| Metric | 12943948:galausd:triple_med_gx:lsma195_135 | 12943948:GALAUSD |
|---|---|---|
| Time in Market | 16.0% | 97.0% |
| Cumulative Return | 74.9% | -52.92% |
| Max Drawdown | -35.99% | -80.4% |
| Sharpe | 0.69 | -0.01 |
| Sortino | 1.08 | -0.01 |
| Payoff Ratio | 1.24 | 1.16 |
| Profit Factor | 1.29 | 1.0 |
| Common Sense Ratio | 1.71 | 1.02 |
| CPC Index | 0.79 | 0.57 |
| Tail Ratio | 1.32 | 1.02 |
| Outlier Win Ratio | 32.63 | 3.19 |
| Outlier Loss Ratio | 3.34 | 2.86 |
| Volatility (ann.) | 22.53% | 58.23% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.89 | -0.63 |
| Skew | 1.25 | 0.13 |
| Kurtosis | 31.26 | 4.72 |
| Expected Daily % | 0.04% | -0.05% |
| Expected Monthly % | 4.39% | -5.63% |
| Expected Yearly % | 32.25% | -31.38% |
| Kelly Criterion | 9.16% | 5.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.9% | -5.01% |
| Expected Shortfall (cVaR) | -1.9% | -5.01% |
| Year | 12943948:GALAUSD | 12943948:galausd:triple_med_gx:lsma195_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -15.60 | 22.51 | -1.44 | + |
| 2025 | -44.21 | 42.76 | -0.97 | + |
| Metric | 12943948:galausd:triple_med_gx:lsma195_135 | 12943948:GALAUSD |
|---|---|---|
| MTD | 61.02% | 12.66% |
| 3M | 58.35% | -3.35% |
| 6M | 30.42% | -48.95% |
| YTD | 42.76% | -44.21% |
| 1Y | 63.98% | -58.43% |
| 3Y (ann.) | 68.07% | -50.32% |
| 5Y (ann.) | 68.07% | -50.32% |
| Metric | 12943948:galausd:triple_med_gx:lsma195_135 | 12943948:GALAUSD |
|---|---|---|
| Max Drawdown | -35.99% | -80.4% |
| Longest DD Days | 107.0 | 210.0 |
| Avg. Drawdown | -7.31% | -18.19% |
| Avg. Drawdown Days | 16.0 | 43.0 |
| Recovery Factor | 2.08 | -0.66 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-21 | 2025-05-09 | -35.99 | 107 |
| 2024-06-03 | 2024-08-06 | -14.17 | 63 |
| 2024-09-09 | 2024-10-14 | -12.77 | 34 |
| 2024-05-20 | 2024-06-02 | -11.75 | 12 |
| 2024-11-13 | 2024-11-13 | -9.16 | 0 |
| 2024-12-16 | 2025-01-21 | -8.81 | 35 |
| 2024-08-06 | 2024-09-08 | -7.68 | 32 |
| 2024-05-18 | 2024-05-20 | -7.31 | 2 |
| 2025-05-19 | 2025-05-22 | -7.21 | 3 |
| 2024-09-08 | 2024-09-09 | -3.68 | 1 |
| Metric | 12943948:galausd:triple_med_gx:lsma195_135 | 12943948:GALAUSD |
|---|---|---|
| Best Day | 12.29% | 19.19% |
| Worst Day | -9.16% | -16.81% |
| Best Week | 28.67% | 49.01% |
| Worst Week | -12.2% | -33.29% |
| Best Month | 61.02% | 126.43% |
| Worst Month | -12.13% | -37.16% |
| Best Year | 42.76% | -15.6% |
| Worst Year | 22.51% | -44.21% |
| Avg. Up Day | 2.42% | 2.43% |
| Avg. Down Day | -1.96% | -2.11% |
| Avg. Up Week | 8.15% | 9.39% |
| Avg. Down Week | -8.8% | -13.05% |
| Avg. Up Month | 21.25% | 39.41% |
| Avg. Down Month | -9.18% | -22.57% |
| Win Days % | 49.8% | 49.28% |
| Win Month % | 54.55% | 38.46% |
| Win Week % | 71.43% | 39.66% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |