| Metric | 7485804:xyousd:triple_gx:lsma225_100_25 | 7485804:XYOUSD |
|---|---|---|
| Time in Market | 38.0% | 99.0% |
| Cumulative Return | 88.7% | -24.71% |
| Max Drawdown | -68.47% | -83.48% |
| Sharpe | 0.92 | 1.19 |
| Sortino | 4.89 | 7.95 |
| Payoff Ratio | 0.17 | 0.17 |
| Profit Factor | 2.08 | 1.98 |
| Common Sense Ratio | 0.06 | 0.09 |
| CPC Index | 0.59 | 1.54 |
| Tail Ratio | 0.63 | 1.22 |
| Outlier Win Ratio | 18.39 | 3.5 |
| Outlier Loss Ratio | 5.83 | 6.91 |
| Volatility (ann.) | 150.03% | 173.18% |
| R^2 | 0.75 | 0.75 |
| Calmar | -0.03 | -0.42 |
| Skew | 14.41 | 12.04 |
| Kurtosis | 225.69 | 162.95 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | 24.3% | 25.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3071.36% | -4477.07% |
| Expected Shortfall (cVaR) | -36933.73% | -37438.1% |
| Year | 7485804:XYOUSD | 7485804:xyousd:triple_gx:lsma225_100_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 144.02 | 295.82 | 2.05 | + |
| 2025 | -69.15 | -52.33 | 0.76 | + |
| Metric | 7485804:xyousd:triple_gx:lsma225_100_25 | 7485804:XYOUSD |
|---|---|---|
| MTD | -3.85% | -17.26% |
| 3M | -13.25% | -44.23% |
| 6M | -41.51% | -52.36% |
| YTD | -52.33% | -69.15% |
| 1Y | 115.87% | 3.54% |
| 3Y (ann.) | -100.0% | -100.0% |
| 5Y (ann.) | -100.0% | -100.0% |
| Metric | 7485804:xyousd:triple_gx:lsma225_100_25 | 7485804:XYOUSD |
|---|---|---|
| Max Drawdown | -68.47% | -83.48% |
| Longest DD Days | 341.0 | 341.0 |
| Avg. Drawdown | -27.19% | -36.87% |
| Avg. Drawdown Days | 85.0 | 108.0 |
| Recovery Factor | -0.03 | -0.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-10 | 2025-11-16 | -68.47 | 341 |
| 2024-06-23 | 2024-11-19 | -41.25 | 149 |
| 2024-12-04 | 2024-12-09 | -24.30 | 5 |
| 2024-11-20 | 2024-12-02 | -23.14 | 12 |
| 2024-06-20 | 2024-06-21 | -5.81 | 1 |
| 2024-06-18 | 2024-06-19 | -0.18 | 1 |
| Metric | 7485804:xyousd:triple_gx:lsma225_100_25 | 7485804:XYOUSD |
|---|---|---|
| Best Day | 31154.11% | 45057.68% |
| Worst Day | -4406.22% | -5103.26% |
| Best Week | 4083.88% | 2190.04% |
| Worst Week | -11759.81% | -4456.12% |
| Best Month | 4083.88% | 812.42% |
| Worst Month | -735.83% | -659.2% |
| Best Year | -100.0% | -100.0% |
| Worst Year | -100.0% | -100.0% |
| Avg. Up Day | 2028.39% | 1966.06% |
| Avg. Down Day | -297.81% | -231.19% |
| Avg. Up Week | 1019.58% | 299.25% |
| Avg. Down Week | -756.57% | -174.01% |
| Avg. Up Month | 4083.88% | 71.65% |
| Avg. Down Month | -152.99% | -216.08% |
| Win Days % | 22.49% | 25.92% |
| Win Month % | 17.65% | 21.05% |
| Win Week % | 30.77% | 30.0% |
| Win Quarter % | 14.29% | 14.29% |
| Win Year % | 0.0% | 0.0% |