| Metric | 7487433:xyousd:triple_gx:lsma95_75_30 | 7487433:XYOUSD |
|---|---|---|
| Time in Market | 47.0% | 99.0% |
| Cumulative Return | 257.7% | 42.21% |
| Max Drawdown | -48.79% | -78.53% |
| Sharpe | 0.79 | 1.43 |
| Sortino | 2.53 | 10.97 |
| Payoff Ratio | 1.14 | 1.11 |
| Profit Factor | 1.8 | 2.32 |
| Common Sense Ratio | 0.58 | 0.29 |
| CPC Index | 2.3 | 2.46 |
| Tail Ratio | 0.85 | 1.37 |
| Outlier Win Ratio | 15.37 | 4.86 |
| Outlier Loss Ratio | 4.91 | 9.06 |
| Volatility (ann.) | 185.6% | 201.72% |
| R^2 | 0.85 | 0.85 |
| Calmar | -0.33 | -0.42 |
| Skew | 11.66 | 12.01 |
| Kurtosis | 168.79 | 162.62 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | 22.37% | 22.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4734.11% | -4666.16% |
| Expected Shortfall (cVaR) | -4719.47% | -5929.87% |
| Year | 7487433:XYOUSD | 7487433:xyousd:triple_gx:lsma95_75_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 144.02 | 233.12 | 1.62 | + |
| 2025 | -41.72 | 7.38 | -0.18 | + |
| Metric | 7487433:xyousd:triple_gx:lsma95_75_30 | 7487433:XYOUSD |
|---|---|---|
| MTD | -3.11% | -16.85% |
| 3M | 9.58% | -17.23% |
| 6M | 187.31% | 23.88% |
| YTD | 7.38% | -41.72% |
| 1Y | 258.34% | 39.87% |
| 3Y (ann.) | -100.0% | -100.0% |
| 5Y (ann.) | -100.0% | -100.0% |
| Metric | 7487433:xyousd:triple_gx:lsma95_75_30 | 7487433:XYOUSD |
|---|---|---|
| Max Drawdown | -48.79% | -78.53% |
| Longest DD Days | 172.0 | 182.0 |
| Avg. Drawdown | -27.77% | -35.88% |
| Avg. Drawdown Days | 72.0 | 75.0 |
| Recovery Factor | -0.33 | -0.42 |
| Ulcer Index | 1.03 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-10 | 2025-05-31 | -48.79 | 172 |
| 2024-06-05 | 2024-11-19 | -40.59 | 167 |
| 2024-12-04 | 2024-12-09 | -24.30 | 5 |
| 2024-11-20 | 2024-12-02 | -23.14 | 12 |
| 2024-05-30 | 2024-06-04 | -2.05 | 5 |
| Metric | 7487433:xyousd:triple_gx:lsma95_75_30 | 7487433:XYOUSD |
|---|---|---|
| Best Day | 45057.68% | 45057.68% |
| Worst Day | -13195.97% | -3095.59% |
| Best Week | 4083.88% | 2190.04% |
| Worst Week | -6969.77% | -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 | 2155.34% | 2030.78% |
| Avg. Down Day | -400.23% | -214.06% |
| Avg. Up Week | 1244.79% | 387.7% |
| Avg. Down Week | -475.53% | -233.1% |
| Avg. Up Month | 4083.88% | 71.65% |
| Avg. Down Month | -94.86% | -93.99% |
| Win Days % | 26.26% | 28.27% |
| Win Month % | 30.77% | 30.77% |
| Win Week % | 32.35% | 28.57% |
| Win Quarter % | 20.0% | 0.0% |
| Win Year % | 0.0% | 0.0% |