| Metric | 17030329:xyousd:triple_med_gx:lsma170_135 | 17030329:XYOUSD |
|---|---|---|
| Time in Market | 16.0% | 97.0% |
| Cumulative Return | 565.53% | 36.94% |
| Max Drawdown | -26.27% | -80.94% |
| Sharpe | 0.97 | 0.45 |
| Sortino | 3.86 | 0.9 |
| Payoff Ratio | 2.42 | 2.04 |
| Profit Factor | 2.01 | 1.1 |
| Common Sense Ratio | 1.32 | 1.25 |
| CPC Index | 2.11 | 1.02 |
| Tail Ratio | 0.65 | 1.14 |
| Outlier Win Ratio | 31.28 | 3.47 |
| Outlier Loss Ratio | 4.08 | 2.92 |
| Volatility (ann.) | 48.3% | 85.67% |
| R^2 | 0.32 | 0.32 |
| Calmar | 13.32 | 0.35 |
| Skew | 16.54 | 6.28 |
| Kurtosis | 361.14 | 90.56 |
| Expected Daily % | 0.1% | 0.02% |
| Expected Monthly % | 12.58% | 1.98% |
| Expected Yearly % | 157.98% | 17.02% |
| Kelly Criterion | 19.79% | 18.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.03% | -7.27% |
| Expected Shortfall (cVaR) | -4.03% | -7.27% |
| Year | 17030329:XYOUSD | 17030329:xyousd:triple_med_gx:lsma170_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 146.23 | 194.96 | 1.33 | + |
| 2025 | -44.39 | 125.63 | -2.83 | + |
| Metric | 17030329:xyousd:triple_med_gx:lsma170_135 | 17030329:XYOUSD |
|---|---|---|
| MTD | -4.95% | 4.92% |
| 3M | -13.74% | -13.64% |
| 6M | 25.01% | -38.94% |
| YTD | 125.63% | -44.39% |
| 1Y | 774.4% | 106.75% |
| 3Y (ann.) | 349.95% | 28.33% |
| 5Y (ann.) | 349.95% | 28.33% |
| Metric | 17030329:xyousd:triple_med_gx:lsma170_135 | 17030329:XYOUSD |
|---|---|---|
| Max Drawdown | -26.27% | -80.94% |
| Longest DD Days | 201.0 | 243.0 |
| Avg. Drawdown | -7.38% | -30.97% |
| Avg. Drawdown Days | 31.0 | 76.0 |
| Recovery Factor | 21.52 | 0.46 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-01 | 2024-11-19 | -26.27 | 201 |
| 2025-04-27 | 2025-08-04 | -22.30 | 98 |
| 2025-02-09 | 2025-04-25 | -14.15 | 74 |
| 2024-12-11 | 2025-01-16 | -13.33 | 35 |
| 2024-11-19 | 2024-11-19 | -7.48 | 0 |
| 2025-01-28 | 2025-01-28 | -5.34 | 0 |
| 2024-12-11 | 2024-12-11 | -2.83 | 0 |
| 2025-01-17 | 2025-01-17 | -2.48 | 0 |
| 2024-12-01 | 2024-12-02 | -1.09 | 0 |
| 2025-04-27 | 2025-04-27 | -0.18 | 0 |
| Metric | 17030329:xyousd:triple_med_gx:lsma170_135 | 17030329:XYOUSD |
|---|---|---|
| Best Day | 67.17% | 78.91% |
| Worst Day | -8.52% | -21.62% |
| Best Week | 112.83% | 194.81% |
| Worst Week | -9.57% | -26.46% |
| Best Month | 115.99% | 118.94% |
| Worst Month | -15.66% | -33.4% |
| Best Year | 194.96% | 146.23% |
| Worst Year | 125.63% | -44.39% |
| Avg. Up Day | 3.88% | 3.91% |
| Avg. Down Day | -1.6% | -1.92% |
| Avg. Up Week | 28.58% | 32.62% |
| Avg. Down Week | -4.7% | -9.19% |
| Avg. Up Month | 76.92% | 54.58% |
| Avg. Down Month | -8.6% | -21.48% |
| Win Days % | 43.21% | 45.49% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 48.48% | 42.65% |
| Win Quarter % | 50.0% | 33.33% |
| Win Year % | 100.0% | 50.0% |