| Metric | 7179997:nearusd:triple_gx:lsma225_40_35 | 7179997:NEARUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | -18.85% | -71.49% |
| Max Drawdown | -50.66% | -77.91% |
| Sharpe | -0.05 | -0.35 |
| Sortino | -0.07 | -0.5 |
| Payoff Ratio | 1.1 | 0.84 |
| Profit Factor | 0.99 | 0.95 |
| Common Sense Ratio | 1.03 | 0.86 |
| CPC Index | 0.47 | 0.4 |
| Tail Ratio | 1.04 | 0.9 |
| Outlier Win Ratio | 14.28 | 2.64 |
| Outlier Loss Ratio | 3.83 | 2.49 |
| Volatility (ann.) | 47.95% | 99.35% |
| R^2 | 0.23 | 0.23 |
| Calmar | -0.26 | -0.73 |
| Skew | 0.46 | 0.45 |
| Kurtosis | 8.71 | 3.02 |
| Expected Daily % | -0.04% | -0.23% |
| Expected Monthly % | -1.09% | -6.39% |
| Expected Yearly % | -9.92% | -46.61% |
| Kelly Criterion | -8.37% | -9.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.14% | -8.65% |
| Expected Shortfall (cVaR) | -4.14% | -8.65% |
| Year | 7179997:NEARUSD | 7179997:nearusd:triple_gx:lsma225_40_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -38.88 | 19.97 | -0.51 | + |
| 2025 | -53.36 | -32.36 | 0.61 | + |
| Metric | 7179997:nearusd:triple_gx:lsma225_40_35 | 7179997:NEARUSD |
|---|---|---|
| MTD | -3.06% | 8.96% |
| 3M | -26.86% | -15.65% |
| 6M | -23.76% | -18.24% |
| YTD | -32.36% | -53.36% |
| 1Y | -38.94% | -58.87% |
| 3Y (ann.) | -12.97% | -56.59% |
| 5Y (ann.) | -12.97% | -56.59% |
| Metric | 7179997:nearusd:triple_gx:lsma225_40_35 | 7179997:NEARUSD |
|---|---|---|
| Max Drawdown | -50.66% | -77.91% |
| Longest DD Days | 356.0 | 544.0 |
| Avg. Drawdown | -14.84% | -40.58% |
| Avg. Drawdown Days | 84.0 | 273.0 |
| Recovery Factor | -0.37 | -0.92 |
| Ulcer Index | inf | 1.15 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-11-16 | -50.66 | 356 |
| 2024-06-22 | 2024-11-09 | -17.99 | 140 |
| 2024-11-19 | 2024-11-22 | -8.95 | 3 |
| 2024-11-12 | 2024-11-16 | -7.04 | 4 |
| 2024-11-17 | 2024-11-18 | -4.21 | 1 |
| 2024-06-20 | 2024-06-21 | -0.18 | 1 |
| Metric | 7179997:nearusd:triple_gx:lsma225_40_35 | 7179997:NEARUSD |
|---|---|---|
| Best Day | 17.87% | 31.81% |
| Worst Day | -10.89% | -17.06% |
| Best Week | 28.3% | 31.87% |
| Worst Week | -16.37% | -30.59% |
| Best Month | 54.09% | 73.26% |
| Worst Month | -23.25% | -33.64% |
| Best Year | 19.97% | -38.88% |
| Worst Year | -32.36% | -53.36% |
| Avg. Up Day | 3.43% | 3.47% |
| Avg. Down Day | -3.12% | -4.11% |
| Avg. Up Week | 5.94% | 12.76% |
| Avg. Down Week | -6.53% | -10.66% |
| Avg. Up Month | 20.95% | 40.83% |
| Avg. Down Month | -8.09% | -16.21% |
| Win Days % | 43.27% | 50.0% |
| Win Month % | 38.89% | 26.32% |
| Win Week % | 48.15% | 39.51% |
| Win Quarter % | 28.57% | 14.29% |
| Win Year % | 50.0% | 0.0% |