| Metric | 13057849:galausd:triple_med_gx:lsma30_80 | 13057849:GALAUSD |
|---|---|---|
| Time in Market | 29.0% | 97.0% |
| Cumulative Return | 164.94% | -89.75% |
| Max Drawdown | -49.98% | -93.84% |
| Sharpe | 0.43 | -0.0 |
| Sortino | 0.68 | -0.0 |
| Payoff Ratio | 1.27 | 1.17 |
| Profit Factor | 1.14 | 1.0 |
| Common Sense Ratio | 1.24 | 0.99 |
| CPC Index | 0.63 | 0.58 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 24.4 | 3.64 |
| Outlier Loss Ratio | 4.51 | 2.95 |
| Volatility (ann.) | 25.85% | 60.88% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.73 | -0.55 |
| Skew | 1.46 | 1.06 |
| Kurtosis | 29.09 | 16.62 |
| Expected Daily % | 0.02% | -0.05% |
| Expected Monthly % | 2.6% | -5.82% |
| Expected Yearly % | 27.58% | -43.41% |
| Kelly Criterion | -0.45% | 6.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.19% | -5.24% |
| Expected Shortfall (cVaR) | -2.19% | -5.24% |
| Year | 13057849:GALAUSD | 13057849:galausd:triple_med_gx:lsma30_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.03 | -13.07 | 0.14 | + |
| 2023 | 82.58 | 56.03 | 0.68 | - |
| 2024 | 12.27 | 45.38 | 3.70 | + |
| 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.) | 46.41% | -35.91% |
| 5Y (ann.) | 36.72% | -51.86% |
| Metric | 13057849:galausd:triple_med_gx:lsma30_80 | 13057849:GALAUSD |
|---|---|---|
| Max Drawdown | -49.98% | -93.84% |
| Longest DD Days | 475.0 | 1135.0 |
| Avg. Drawdown | -8.33% | -47.05% |
| Avg. Drawdown Days | 30.0 | 568.0 |
| Recovery Factor | 3.3 | -0.96 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-01 | 2025-05-29 | -49.98 | 179 |
| 2022-08-06 | 2023-11-25 | -45.32 | 475 |
| 2024-06-14 | 2024-10-29 | -22.69 | 136 |
| 2024-10-29 | 2024-11-24 | -22.68 | 25 |
| 2022-04-24 | 2022-06-25 | -22.34 | 62 |
| 2024-03-15 | 2024-03-22 | -15.18 | 7 |
| 2024-04-24 | 2024-06-03 | -13.59 | 39 |
| 2024-03-05 | 2024-03-09 | -12.40 | 4 |
| 2023-12-16 | 2024-01-10 | -11.66 | 25 |
| 2024-01-17 | 2024-02-26 | -11.62 | 40 |
| Metric | 13057849:galausd:triple_med_gx:lsma30_80 | 13057849:GALAUSD |
|---|---|---|
| Best Day | 16.78% | 45.73% |
| Worst Day | -13.26% | -22.58% |
| Best Week | 30.83% | 115.91% |
| Worst Week | -30.26% | -36.12% |
| Best Month | 66.12% | 225.29% |
| Worst Month | -48.99% | -40.46% |
| Best Year | 56.03% | 82.58% |
| Worst Year | -13.07% | -91.03% |
| Avg. Up Day | 2.05% | 2.08% |
| Avg. Down Day | -1.61% | -1.77% |
| Avg. Up Week | 8.73% | 15.56% |
| Avg. Down Week | -4.8% | -10.83% |
| Avg. Up Month | 19.99% | 54.3% |
| Avg. Down Month | -10.59% | -25.18% |
| Win Days % | 43.75% | 49.61% |
| Win Month % | 55.26% | 36.84% |
| Win Week % | 48.46% | 41.21% |
| Win Quarter % | 53.85% | 38.46% |
| Win Year % | 75.0% | 50.0% |