| Metric | 7485804:xyousd:triple_gx:lsma225_100_25 | 7485804:XYOUSD |
|---|---|---|
| Time in Market | 37.0% | 98.0% |
| Cumulative Return | 332.27% | 32.05% |
| Max Drawdown | -68.47% | -83.48% |
| Sharpe | 0.2 | 0.33 |
| Sortino | 0.44 | 1.68 |
| Payoff Ratio | 0.16 | 0.17 |
| Profit Factor | 1.17 | 1.2 |
| Common Sense Ratio | 0.04 | 0.17 |
| CPC Index | 0.0 | 0.0 |
| Tail Ratio | 0.49 | 0.88 |
| Outlier Win Ratio | 15.85 | 3.13 |
| Outlier Loss Ratio | 4.89 | 6.96 |
| Volatility (ann.) | 128.03% | 152.41% |
| R^2 | 0.71 | 0.71 |
| Calmar | -0.18 | -0.18 |
| Skew | 11.94 | 16.48 |
| Kurtosis | 315.63 | 313.18 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | -930.91% | -978.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2507.97% | -3306.78% |
| Expected Shortfall (cVaR) | -29685.82% | -31290.33% |
| Year | 7485804:XYOUSD | 7485804:xyousd:triple_gx:lsma225_100_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.15 | -2.66 | 0.09 | + |
| 2023 | 109.84 | 72.86 | 0.66 | - |
| 2024 | 196.25 | 438.88 | 2.24 | + |
| 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 | 412.0 |
| Avg. Drawdown | -26.24% | -30.21% |
| Avg. Drawdown Days | 108.0 | 98.0 |
| Recovery Factor | -0.18 | -0.18 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-10 | 2025-11-16 | -68.47 | 341 |
| 2024-03-08 | 2024-11-19 | -41.42 | 256 |
| 2023-01-05 | 2023-11-29 | -31.99 | 328 |
| 2023-12-02 | 2024-03-03 | -30.16 | 92 |
| 2024-12-04 | 2024-12-09 | -24.30 | 5 |
| 2024-11-20 | 2024-12-02 | -23.14 | 12 |
| 2024-03-04 | 2024-03-07 | -18.90 | 3 |
| 2022-11-25 | 2023-01-04 | -13.35 | 40 |
| 2022-11-20 | 2022-11-24 | -9.57 | 4 |
| 2022-11-18 | 2022-11-19 | -1.13 | 1 |
| Metric | 7485804:xyousd:triple_gx:lsma225_100_25 | 7485804:XYOUSD |
|---|---|---|
| Best Day | 31154.11% | 45057.68% |
| Worst Day | -21229.66% | -5103.26% |
| Best Week | 5101.56% | 2190.04% |
| Worst Week | -11759.81% | -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 | 1127.81% | 1097.94% |
| Avg. Down Day | -349.13% | -235.15% |
| Avg. Up Week | 876.21% | 374.75% |
| Avg. Down Week | -502.02% | -219.21% |
| Avg. Up Month | 4083.88% | 71.65% |
| Avg. Down Month | -170.45% | -203.6% |
| Win Days % | 23.38% | 24.81% |
| Win Month % | 16.67% | 13.51% |
| Win Week % | 24.68% | 24.38% |
| Win Quarter % | 0.0% | 7.69% |
| Win Year % | 0.0% | 0.0% |