| Metric | 7179987:nearusd:triple_gx:lsma220_40_35 | 7179987:NEARUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 603.01% | 113.33% |
| Max Drawdown | -44.2% | -78.56% |
| Sharpe | 1.48 | 0.78 |
| Sortino | 2.79 | 1.23 |
| Payoff Ratio | 1.46 | 1.21 |
| Profit Factor | 1.52 | 1.12 |
| Common Sense Ratio | 1.88 | 1.23 |
| CPC Index | 1.04 | 0.67 |
| Tail Ratio | 1.24 | 1.1 |
| Outlier Win Ratio | 15.43 | 3.55 |
| Outlier Loss Ratio | 3.64 | 2.87 |
| Volatility (ann.) | 63.9% | 100.57% |
| R^2 | 0.4 | 0.4 |
| Calmar | 2.54 | 0.43 |
| Skew | 3.06 | 0.81 |
| Kurtosis | 29.49 | 4.47 |
| Expected Daily % | 0.21% | 0.08% |
| Expected Monthly % | 6.28% | 2.4% |
| Expected Yearly % | 62.83% | 20.85% |
| Kelly Criterion | 10.93% | 8.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.24% | -8.44% |
| Expected Shortfall (cVaR) | -5.24% | -8.44% |
| Year | 7179987:NEARUSD | 7179987:nearusd:triple_gx:lsma220_40_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -10.32 | -4.47 | 0.43 | + |
| 2023 | 191.21 | 445.94 | 2.33 | + |
| 2024 | 34.42 | 52.03 | 1.51 | + |
| 2025 | -39.23 | -11.34 | 0.29 | + |
| Metric | 7179987:nearusd:triple_gx:lsma220_40_35 | 7179987:NEARUSD |
|---|---|---|
| MTD | 15.29% | 38.65% |
| 3M | -9.5% | 44.92% |
| 6M | -11.34% | -48.26% |
| YTD | -11.34% | -39.23% |
| 1Y | -1.7% | -53.74% |
| 3Y (ann.) | 112.22% | 33.96% |
| 5Y (ann.) | 112.22% | 33.96% |
| Metric | 7179987:nearusd:triple_gx:lsma220_40_35 | 7179987:NEARUSD |
|---|---|---|
| Max Drawdown | -44.2% | -78.56% |
| Longest DD Days | 254.0 | 492.0 |
| Avg. Drawdown | -7.83% | -15.09% |
| Avg. Drawdown Days | 27.0 | 51.0 |
| Recovery Factor | 13.64 | 1.44 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-15 | 2024-11-24 | -44.20 | 254 |
| 2024-11-25 | 2025-07-20 | -44.00 | 237 |
| 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 |
| 2023-08-30 | 2023-10-29 | -8.97 | 60 |
| 2023-01-24 | 2023-01-25 | -7.51 | 1 |
| Metric | 7179987:nearusd:triple_gx:lsma220_40_35 | 7179987: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 | 54.09% | 94.04% |
| Worst Month | -23.25% | -33.64% |
| Best Year | 445.94% | 191.21% |
| Worst Year | -11.34% | -39.23% |
| Avg. Up Day | 4.83% | 4.86% |
| Avg. Down Day | -3.31% | -4.01% |
| Avg. Up Week | 10.1% | 16.58% |
| Avg. Down Week | -6.12% | -9.54% |
| Avg. Up Month | 34.57% | 58.78% |
| Avg. Down Month | -8.19% | -15.21% |
| Win Days % | 47.15% | 49.79% |
| Win Month % | 57.69% | 31.25% |
| Win Week % | 59.46% | 43.88% |
| Win Quarter % | 58.33% | 33.33% |
| Win Year % | 50.0% | 50.0% |