| Metric | 7178337:nearusd:triple_gx:lsma210_60_30 | 7178337:NEARUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | -44.73% | -71.49% |
| Max Drawdown | -73.07% | -77.91% |
| Sharpe | -0.36 | -0.35 |
| Sortino | -0.5 | -0.5 |
| Payoff Ratio | 1.01 | 0.9 |
| Profit Factor | 0.93 | 0.95 |
| Common Sense Ratio | 0.92 | 0.86 |
| CPC Index | 0.43 | 0.43 |
| Tail Ratio | 0.99 | 0.9 |
| Outlier Win Ratio | 12.29 | 2.99 |
| Outlier Loss Ratio | 3.14 | 2.66 |
| Volatility (ann.) | 59.8% | 99.35% |
| R^2 | 0.36 | 0.36 |
| Calmar | -0.45 | -0.73 |
| Skew | 0.1 | 0.45 |
| Kurtosis | 7.51 | 3.02 |
| Expected Daily % | -0.11% | -0.23% |
| Expected Monthly % | -3.07% | -6.39% |
| Expected Yearly % | -25.66% | -46.61% |
| Kelly Criterion | -7.79% | -5.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.21% | -8.65% |
| Expected Shortfall (cVaR) | -5.21% | -8.65% |
| Year | 7178337:NEARUSD | 7178337:nearusd:triple_gx:lsma210_60_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -38.88 | 99.37 | -2.56 | + |
| 2025 | -53.36 | -72.28 | 1.35 | - |
| Metric | 7178337:nearusd:triple_gx:lsma210_60_30 | 7178337:NEARUSD |
|---|---|---|
| MTD | -25.91% | 8.96% |
| 3M | -49.94% | -15.65% |
| 6M | -58.21% | -18.24% |
| YTD | -72.28% | -53.36% |
| 1Y | -65.1% | -58.87% |
| 3Y (ann.) | -32.58% | -56.59% |
| 5Y (ann.) | -32.58% | -56.59% |
| Metric | 7178337:nearusd:triple_gx:lsma210_60_30 | 7178337:NEARUSD |
|---|---|---|
| Max Drawdown | -73.07% | -77.91% |
| Longest DD Days | 298.0 | 544.0 |
| Avg. Drawdown | -10.8% | -40.58% |
| Avg. Drawdown Days | 29.0 | 273.0 |
| Recovery Factor | -0.61 | -0.92 |
| Ulcer Index | inf | 1.15 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-11-16 | -73.07 | 298 |
| 2024-08-14 | 2024-09-26 | -17.86 | 43 |
| 2024-09-29 | 2024-11-09 | -17.74 | 41 |
| 2024-08-04 | 2024-08-10 | -14.85 | 6 |
| 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 | 7178337:nearusd:triple_gx:lsma210_60_30 | 7178337:NEARUSD |
|---|---|---|
| Best Day | 17.87% | 31.81% |
| Worst Day | -17.06% | -17.06% |
| Best Week | 28.3% | 31.87% |
| Worst Week | -23.71% | -30.59% |
| Best Month | 83.33% | 73.26% |
| Worst Month | -27.83% | -33.64% |
| Best Year | 99.37% | -38.88% |
| Worst Year | -72.28% | -53.36% |
| Avg. Up Day | 3.77% | 3.79% |
| Avg. Down Day | -3.74% | -4.2% |
| Avg. Up Week | 8.27% | 12.86% |
| Avg. Down Week | -8.18% | -9.97% |
| Avg. Up Month | 44.73% | 52.25% |
| Avg. Down Month | -11.98% | -16.09% |
| Win Days % | 45.89% | 50.0% |
| Win Month % | 35.29% | 26.32% |
| Win Week % | 45.83% | 39.51% |
| Win Quarter % | 42.86% | 14.29% |
| Win Year % | 50.0% | 0.0% |