| Metric | 13057849:galausd:triple_med_gx:lsma30_80 | 13057849:GALAUSD |
|---|---|---|
| Time in Market | 29.0% | 97.0% |
| Cumulative Return | -2.64% | -52.92% |
| Max Drawdown | -49.98% | -80.4% |
| Sharpe | 0.1 | -0.01 |
| Sortino | 0.15 | -0.01 |
| Payoff Ratio | 1.18 | 1.09 |
| Profit Factor | 1.03 | 1.0 |
| Common Sense Ratio | 1.08 | 1.02 |
| CPC Index | 0.52 | 0.54 |
| Tail Ratio | 1.05 | 1.02 |
| Outlier Win Ratio | 23.24 | 3.23 |
| Outlier Loss Ratio | 4.48 | 2.92 |
| Volatility (ann.) | 25.02% | 58.23% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.05 | -0.63 |
| Skew | 0.85 | 0.13 |
| Kurtosis | 29.26 | 4.72 |
| Expected Daily % | -0.0% | -0.05% |
| Expected Monthly % | -0.21% | -5.63% |
| Expected Yearly % | -1.33% | -31.38% |
| Kelly Criterion | -5.74% | 2.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.15% | -5.01% |
| Expected Shortfall (cVaR) | -2.15% | -5.01% |
| Year | 13057849:GALAUSD | 13057849:galausd:triple_med_gx:lsma30_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -15.60 | -27.53 | 1.76 | - |
| 2025 | -44.21 | 34.36 | -0.78 | + |
| Metric | 13057849:galausd:triple_med_gx:lsma30_80 | 13057849:GALAUSD |
|---|---|---|
| MTD | 6.41% | 12.66% |
| 3M | 12.48% | -3.35% |
| 6M | -24.74% | -48.95% |
| YTD | 34.36% | -44.21% |
| 1Y | -12.49% | -58.43% |
| 3Y (ann.) | -2.45% | -50.32% |
| 5Y (ann.) | -2.45% | -50.32% |
| Metric | 13057849:galausd:triple_med_gx:lsma30_80 | 13057849:GALAUSD |
|---|---|---|
| Max Drawdown | -49.98% | -80.4% |
| Longest DD Days | 179.0 | 210.0 |
| Avg. Drawdown | -11.27% | -18.19% |
| Avg. Drawdown Days | 36.0 | 43.0 |
| Recovery Factor | -0.05 | -0.66 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-01 | 2025-05-29 | -49.98 | 179 |
| 2024-06-14 | 2024-10-29 | -22.69 | 136 |
| 2024-10-29 | 2024-11-24 | -22.68 | 25 |
| 2024-05-29 | 2024-06-03 | -7.06 | 5 |
| 2024-11-24 | 2024-11-30 | -5.23 | 6 |
| 2024-05-09 | 2024-05-13 | -3.83 | 4 |
| 2024-05-14 | 2024-05-15 | -0.78 | 1 |
| 2024-06-14 | 2024-06-14 | -0.18 | 0 |
| 2024-05-27 | 2024-05-27 | -0.18 | 0 |
| 2024-10-29 | 2024-10-29 | -0.10 | 0 |
| Metric | 13057849:galausd:triple_med_gx:lsma30_80 | 13057849:GALAUSD |
|---|---|---|
| Best Day | 15.86% | 19.19% |
| Worst Day | -11.35% | -16.81% |
| Best Week | 30.83% | 49.01% |
| Worst Week | -30.26% | -33.29% |
| Best Month | 29.51% | 126.43% |
| Worst Month | -48.99% | -37.16% |
| Best Year | 34.36% | -15.6% |
| Worst Year | -27.53% | -44.21% |
| Avg. Up Day | 1.95% | 1.98% |
| Avg. Down Day | -1.65% | -1.81% |
| Avg. Up Week | 9.02% | 17.12% |
| Avg. Down Week | -6.86% | -10.66% |
| Avg. Up Month | 11.91% | 39.41% |
| Avg. Down Month | -15.78% | -26.01% |
| Win Days % | 42.76% | 49.28% |
| Win Month % | 61.54% | 38.46% |
| Win Week % | 50.0% | 39.66% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |