| Metric | 16977139:xyousd:triple_med_gx:lsma235_95 | 16977139:XYOUSD |
|---|---|---|
| Time in Market | 24.0% | 97.0% |
| Cumulative Return | 493.24% | 22.6% |
| Max Drawdown | -40.36% | -80.94% |
| Sharpe | 0.81 | 0.42 |
| Sortino | 2.39 | 0.85 |
| Payoff Ratio | 2.24 | 2.08 |
| Profit Factor | 1.56 | 1.09 |
| Common Sense Ratio | 1.28 | 1.24 |
| CPC Index | 1.37 | 1.03 |
| Tail Ratio | 0.82 | 1.14 |
| Outlier Win Ratio | 23.61 | 4.34 |
| Outlier Loss Ratio | 3.81 | 3.24 |
| Volatility (ann.) | 64.08% | 85.67% |
| R^2 | 0.56 | 0.56 |
| Calmar | 7.73 | 0.22 |
| Skew | 13.91 | 6.29 |
| Kurtosis | 281.27 | 90.79 |
| Expected Daily % | 0.1% | 0.01% |
| Expected Monthly % | 11.77% | 1.28% |
| Expected Yearly % | 143.57% | 10.72% |
| Kelly Criterion | 11.87% | 19.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.38% | -7.28% |
| Expected Shortfall (cVaR) | -5.38% | -7.28% |
| Year | 16977139:XYOUSD | 16977139:xyousd:triple_med_gx:lsma235_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 146.23 | 259.34 | 1.77 | + |
| 2025 | -50.21 | 65.09 | -1.30 | + |
| Metric | 16977139:xyousd:triple_med_gx:lsma235_95 | 16977139:XYOUSD |
|---|---|---|
| MTD | 0.0% | -6.07% |
| 3M | -8.83% | -26.82% |
| 6M | 101.2% | -51.34% |
| YTD | 65.09% | -50.21% |
| 1Y | 676.88% | 67.97% |
| 3Y (ann.) | 311.98% | 17.59% |
| 5Y (ann.) | 311.98% | 17.59% |
| Metric | 16977139:xyousd:triple_med_gx:lsma235_95 | 16977139:XYOUSD |
|---|---|---|
| Max Drawdown | -40.36% | -80.94% |
| Longest DD Days | 210.0 | 242.0 |
| Avg. Drawdown | -11.94% | -30.97% |
| Avg. Drawdown Days | 32.0 | 76.0 |
| Recovery Factor | 12.22 | 0.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-04 | 2024-11-30 | -40.36 | 210 |
| 2024-12-10 | 2025-03-19 | -36.90 | 99 |
| 2025-04-27 | 2025-08-03 | -22.23 | 98 |
| 2024-12-02 | 2024-12-03 | -21.62 | 0 |
| 2025-03-24 | 2025-04-19 | -16.33 | 26 |
| 2025-04-20 | 2025-04-25 | -13.19 | 5 |
| 2024-11-30 | 2024-12-02 | -8.36 | 1 |
| 2024-12-09 | 2024-12-09 | -3.43 | 0 |
| 2025-03-19 | 2025-03-24 | -3.14 | 4 |
| 2024-05-03 | 2024-05-03 | -0.77 | 0 |
| Metric | 16977139:xyousd:triple_med_gx:lsma235_95 | 16977139:XYOUSD |
|---|---|---|
| Best Day | 78.59% | 78.91% |
| Worst Day | -21.62% | -21.62% |
| Best Week | 194.96% | 194.81% |
| Worst Week | -19.85% | -26.46% |
| Best Month | 254.37% | 118.94% |
| Worst Month | -17.95% | -33.4% |
| Best Year | 259.34% | 146.23% |
| Worst Year | 65.09% | -50.21% |
| Avg. Up Day | 4.24% | 4.27% |
| Avg. Down Day | -1.89% | -2.05% |
| Avg. Up Week | 35.29% | 33.99% |
| Avg. Down Week | -7.24% | -10.22% |
| Avg. Up Month | 62.44% | 41.47% |
| Avg. Down Month | -10.17% | -13.14% |
| Win Days % | 39.04% | 45.42% |
| Win Month % | 60.0% | 43.75% |
| Win Week % | 45.95% | 42.65% |
| Win Quarter % | 66.67% | 33.33% |
| Win Year % | 100.0% | 50.0% |