| Metric | 7486350:xyousd:triple_gx:lsma80_40_30 | 7486350:XYOUSD |
|---|---|---|
| Time in Market | 45.0% | 99.0% |
| Cumulative Return | 461.43% | 42.21% |
| Max Drawdown | -42.88% | -78.53% |
| Sharpe | 1.13 | 1.43 |
| Sortino | 7.32 | 10.97 |
| Payoff Ratio | 1.19 | 1.2 |
| Profit Factor | 2.73 | 2.32 |
| Common Sense Ratio | 0.55 | 0.29 |
| CPC Index | 2.14 | 2.33 |
| Tail Ratio | 0.88 | 1.37 |
| Outlier Win Ratio | 14.18 | 4.28 |
| Outlier Loss Ratio | 5.63 | 6.79 |
| Volatility (ann.) | 186.31% | 201.72% |
| R^2 | 0.86 | 0.86 |
| Calmar | -0.47 | -0.42 |
| Skew | 13.67 | 12.01 |
| Kurtosis | 200.88 | 162.62 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | 22.34% | 22.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4471.04% | -4666.16% |
| Expected Shortfall (cVaR) | -4681.38% | -5929.87% |
| Year | 7486350:XYOUSD | 7486350:xyousd:triple_gx:lsma80_40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 144.02 | 242.46 | 1.68 | + |
| 2025 | -41.72 | 63.94 | -1.53 | + |
| Metric | 7486350:xyousd:triple_gx:lsma80_40_30 | 7486350:XYOUSD |
|---|---|---|
| MTD | 0.0% | -16.85% |
| 3M | 43.67% | -17.23% |
| 6M | 414.97% | 23.88% |
| YTD | 63.94% | -41.72% |
| 1Y | 491.59% | 39.87% |
| 3Y (ann.) | -100.0% | -100.0% |
| 5Y (ann.) | -100.0% | -100.0% |
| Metric | 7486350:xyousd:triple_gx:lsma80_40_30 | 7486350:XYOUSD |
|---|---|---|
| Max Drawdown | -42.88% | -78.53% |
| Longest DD Days | 149.0 | 182.0 |
| Avg. Drawdown | -24.54% | -35.88% |
| Avg. Drawdown Days | 46.0 | 75.0 |
| Recovery Factor | -0.47 | -0.42 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-23 | 2024-11-19 | -42.88 | 149 |
| 2024-12-10 | 2025-01-28 | -29.05 | 49 |
| 2024-12-04 | 2024-12-09 | -24.30 | 5 |
| 2024-05-21 | 2024-06-22 | -23.92 | 32 |
| 2024-11-20 | 2024-12-02 | -23.14 | 12 |
| 2025-01-31 | 2025-04-12 | -22.55 | 71 |
| 2025-04-13 | 2025-04-25 | -20.16 | 12 |
| 2025-04-26 | 2025-05-31 | -10.36 | 35 |
| Metric | 7486350:xyousd:triple_gx:lsma80_40_30 | 7486350:XYOUSD |
|---|---|---|
| Best Day | 45057.68% | 45057.68% |
| Worst Day | -6969.77% | -3095.59% |
| Best Week | 2504.17% | 2190.04% |
| Worst Week | -11759.81% | -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 | 2444.23% | 2386.85% |
| Avg. Down Day | -244.85% | -231.61% |
| Avg. Up Week | 1045.75% | 472.37% |
| Avg. Down Week | -1144.39% | -242.03% |
| Avg. Up Month | 4083.88% | 71.65% |
| Avg. Down Month | -100.0% | -79.86% |
| Win Days % | 24.56% | 28.27% |
| Win Month % | 25.0% | 30.77% |
| Win Week % | 27.27% | 28.57% |
| Win Quarter % | 0.0% | 0.0% |
| Win Year % | 0.0% | 0.0% |