| Metric | 7179970:nearusd:triple_gx:lsma200_40_35 | 7179970:NEARUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 743.38% | 84.45% |
| Max Drawdown | -48.19% | -78.56% |
| Sharpe | 1.58 | 0.72 |
| Sortino | 3.01 | 1.13 |
| Payoff Ratio | 1.43 | 1.2 |
| Profit Factor | 1.57 | 1.11 |
| Common Sense Ratio | 2.09 | 1.21 |
| CPC Index | 1.1 | 0.66 |
| Tail Ratio | 1.33 | 1.09 |
| Outlier Win Ratio | 15.79 | 3.53 |
| Outlier Loss Ratio | 3.49 | 2.89 |
| Volatility (ann.) | 63.12% | 100.3% |
| R^2 | 0.4 | 0.4 |
| Calmar | 2.57 | 0.33 |
| Skew | 3.12 | 0.79 |
| Kurtosis | 30.32 | 4.47 |
| Expected Daily % | 0.22% | 0.06% |
| Expected Monthly % | 6.67% | 1.87% |
| Expected Yearly % | 70.41% | 16.54% |
| Kelly Criterion | 12.86% | 8.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.16% | -8.44% |
| Expected Shortfall (cVaR) | -5.16% | -8.44% |
| Year | 7179970:NEARUSD | 7179970:nearusd:triple_gx:lsma200_40_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -22.46 | 7.43 | -0.33 | + |
| 2023 | 191.21 | 390.87 | 2.04 | + |
| 2024 | 34.42 | 104.01 | 3.02 | + |
| 2025 | -39.23 | -21.61 | 0.55 | + |
| Metric | 7179970:nearusd:triple_gx:lsma200_40_35 | 7179970:NEARUSD |
|---|---|---|
| MTD | 4.66% | 38.65% |
| 3M | -16.15% | 44.92% |
| 6M | -21.61% | -48.26% |
| YTD | -21.61% | -39.23% |
| 1Y | -3.86% | -53.74% |
| 3Y (ann.) | 123.82% | 26.03% |
| 5Y (ann.) | 123.82% | 26.03% |
| Metric | 7179970:nearusd:triple_gx:lsma200_40_35 | 7179970:NEARUSD |
|---|---|---|
| Max Drawdown | -48.19% | -78.56% |
| Longest DD Days | 241.0 | 492.0 |
| Avg. Drawdown | -7.17% | -16.35% |
| Avg. Drawdown Days | 24.0 | 52.0 |
| Recovery Factor | 15.43 | 1.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-07-20 | -48.19 | 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 |
| 2023-08-23 | 2023-10-29 | -10.81 | 67 |
| 2023-11-13 | 2023-11-16 | -9.81 | 3 |
| 2024-11-19 | 2024-11-22 | -8.95 | 3 |
| 2023-03-24 | 2023-06-20 | -8.29 | 88 |
| Metric | 7179970:nearusd:triple_gx:lsma200_40_35 | 7179970: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 | 390.87% | 191.21% |
| Worst Year | -21.61% | -39.23% |
| Avg. Up Day | 4.95% | 4.97% |
| Avg. Down Day | -3.45% | -4.14% |
| Avg. Up Week | 10.28% | 17.21% |
| Avg. Down Week | -6.45% | -10.46% |
| Avg. Up Month | 32.71% | 58.78% |
| Avg. Down Month | -11.36% | -17.8% |
| Win Days % | 48.67% | 49.79% |
| Win Month % | 72.0% | 33.33% |
| Win Week % | 59.72% | 43.66% |
| Win Quarter % | 83.33% | 33.33% |
| Win Year % | 75.0% | 50.0% |