| Metric | 7486988:xyousd:triple_gx:lsma90_60_30 | 7486988:XYOUSD |
|---|---|---|
| Time in Market | 40.0% | 98.0% |
| Cumulative Return | 685.89% | 11.39% |
| Max Drawdown | -58.38% | -78.53% |
| Sharpe | -0.21 | 0.17 |
| Sortino | -0.32 | 0.84 |
| Payoff Ratio | 0.35 | 0.5 |
| Profit Factor | 0.83 | 1.1 |
| Common Sense Ratio | 0.19 | 0.66 |
| CPC Index | 0.0 | 0.01 |
| Tail Ratio | 0.54 | 0.84 |
| Outlier Win Ratio | 12.42 | 3.23 |
| Outlier Loss Ratio | 3.22 | 6.74 |
| Volatility (ann.) | 140.98% | 161.29% |
| R^2 | 0.76 | 0.76 |
| Calmar | -1.0 | -0.66 |
| Skew | 2.49 | 19.01 |
| Kurtosis | 293.76 | 424.04 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | -1410.88% | -1421.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3767.13% | -2976.31% |
| Expected Shortfall (cVaR) | -14597.39% | -27558.18% |
| Year | 7486988:XYOUSD | 7486988:xyousd:triple_gx:lsma90_60_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -69.25 | 10.24 | -0.15 | + |
| 2023 | 109.84 | 32.20 | 0.29 | - |
| 2024 | 196.25 | 393.50 | 2.01 | + |
| 2025 | -41.72 | 9.27 | -0.22 | + |
| Metric | 7486988:xyousd:triple_gx:lsma90_60_30 | 7486988:XYOUSD |
|---|---|---|
| MTD | -3.11% | -16.85% |
| 3M | 9.79% | -17.23% |
| 6M | 209.36% | 23.88% |
| YTD | 9.27% | -41.72% |
| 1Y | 209.24% | 39.87% |
| 3Y (ann.) | -100.0% | -100.0% |
| 5Y (ann.) | -100.0% | -100.0% |
| Metric | 7486988:xyousd:triple_gx:lsma90_60_30 | 7486988:XYOUSD |
|---|---|---|
| Max Drawdown | -58.38% | -78.53% |
| Longest DD Days | 490.0 | 583.0 |
| Avg. Drawdown | -25.04% | -51.17% |
| Avg. Drawdown Days | 103.0 | 182.0 |
| Recovery Factor | -1.0 | -0.66 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-08 | 2024-12-02 | -58.38 | 269 |
| 2022-07-29 | 2023-12-01 | -53.47 | 490 |
| 2024-12-10 | 2025-05-31 | -44.86 | 172 |
| 2024-12-04 | 2024-12-09 | -24.30 | 5 |
| 2023-12-02 | 2024-02-21 | -22.93 | 81 |
| 2024-03-04 | 2024-03-07 | -18.90 | 3 |
| 2024-02-22 | 2024-02-24 | -14.37 | 2 |
| 2024-02-25 | 2024-03-01 | -7.44 | 5 |
| 2022-07-23 | 2022-07-27 | -4.05 | 4 |
| 2024-03-02 | 2024-03-03 | -1.69 | 1 |
| Metric | 7486988:xyousd:triple_gx:lsma90_60_30 | 7486988:XYOUSD |
|---|---|---|
| Best Day | 45057.68% | 45057.68% |
| Worst Day | -42495.34% | -3095.59% |
| Best Week | 4083.88% | 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 | 1145.22% | 1144.82% |
| Avg. Down Day | -465.99% | -227.44% |
| Avg. Up Week | 931.51% | 320.68% |
| Avg. Down Week | -395.6% | -240.29% |
| Avg. Up Month | 4083.88% | 71.65% |
| Avg. Down Month | -147.68% | -136.02% |
| Win Days % | 24.53% | 25.44% |
| Win Month % | 23.33% | 13.89% |
| Win Week % | 24.69% | 22.29% |
| Win Quarter % | 8.33% | 0.0% |
| Win Year % | 0.0% | 0.0% |