| Metric | 7487921:xyousd:triple_gx:lsma195_90_30 | 7487921:XYOUSD |
|---|---|---|
| Time in Market | 40.0% | 98.0% |
| Cumulative Return | 413.28% | -3.47% |
| Max Drawdown | -63.53% | -83.48% |
| Sharpe | 0.17 | 0.29 |
| Sortino | 0.41 | 1.49 |
| Payoff Ratio | 0.16 | 0.23 |
| Profit Factor | 1.15 | 1.17 |
| Common Sense Ratio | 0.04 | 0.18 |
| CPC Index | 0.0 | 0.01 |
| Tail Ratio | 0.46 | 0.86 |
| Outlier Win Ratio | 11.01 | 2.88 |
| Outlier Loss Ratio | 4.14 | 6.92 |
| Volatility (ann.) | 129.36% | 151.54% |
| R^2 | 0.73 | 0.73 |
| Calmar | -0.14 | -0.14 |
| Skew | 13.24 | 16.7 |
| Kurtosis | 284.22 | 321.63 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | -394.08% | -384.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3411.68% | -3266.92% |
| Expected Shortfall (cVaR) | -29406.41% | -30858.96% |
| Year | 7487921:XYOUSD | 7487921:xyousd:triple_gx:lsma195_90_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -49.67 | 3.32 | -0.07 | + |
| 2023 | 109.84 | 66.74 | 0.61 | - |
| 2024 | 196.25 | 419.14 | 2.14 | + |
| 2025 | -69.15 | -42.61 | 0.62 | + |
| Metric | 7487921:xyousd:triple_gx:lsma195_90_30 | 7487921:XYOUSD |
|---|---|---|
| MTD | -6.25% | -17.26% |
| 3M | -21.07% | -44.23% |
| 6M | -43.03% | -52.36% |
| YTD | -42.61% | -69.15% |
| 1Y | 143.45% | 3.54% |
| 3Y (ann.) | -100.0% | -100.0% |
| 5Y (ann.) | -100.0% | -100.0% |
| Metric | 7487921:xyousd:triple_gx:lsma195_90_30 | 7487921:XYOUSD |
|---|---|---|
| Max Drawdown | -63.53% | -83.48% |
| Longest DD Days | 341.0 | 412.0 |
| Avg. Drawdown | -23.42% | -31.0% |
| Avg. Drawdown Days | 101.0 | 101.0 |
| Recovery Factor | -0.14 | -0.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-10 | 2025-11-16 | -63.53 | 341 |
| 2024-03-08 | 2024-11-19 | -38.72 | 256 |
| 2023-01-05 | 2023-11-29 | -32.16 | 328 |
| 2023-12-02 | 2024-03-03 | -29.08 | 92 |
| 2024-12-04 | 2024-12-09 | -24.30 | 5 |
| 2024-11-20 | 2024-12-02 | -23.14 | 12 |
| 2022-11-11 | 2023-01-04 | -19.22 | 54 |
| 2024-03-04 | 2024-03-07 | -18.90 | 3 |
| 2022-10-21 | 2022-10-28 | -5.14 | 7 |
| 2022-10-29 | 2022-11-10 | -2.88 | 12 |
| Metric | 7487921:xyousd:triple_gx:lsma195_90_30 | 7487921:XYOUSD |
|---|---|---|
| Best Day | 45057.68% | 45057.68% |
| Worst Day | -21229.66% | -5103.26% |
| Best Week | 5101.56% | 2190.04% |
| Worst Week | -23612.28% | -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 | 1525.26% | 1525.28% |
| Avg. Down Day | -406.24% | -217.81% |
| Avg. Up Week | 917.38% | 345.98% |
| Avg. Down Week | -956.06% | -236.75% |
| Avg. Up Month | 4083.88% | 71.65% |
| Avg. Down Month | -173.65% | -181.14% |
| Win Days % | 22.57% | 24.79% |
| Win Month % | 21.88% | 15.79% |
| Win Week % | 27.38% | 24.85% |
| Win Quarter % | 7.69% | 7.69% |
| Win Year % | 0.0% | 0.0% |