| Metric | 7484146:xyousd:triple_gx:lsma100_45_25 | 7484146:XYOUSD |
|---|---|---|
| Time in Market | 45.0% | 99.0% |
| Cumulative Return | 587.57% | 42.21% |
| Max Drawdown | -39.69% | -78.53% |
| Sharpe | 1.25 | 1.43 |
| Sortino | 7.53 | 10.97 |
| Payoff Ratio | 1.19 | 1.17 |
| Profit Factor | 2.88 | 2.32 |
| Common Sense Ratio | 0.47 | 0.29 |
| CPC Index | 1.88 | 2.26 |
| Tail Ratio | 0.93 | 1.37 |
| Outlier Win Ratio | 14.77 | 4.75 |
| Outlier Loss Ratio | 5.71 | 7.56 |
| Volatility (ann.) | 187.98% | 201.72% |
| R^2 | 0.87 | 0.87 |
| Calmar | -0.33 | -0.42 |
| Skew | 12.87 | 12.01 |
| Kurtosis | 182.92 | 162.62 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | 20.4% | 22.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4558.69% | -4666.16% |
| Expected Shortfall (cVaR) | -4798.91% | -5929.87% |
| Year | 7484146:XYOUSD | 7484146:xyousd:triple_gx:lsma100_45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 144.02 | 333.99 | 2.32 | + |
| 2025 | -41.72 | 58.43 | -1.40 | + |
| Metric | 7484146:xyousd:triple_gx:lsma100_45_25 | 7484146:XYOUSD |
|---|---|---|
| MTD | 0.0% | -16.85% |
| 3M | 50.94% | -17.23% |
| 6M | 432.4% | 23.88% |
| YTD | 58.43% | -41.72% |
| 1Y | 625.43% | 39.87% |
| 3Y (ann.) | -100.0% | -100.0% |
| 5Y (ann.) | -100.0% | -100.0% |
| Metric | 7484146:xyousd:triple_gx:lsma100_45_25 | 7484146:XYOUSD |
|---|---|---|
| Max Drawdown | -39.69% | -78.53% |
| Longest DD Days | 176.0 | 182.0 |
| Avg. Drawdown | -24.58% | -35.88% |
| Avg. Drawdown Days | 51.0 | 75.0 |
| Recovery Factor | -0.33 | -0.42 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-27 | 2024-11-19 | -39.69 | 176 |
| 2025-01-31 | 2025-04-12 | -35.44 | 71 |
| 2024-12-04 | 2024-12-09 | -24.30 | 5 |
| 2024-11-20 | 2024-12-02 | -23.14 | 12 |
| 2025-04-13 | 2025-04-25 | -20.16 | 12 |
| 2024-12-10 | 2025-01-28 | -18.99 | 49 |
| 2025-04-26 | 2025-05-31 | -10.36 | 35 |
| Metric | 7484146:xyousd:triple_gx:lsma100_45_25 | 7484146:XYOUSD |
|---|---|---|
| Best Day | 45057.68% | 45057.68% |
| Worst Day | -6871.52% | -3095.59% |
| Best Week | 4083.88% | 2190.04% |
| Worst Week | -6969.77% | -4456.12% |
| Best Month | 4083.88% | 812.42% |
| Worst Month | -100.0% | -138.12% |
| Best Year | -100.0% | -100.0% |
| Worst Year | -100.0% | -100.0% |
| Avg. Up Day | 2350.66% | 2239.96% |
| Avg. Down Day | -318.15% | -218.52% |
| Avg. Up Week | 1701.07% | 433.19% |
| Avg. Down Week | -326.35% | -257.34% |
| Avg. Up Month | 4083.88% | 71.65% |
| Avg. Down Month | -94.86% | -79.86% |
| Win Days % | 28.24% | 28.27% |
| Win Month % | 25.0% | 30.77% |
| Win Week % | 32.26% | 28.57% |
| Win Quarter % | 20.0% | 0.0% |
| Win Year % | 0.0% | 0.0% |