| Metric | 7486995:xyousd:triple_gx:lsma95_60_30 | 7486995:XYOUSD |
|---|---|---|
| Time in Market | 41.0% | 98.0% |
| Cumulative Return | 445.46% | -36.41% |
| Max Drawdown | -58.65% | -83.48% |
| Sharpe | -0.12 | 0.24 |
| Sortino | -0.2 | 1.17 |
| Payoff Ratio | 0.19 | 0.27 |
| Profit Factor | 0.9 | 1.14 |
| Common Sense Ratio | 0.05 | 0.4 |
| CPC Index | 0.0 | 0.01 |
| Tail Ratio | 0.49 | 0.86 |
| Outlier Win Ratio | 11.5 | 3.03 |
| Outlier Loss Ratio | 3.36 | 6.97 |
| Volatility (ann.) | 132.18% | 152.72% |
| R^2 | 0.75 | 0.75 |
| Calmar | -0.0 | -0.46 |
| Skew | 3.79 | 17.28 |
| Kurtosis | 254.94 | 346.39 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | -666.57% | -656.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3856.97% | -3145.64% |
| Expected Shortfall (cVaR) | -28147.77% | -35657.79% |
| Year | 7486995:XYOUSD | 7486995:xyousd:triple_gx:lsma95_60_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -66.85 | 18.91 | -0.28 | + |
| 2023 | 109.84 | 42.56 | 0.39 | - |
| 2024 | 196.25 | 404.49 | 2.06 | + |
| 2025 | -69.15 | -36.22 | 0.52 | + |
| Metric | 7486995:xyousd:triple_gx:lsma95_60_30 | 7486995:XYOUSD |
|---|---|---|
| MTD | -1.31% | -17.26% |
| 3M | -25.89% | -44.23% |
| 6M | -44.68% | -52.36% |
| YTD | -36.22% | -69.15% |
| 1Y | 185.08% | 3.54% |
| 3Y (ann.) | -100.0% | -100.0% |
| 5Y (ann.) | -100.0% | -100.0% |
| Metric | 7486995:xyousd:triple_gx:lsma95_60_30 | 7486995:XYOUSD |
|---|---|---|
| Max Drawdown | -58.65% | -83.48% |
| Longest DD Days | 489.0 | 583.0 |
| Avg. Drawdown | -25.07% | -44.3% |
| Avg. Drawdown Days | 120.0 | 179.0 |
| Recovery Factor | -0.0 | -0.46 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-08 | 2024-12-02 | -58.65 | 269 |
| 2024-12-10 | 2025-11-16 | -54.74 | 341 |
| 2022-07-29 | 2023-11-30 | -47.54 | 489 |
| 2024-12-04 | 2024-12-09 | -24.30 | 5 |
| 2023-12-02 | 2024-02-20 | -22.93 | 80 |
| 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 |
| 2024-03-02 | 2024-03-03 | -1.69 | 1 |
| 2022-07-26 | 2022-07-27 | -0.18 | 1 |
| Metric | 7486995:xyousd:triple_gx:lsma95_60_30 | 7486995:XYOUSD |
|---|---|---|
| Best Day | 45057.68% | 45057.68% |
| Worst Day | -42495.34% | -5103.26% |
| 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 | 1388.75% | 1386.17% |
| Avg. Down Day | -478.99% | -227.3% |
| Avg. Up Week | 908.61% | 380.3% |
| Avg. Down Week | -398.94% | -239.62% |
| Avg. Up Month | 4083.88% | 71.65% |
| Avg. Down Month | -166.23% | -170.58% |
| Win Days % | 23.78% | 24.71% |
| Win Month % | 25.0% | 11.9% |
| Win Week % | 25.77% | 23.33% |
| Win Quarter % | 7.14% | 6.67% |
| Win Year % | 0.0% | 0.0% |