| Metric | 7179977:nearusd:triple_gx:lsma205_40_35 | 7179977:NEARUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 477.0% | 30.17% |
| Max Drawdown | -61.84% | -79.33% |
| Sharpe | 1.24 | 0.58 |
| Sortino | 2.27 | 0.91 |
| Payoff Ratio | 1.41 | 1.16 |
| Profit Factor | 1.4 | 1.09 |
| Common Sense Ratio | 1.84 | 1.15 |
| CPC Index | 0.92 | 0.63 |
| Tail Ratio | 1.32 | 1.06 |
| Outlier Win Ratio | 15.04 | 3.45 |
| Outlier Loss Ratio | 3.69 | 2.93 |
| Volatility (ann.) | 62.65% | 101.22% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.31 | 0.12 |
| Skew | 2.85 | 0.84 |
| Kurtosis | 28.29 | 4.92 |
| Expected Daily % | 0.16% | 0.02% |
| Expected Monthly % | 4.99% | 0.74% |
| Expected Yearly % | 54.99% | 6.81% |
| Kelly Criterion | 8.32% | 6.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.18% | -8.55% |
| Expected Shortfall (cVaR) | -5.18% | -8.55% |
| Year | 7179977:NEARUSD | 7179977:nearusd:triple_gx:lsma205_40_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -28.71 | 7.43 | -0.26 | + |
| 2023 | 191.21 | 410.22 | 2.15 | + |
| 2024 | 34.42 | 101.20 | 2.94 | + |
| 2025 | -53.36 | -47.68 | 0.89 | + |
| Metric | 7179977:nearusd:triple_gx:lsma205_40_35 | 7179977:NEARUSD |
|---|---|---|
| MTD | -3.06% | 8.96% |
| 3M | -27.42% | -15.65% |
| 6M | -39.3% | -18.24% |
| YTD | -47.68% | -53.36% |
| 1Y | -52.77% | -58.87% |
| 3Y (ann.) | 80.82% | 9.32% |
| 5Y (ann.) | 80.82% | 9.32% |
| Metric | 7179977:nearusd:triple_gx:lsma205_40_35 | 7179977:NEARUSD |
|---|---|---|
| Max Drawdown | -61.84% | -79.33% |
| Longest DD Days | 356.0 | 611.0 |
| Avg. Drawdown | -7.53% | -18.31% |
| Avg. Drawdown Days | 27.0 | 66.0 |
| Recovery Factor | 7.71 | 0.38 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-11-16 | -61.84 | 356 |
| 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 |
| 2023-11-13 | 2023-11-16 | -9.81 | 3 |
| 2023-08-24 | 2023-10-29 | -9.76 | 66 |
| 2024-11-19 | 2024-11-22 | -8.95 | 3 |
| 2023-03-24 | 2023-06-20 | -8.29 | 88 |
| Metric | 7179977:nearusd:triple_gx:lsma205_40_35 | 7179977:NEARUSD |
|---|---|---|
| Best Day | 38.81% | 38.81% |
| Worst Day | -15.59% | -17.06% |
| Best Week | 40.51% | 53.56% |
| Worst Week | -16.37% | -30.59% |
| Best Month | 54.09% | 94.04% |
| Worst Month | -26.81% | -33.64% |
| Best Year | 410.22% | 191.21% |
| Worst Year | -47.68% | -53.36% |
| Avg. Up Day | 4.72% | 4.75% |
| Avg. Down Day | -3.35% | -4.08% |
| Avg. Up Week | 9.94% | 16.22% |
| Avg. Down Week | -6.33% | -10.26% |
| Avg. Up Month | 38.63% | 61.65% |
| Avg. Down Month | -8.71% | -15.32% |
| Win Days % | 46.34% | 49.72% |
| Win Month % | 51.72% | 33.33% |
| Win Week % | 54.55% | 42.41% |
| Win Quarter % | 69.23% | 30.77% |
| Win Year % | 75.0% | 50.0% |