| Metric | 16977139:xyousd:triple_med_gx:lsma235_95 | 16977139:XYOUSD |
|---|---|---|
| Time in Market | 24.0% | 96.0% |
| Cumulative Return | 1,982.05% | -43.98% |
| Max Drawdown | -50.62% | -83.52% |
| Sharpe | 0.69 | 0.28 |
| Sortino | 1.81 | 0.54 |
| Payoff Ratio | 1.8 | 1.68 |
| Profit Factor | 1.43 | 1.06 |
| Common Sense Ratio | 1.22 | 1.11 |
| CPC Index | 1.07 | 0.82 |
| Tail Ratio | 0.85 | 1.05 |
| Outlier Win Ratio | 26.79 | 4.48 |
| Outlier Loss Ratio | 3.83 | 3.22 |
| Volatility (ann.) | 49.82% | 75.93% |
| R^2 | 0.43 | 0.43 |
| Calmar | 3.01 | -0.19 |
| Skew | 13.98 | 5.29 |
| Kurtosis | 332.62 | 76.02 |
| Expected Daily % | 0.07% | -0.01% |
| Expected Monthly % | 7.69% | -1.4% |
| Expected Yearly % | 113.61% | -13.48% |
| Kelly Criterion | 9.46% | 13.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.19% | -6.48% |
| Expected Shortfall (cVaR) | -4.19% | -6.48% |
| Year | 16977139:XYOUSD | 16977139:xyousd:triple_med_gx:lsma235_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -81.90 | -2.17 | 0.03 | + |
| 2023 | 109.84 | 78.60 | 0.72 | - |
| 2024 | 196.25 | 621.77 | 3.17 | + |
| 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.) | 185.08% | 0.57% |
| 5Y (ann.) | 152.57% | -16.21% |
| Metric | 16977139:xyousd:triple_med_gx:lsma235_95 | 16977139:XYOUSD |
|---|---|---|
| Max Drawdown | -50.62% | -83.52% |
| Longest DD Days | 402.0 | 951.0 |
| Avg. Drawdown | -14.96% | -62.03% |
| Avg. Drawdown Days | 55.0 | 398.0 |
| Recovery Factor | 39.15 | -0.53 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-07 | 2024-12-02 | -50.62 | 269 |
| 2023-01-14 | 2024-02-21 | -49.79 | 402 |
| 2024-12-10 | 2025-03-19 | -36.90 | 99 |
| 2022-11-24 | 2023-01-03 | -23.97 | 39 |
| 2024-03-03 | 2024-03-07 | -22.25 | 3 |
| 2025-04-27 | 2025-08-03 | -22.23 | 98 |
| 2024-12-02 | 2024-12-03 | -21.62 | 0 |
| 2022-05-23 | 2022-11-24 | -18.70 | 185 |
| 2025-03-24 | 2025-04-19 | -16.33 | 26 |
| 2025-04-20 | 2025-04-25 | -13.19 | 5 |
| Metric | 16977139:xyousd:triple_med_gx:lsma235_95 | 16977139:XYOUSD |
|---|---|---|
| Best Day | 78.59% | 78.91% |
| Worst Day | -21.62% | -24.57% |
| Best Week | 194.96% | 194.81% |
| Worst Week | -19.85% | -32.55% |
| Best Month | 254.37% | 118.94% |
| Worst Month | -19.63% | -33.4% |
| Best Year | 621.77% | 196.25% |
| Worst Year | -2.17% | -81.9% |
| Avg. Up Day | 3.25% | 3.28% |
| Avg. Down Day | -1.81% | -1.96% |
| Avg. Up Week | 31.78% | 32.26% |
| Avg. Down Week | -5.35% | -7.51% |
| Avg. Up Month | 62.2% | 58.8% |
| Avg. Down Month | -7.53% | -14.45% |
| Win Days % | 41.82% | 45.98% |
| Win Month % | 48.72% | 29.27% |
| Win Week % | 41.57% | 38.6% |
| Win Quarter % | 64.29% | 42.86% |
| Win Year % | 75.0% | 50.0% |