| Metric | 7488145:xyousd:triple_gx:lsma170_100_30 | 7488145:XYOUSD |
|---|---|---|
| Time in Market | 43.0% | 98.0% |
| Cumulative Return | 576.93% | -17.95% |
| Max Drawdown | -48.62% | -83.48% |
| Sharpe | 0.21 | 0.26 |
| Sortino | 0.52 | 1.31 |
| Payoff Ratio | 0.21 | 0.28 |
| Profit Factor | 1.18 | 1.15 |
| Common Sense Ratio | 0.06 | 0.18 |
| CPC Index | 0.0 | 0.01 |
| Tail Ratio | 0.44 | 0.84 |
| Outlier Win Ratio | 11.56 | 3.47 |
| Outlier Loss Ratio | 4.81 | 7.86 |
| Volatility (ann.) | 129.07% | 150.04% |
| R^2 | 0.74 | 0.74 |
| Calmar | -0.07 | -0.38 |
| Skew | 13.46 | 16.87 |
| Kurtosis | 288.66 | 328.55 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | -377.82% | -365.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3373.54% | -3235.64% |
| Expected Shortfall (cVaR) | -29075.09% | -30510.81% |
| Year | 7488145:XYOUSD | 7488145:xyousd:triple_gx:lsma170_100_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.22 | 2.60 | -0.05 | + |
| 2023 | 109.84 | 57.79 | 0.53 | - |
| 2024 | 196.25 | 424.57 | 2.16 | + |
| 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 | 412.0 |
| Avg. Drawdown | -22.04% | -37.94% |
| Avg. Drawdown Days | 85.0 | 127.0 |
| Recovery Factor | -0.07 | -0.38 |
| 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 |
| 2023-01-05 | 2023-11-29 | -37.06 | 328 |
| 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 |
| 2022-10-21 | 2022-10-28 | -5.14 | 7 |
| Metric | 7488145:xyousd:triple_gx:lsma170_100_30 | 7488145: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 | 1556.8% | 1525.07% |
| Avg. Down Day | -355.08% | -231.15% |
| Avg. Up Week | 872.07% | 332.47% |
| Avg. Down Week | -476.81% | -237.17% |
| Avg. Up Month | 4083.88% | 71.65% |
| Avg. Down Month | -142.81% | -177.62% |
| Win Days % | 21.52% | 24.62% |
| Win Month % | 24.24% | 12.82% |
| Win Week % | 26.88% | 23.81% |
| Win Quarter % | 0.0% | 7.14% |
| Win Year % | 0.0% | 0.0% |