| Metric | 15876311:nearusd:triple_med_gx:lsma65_35 | 15876311:NEARUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 25.58% | -56.54% |
| Max Drawdown | -12.39% | -77.66% |
| Sharpe | 0.55 | -0.11 |
| Sortino | 1.03 | -0.15 |
| Payoff Ratio | 1.37 | 1.2 |
| Profit Factor | 1.41 | 0.98 |
| Common Sense Ratio | NaN | 0.96 |
| CPC Index | 0.93 | 0.59 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 87.4 | 2.54 |
| Outlier Loss Ratio | 3.68 | 2.26 |
| Volatility (ann.) | 10.62% | 52.16% |
| R^2 | 0.04 | 0.04 |
| Calmar | 1.9 | -0.69 |
| Skew | 6.26 | 0.05 |
| Kurtosis | 126.68 | 3.93 |
| Expected Daily % | 0.01% | -0.05% |
| Expected Monthly % | 1.77% | -6.21% |
| Expected Yearly % | 12.06% | -34.07% |
| Kelly Criterion | 10.01% | 8.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -4.51% |
| Expected Shortfall (cVaR) | -0.9% | -4.51% |
| Year | 15876311:NEARUSD | 15876311:nearusd:triple_med_gx:lsma65_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -19.51 | -2.32 | 0.12 | + |
| 2025 | -46.00 | 28.57 | -0.62 | + |
| Metric | 15876311:nearusd:triple_med_gx:lsma65_35 | 15876311:NEARUSD |
|---|---|---|
| MTD | 14.86% | 7.45% |
| 3M | 25.26% | -13.37% |
| 6M | 19.05% | -61.19% |
| YTD | 28.57% | -46.0% |
| 1Y | 28.36% | -65.05% |
| 3Y (ann.) | 23.5% | -53.79% |
| 5Y (ann.) | 23.5% | -53.79% |
| Metric | 15876311:nearusd:triple_med_gx:lsma65_35 | 15876311:NEARUSD |
|---|---|---|
| Max Drawdown | -12.39% | -77.66% |
| Longest DD Days | 166.0 | 374.0 |
| Avg. Drawdown | -4.56% | -10.29% |
| Avg. Drawdown Days | 41.0 | 32.0 |
| Recovery Factor | 2.07 | -0.73 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-25 | 2024-12-08 | -12.39 | 166 |
| 2024-12-09 | 2025-03-19 | -9.99 | 100 |
| 2024-05-21 | 2024-06-24 | -6.41 | 34 |
| 2025-03-20 | 2025-04-20 | -3.37 | 31 |
| 2024-06-24 | 2024-06-24 | -2.44 | 0 |
| 2025-05-10 | 2025-05-10 | -1.40 | 0 |
| 2025-05-09 | 2025-05-10 | -0.32 | 0 |
| 2024-05-20 | 2024-05-20 | -0.18 | 0 |
| Metric | 15876311:nearusd:triple_med_gx:lsma65_35 | 15876311:NEARUSD |
|---|---|---|
| Best Day | 10.54% | 15.28% |
| Worst Day | -6.15% | -15.76% |
| Best Week | 15.23% | 28.3% |
| Worst Week | -7.4% | -30.59% |
| Best Month | 14.86% | 73.26% |
| Worst Month | -7.4% | -33.64% |
| Best Year | 28.57% | -19.51% |
| Worst Year | -2.32% | -46.0% |
| Avg. Up Day | 1.87% | 1.9% |
| Avg. Down Day | -1.36% | -1.58% |
| Avg. Up Week | 3.67% | 17.82% |
| Avg. Down Week | -4.58% | -6.08% |
| Avg. Up Month | 13.05% | 40.35% |
| Avg. Down Month | -5.9% | -24.64% |
| Win Days % | 47.92% | 49.94% |
| Win Month % | 63.64% | 30.77% |
| Win Week % | 62.5% | 39.66% |
| Win Quarter % | 80.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |