| Metric | 7488145:xyousd:triple_gx:lsma170_100_30 | 7488145:XYOUSD |
|---|---|---|
| Time in Market | 44.0% | 99.0% |
| Cumulative Return | 195.06% | -24.71% |
| Max Drawdown | -48.62% | -83.48% |
| Sharpe | 1.05 | 1.19 |
| Sortino | 4.87 | 7.95 |
| Payoff Ratio | 0.18 | 0.19 |
| Profit Factor | 2.28 | 1.98 |
| Common Sense Ratio | 0.05 | 0.09 |
| CPC Index | 1.4 | 3.3 |
| Tail Ratio | 0.92 | 1.22 |
| Outlier Win Ratio | 12.06 | 3.74 |
| Outlier Loss Ratio | 5.73 | 8.07 |
| Volatility (ann.) | 155.6% | 173.18% |
| R^2 | 0.81 | 0.81 |
| Calmar | -0.03 | -0.42 |
| Skew | 12.53 | 12.04 |
| Kurtosis | 177.97 | 162.95 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | 24.73% | 26.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4399.25% | -4477.07% |
| Expected Shortfall (cVaR) | -37173.03% | -37438.1% |
| Year | 7488145:XYOUSD | 7488145:xyousd:triple_gx:lsma170_100_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 144.02 | 270.15 | 1.88 | + |
| 2025 | -69.15 | -20.29 | 0.29 | + |
| Metric | 7488145:xyousd:triple_gx:lsma170_100_30 | 7488145:XYOUSD |
|---|---|---|
| MTD | -7.57% | -17.26% |
| 3M | -16.77% | -44.23% |
| 6M | -34.54% | -52.36% |
| YTD | -20.29% | -69.15% |
| 1Y | 238.14% | 3.54% |
| 3Y (ann.) | -100.0% | -100.0% |
| 5Y (ann.) | -100.0% | -100.0% |
| Metric | 7488145:xyousd:triple_gx:lsma170_100_30 | 7488145:XYOUSD |
|---|---|---|
| Max Drawdown | -48.62% | -83.48% |
| Longest DD Days | 341.0 | 341.0 |
| Avg. Drawdown | -23.79% | -36.87% |
| Avg. Drawdown Days | 85.0 | 108.0 |
| Recovery Factor | -0.03 | -0.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-10 | 2025-11-16 | -48.62 | 341 |
| 2024-06-23 | 2024-11-19 | -40.68 | 149 |
| 2024-12-04 | 2024-12-09 | -24.30 | 5 |
| 2024-11-20 | 2024-12-02 | -23.14 | 12 |
| 2024-06-20 | 2024-06-21 | -5.81 | 1 |
| 2024-06-18 | 2024-06-19 | -0.18 | 1 |
| Metric | 7488145:xyousd:triple_gx:lsma170_100_30 | 7488145:XYOUSD |
|---|---|---|
| Best Day | 45057.68% | 45057.68% |
| Worst Day | -9110.5% | -5103.26% |
| Best Week | 4083.88% | 2190.04% |
| Worst Week | -11759.81% | -4456.12% |
| Best Month | 4083.88% | 812.42% |
| Worst Month | -100.0% | -659.2% |
| Best Year | -100.0% | -100.0% |
| Worst Year | -100.0% | -100.0% |
| Avg. Up Day | 2864.19% | 2800.18% |
| Avg. Down Day | -270.11% | -249.11% |
| Avg. Up Week | 981.22% | 261.76% |
| Avg. Down Week | -742.91% | -236.04% |
| Avg. Up Month | 4083.88% | 71.65% |
| Avg. Down Month | -100.0% | -196.83% |
| Win Days % | 21.9% | 25.92% |
| Win Month % | 29.41% | 21.05% |
| Win Week % | 32.61% | 30.0% |
| Win Quarter % | 14.29% | 14.29% |
| Win Year % | 0.0% | 0.0% |