | 7178179:nearusd:triple_gx:lsma210_55_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -38.88 | 107.41 | -2.76 | + |
| 2025 | -39.23 | -37.48 | 0.96 | + |
| Metric | 7178179:nearusd:triple_gx:lsma210_55_30 | 7178179:NEARUSD |
|---|---|---|
| MTD | 0.42% | 38.65% |
| 3M | -15.78% | 44.92% |
| 6M | -37.48% | -48.26% |
| YTD | -37.48% | -39.23% |
| 1Y | 14.12% | -53.74% |
| 3Y (ann.) | 24.69% | -56.86% |
| 5Y (ann.) | 24.69% | -56.86% |
| Metric | 7178179:nearusd:triple_gx:lsma210_55_30 | 7178179:NEARUSD |
|---|---|---|
| Max Drawdown | -48.36% | -77.09% |
| Longest DD Days | 233.0 | 425.0 |
| Avg. Drawdown | -9.21% | -40.17% |
| Avg. Drawdown Days | 21.0 | 214.0 |
| Recovery Factor | 0.61 | -0.82 |
| Ulcer Index | inf | 1.18 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-29 | 2025-07-20 | -48.36 | 233 |
| 2024-09-29 | 2024-11-09 | -17.74 | 41 |
| 2024-08-04 | 2024-08-10 | -14.85 | 6 |
| 2024-08-14 | 2024-09-19 | -11.09 | 36 |
| 2024-11-19 | 2024-11-22 | -8.95 | 3 |
| 2024-06-26 | 2024-07-02 | -8.83 | 6 |
| 2024-08-11 | 2024-08-13 | -7.11 | 2 |
| 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 | 7178179:nearusd:triple_gx:lsma210_55_30 | 7178179: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 | 82.12% | 73.26% |
| Worst Month | -27.83% | -33.64% |
| Best Year | 107.41% | -38.88% |
| Worst Year | -37.48% | -39.23% |
| Avg. Up Day | 3.83% | 3.84% |
| Avg. Down Day | -3.8% | -4.16% |
| Avg. Up Week | 9.14% | 13.52% |
| Avg. Down Week | -6.71% | -9.45% |
| Avg. Up Month | 38.89% | 47.72% |
| Avg. Down Month | -11.62% | -18.86% |
| Win Days % | 50.57% | 49.88% |
| Win Month % | 50.0% | 20.0% |
| Win Week % | 50.0% | 40.62% |
| Win Quarter % | 66.67% | 16.67% |
| Win Year % | 50.0% | 0.0% |