| Metric | 7484132:xyousd:triple_gx:lsma80_45_25 | 7484132:XYOUSD |
|---|---|---|
| Time in Market | 39.0% | 98.0% |
| Cumulative Return | 2,888.10% | 19.72% |
| Max Drawdown | -50.63% | -78.53% |
| Sharpe | -0.0 | 0.16 |
| Sortino | -0.0 | 0.77 |
| Payoff Ratio | 0.55 | 0.52 |
| Profit Factor | 1.0 | 1.09 |
| Common Sense Ratio | 0.14 | 0.67 |
| CPC Index | 0.0 | 0.01 |
| Tail Ratio | 0.45 | 0.84 |
| Outlier Win Ratio | 12.96 | 3.22 |
| Outlier Loss Ratio | 4.09 | 7.04 |
| Volatility (ann.) | 140.51% | 160.7% |
| R^2 | 0.77 | 0.77 |
| Calmar | -0.63 | -0.42 |
| Skew | 14.28 | 19.1 |
| Kurtosis | 371.93 | 427.97 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | -1430.07% | -1393.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3120.36% | -2963.98% |
| Expected Shortfall (cVaR) | -14464.4% | -27424.99% |
| Year | 7484132:XYOUSD | 7484132:xyousd:triple_gx:lsma80_45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -66.96 | 12.70 | -0.19 | + |
| 2023 | 109.84 | 26.31 | 0.24 | - |
| 2024 | 196.25 | 1027.26 | 5.23 | + |
| 2025 | -41.72 | 86.21 | -2.07 | + |
| Metric | 7484132:xyousd:triple_gx:lsma80_45_25 | 7484132:XYOUSD |
|---|---|---|
| MTD | 0.0% | -16.85% |
| 3M | 63.19% | -17.23% |
| 6M | 525.77% | 23.88% |
| YTD | 86.21% | -41.72% |
| 1Y | 859.91% | 39.87% |
| 3Y (ann.) | -100.0% | -100.0% |
| 5Y (ann.) | -100.0% | -100.0% |
| Metric | 7484132:xyousd:triple_gx:lsma80_45_25 | 7484132:XYOUSD |
|---|---|---|
| Max Drawdown | -50.63% | -78.53% |
| Longest DD Days | 352.0 | 583.0 |
| Avg. Drawdown | -20.93% | -39.83% |
| Avg. Drawdown Days | 72.0 | 137.0 |
| Recovery Factor | -0.63 | -0.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-05 | 2024-02-20 | -50.63 | 352 |
| 2024-03-08 | 2024-11-19 | -41.77 | 256 |
| 2022-07-29 | 2023-03-04 | -39.42 | 218 |
| 2024-12-04 | 2024-12-09 | -24.30 | 5 |
| 2024-12-10 | 2025-01-28 | -24.09 | 49 |
| 2024-11-20 | 2024-12-02 | -23.14 | 12 |
| 2025-01-31 | 2025-04-11 | -22.55 | 70 |
| 2025-04-13 | 2025-04-25 | -20.16 | 12 |
| 2024-03-04 | 2024-03-07 | -18.90 | 3 |
| 2024-02-22 | 2024-02-24 | -14.37 | 2 |
| Metric | 7484132:xyousd:triple_gx:lsma80_45_25 | 7484132:XYOUSD |
|---|---|---|
| Best Day | 45057.68% | 45057.68% |
| Worst Day | -21229.66% | -3095.59% |
| Best Week | 2596.87% | 2190.04% |
| Worst Week | -6969.77% | -4456.12% |
| Best Month | 4083.88% | 812.42% |
| Worst Month | -1084.53% | -861.37% |
| Best Year | -100.0% | -100.0% |
| Worst Year | -100.0% | -100.0% |
| Avg. Up Day | 1236.44% | 1163.95% |
| Avg. Down Day | -413.0% | -243.95% |
| Avg. Up Week | 1225.26% | 445.54% |
| Avg. Down Week | -462.3% | -248.64% |
| Avg. Up Month | 4083.88% | 71.65% |
| Avg. Down Month | -141.02% | -157.84% |
| Win Days % | 23.84% | 25.38% |
| Win Month % | 15.62% | 13.51% |
| Win Week % | 20.24% | 21.52% |
| Win Quarter % | 0.0% | 0.0% |
| Win Year % | 0.0% | 0.0% |