| Metric | 7179968:nearusd:triple_gx:lsma195_40_35 | 7179968:NEARUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 692.65% | 83.31% |
| Max Drawdown | -47.1% | -78.56% |
| Sharpe | 1.53 | 0.72 |
| Sortino | 2.9 | 1.12 |
| Payoff Ratio | 1.38 | 1.18 |
| Profit Factor | 1.55 | 1.11 |
| Common Sense Ratio | 1.96 | 1.21 |
| CPC Index | 1.05 | 0.65 |
| Tail Ratio | 1.26 | 1.09 |
| Outlier Win Ratio | 15.76 | 3.53 |
| Outlier Loss Ratio | 3.39 | 2.89 |
| Volatility (ann.) | 63.19% | 100.1% |
| R^2 | 0.4 | 0.4 |
| Calmar | 2.5 | 0.33 |
| Skew | 3.08 | 0.79 |
| Kurtosis | 30.06 | 4.49 |
| Expected Daily % | 0.21% | 0.06% |
| Expected Monthly % | 6.47% | 1.85% |
| Expected Yearly % | 67.79% | 16.36% |
| Kelly Criterion | 12.39% | 7.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.18% | -8.42% |
| Expected Shortfall (cVaR) | -5.18% | -8.42% |
| Year | 7179968:NEARUSD | 7179968:nearusd:triple_gx:lsma195_40_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -22.93 | -2.76 | 0.12 | + |
| 2023 | 191.21 | 430.59 | 2.25 | + |
| 2024 | 34.42 | 97.41 | 2.83 | + |
| 2025 | -39.23 | -22.18 | 0.57 | + |
| Metric | 7179968:nearusd:triple_gx:lsma195_40_35 | 7179968:NEARUSD |
|---|---|---|
| MTD | 5.58% | 38.65% |
| 3M | -16.76% | 44.92% |
| 6M | -22.18% | -48.26% |
| YTD | -22.18% | -39.23% |
| 1Y | -8.67% | -53.74% |
| 3Y (ann.) | 117.75% | 25.58% |
| 5Y (ann.) | 117.75% | 25.58% |
| Metric | 7179968:nearusd:triple_gx:lsma195_40_35 | 7179968:NEARUSD |
|---|---|---|
| Max Drawdown | -47.1% | -78.56% |
| Longest DD Days | 241.0 | 492.0 |
| Avg. Drawdown | -7.45% | -17.53% |
| Avg. Drawdown Days | 25.0 | 55.0 |
| Recovery Factor | 14.71 | 1.06 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-07-20 | -47.10 | 237 |
| 2024-03-15 | 2024-11-11 | -28.24 | 241 |
| 2023-12-27 | 2024-03-06 | -20.91 | 70 |
| 2023-11-21 | 2023-12-20 | -13.55 | 29 |
| 2023-11-06 | 2023-11-12 | -12.22 | 6 |
| 2023-01-15 | 2023-01-20 | -11.17 | 5 |
| 2022-12-18 | 2023-01-08 | -9.81 | 21 |
| 2023-11-13 | 2023-11-16 | -9.81 | 3 |
| 2023-08-29 | 2023-10-27 | -9.13 | 59 |
| 2024-11-19 | 2024-11-22 | -8.95 | 3 |
| Metric | 7179968:nearusd:triple_gx:lsma195_40_35 | 7179968:NEARUSD |
|---|---|---|
| Best Day | 38.81% | 38.81% |
| Worst Day | -15.59% | -16.86% |
| Best Week | 40.51% | 53.56% |
| Worst Week | -16.32% | -30.59% |
| Best Month | 52.47% | 94.04% |
| Worst Month | -26.81% | -33.64% |
| Best Year | 430.59% | 191.21% |
| Worst Year | -22.18% | -39.23% |
| Avg. Up Day | 4.91% | 4.94% |
| Avg. Down Day | -3.55% | -4.19% |
| Avg. Up Week | 10.16% | 17.44% |
| Avg. Down Week | -6.19% | -9.66% |
| Avg. Up Month | 33.3% | 58.78% |
| Avg. Down Month | -10.07% | -18.99% |
| Win Days % | 49.17% | 49.84% |
| Win Month % | 69.23% | 33.33% |
| Win Week % | 59.15% | 44.06% |
| Win Quarter % | 75.0% | 33.33% |
| Win Year % | 50.0% | 50.0% |