| Metric | 7488136:xyousd:triple_gx:lsma155_100_30 | 7488136:XYOUSD |
|---|---|---|
| Time in Market | 44.0% | 98.0% |
| Cumulative Return | 388.83% | -32.6% |
| Max Drawdown | -61.15% | -83.48% |
| Sharpe | 0.34 | 0.24 |
| Sortino | 0.87 | 1.23 |
| Payoff Ratio | 0.22 | 0.24 |
| Profit Factor | 1.3 | 1.14 |
| Common Sense Ratio | 0.07 | 0.18 |
| CPC Index | 0.0 | 0.01 |
| Tail Ratio | 0.53 | 0.84 |
| Outlier Win Ratio | 11.63 | 3.55 |
| Outlier Loss Ratio | 4.52 | 6.55 |
| Volatility (ann.) | 128.05% | 149.45% |
| R^2 | 0.73 | 0.73 |
| Calmar | -0.46 | -0.19 |
| Skew | 14.04 | 16.97 |
| Kurtosis | 303.75 | 332.47 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | -386.07% | -371.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3305.39% | -3217.21% |
| Expected Shortfall (cVaR) | -28883.07% | -30307.87% |
| Year | 7488136:XYOUSD | 7488136:xyousd:triple_gx:lsma155_100_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -64.86 | 1.55 | -0.02 | + |
| 2023 | 109.84 | 45.41 | 0.41 | - |
| 2024 | 196.25 | 449.24 | 2.29 | + |
| 2025 | -69.15 | -39.73 | 0.57 | + |
| Metric | 7488136:xyousd:triple_gx:lsma155_100_30 | 7488136:XYOUSD |
|---|---|---|
| MTD | -7.57% | -17.26% |
| 3M | -19.4% | -44.23% |
| 6M | -50.5% | -52.36% |
| YTD | -39.73% | -69.15% |
| 1Y | 155.67% | 3.54% |
| 3Y (ann.) | -100.0% | -100.0% |
| 5Y (ann.) | -100.0% | -100.0% |
| Metric | 7488136:xyousd:triple_gx:lsma155_100_30 | 7488136:XYOUSD |
|---|---|---|
| Max Drawdown | -61.15% | -83.48% |
| Longest DD Days | 341.0 | 572.0 |
| Avg. Drawdown | -22.11% | -44.97% |
| Avg. Drawdown Days | 84.0 | 199.0 |
| Recovery Factor | -0.46 | -0.19 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-10 | 2025-11-16 | -61.15 | 341 |
| 2023-01-05 | 2023-11-29 | -42.00 | 328 |
| 2024-06-23 | 2024-11-19 | -36.63 | 149 |
| 2024-03-08 | 2024-06-22 | -35.13 | 106 |
| 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 |
| 2022-10-29 | 2022-11-10 | -7.86 | 12 |
| Metric | 7488136:xyousd:triple_gx:lsma155_100_30 | 7488136:XYOUSD |
|---|---|---|
| Best Day | 45057.68% | 45057.68% |
| Worst Day | -21229.66% | -5103.26% |
| Best Week | 5101.56% | 2190.04% |
| Worst Week | -11759.81% | -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 | 1449.65% | 1447.52% |
| Avg. Down Day | -324.21% | -233.83% |
| Avg. Up Week | 841.35% | 368.18% |
| Avg. Down Week | -455.81% | -231.46% |
| Avg. Up Month | 4083.88% | 71.65% |
| Avg. Down Month | -162.32% | -172.64% |
| Win Days % | 22.05% | 24.56% |
| Win Month % | 20.0% | 12.5% |
| Win Week % | 27.27% | 23.84% |
| Win Quarter % | 0.0% | 7.14% |
| Win Year % | 0.0% | 0.0% |