| Metric | configs_sql/hl_close/c/galausd/uniq_daily_ | GALAUSD |
|---|---|---|
| Time in Market | 60.0% | 97.0% |
| Cumulative Return | 1,035.36% | -49.22% |
| Max Drawdown | -34.58% | -84.28% |
| Sharpe | 1.72 | 0.31 |
| Sortino | 3.86 | 0.5 |
| Payoff Ratio | 1.61 | 1.13 |
| Profit Factor | 1.61 | 1.05 |
| Common Sense Ratio | 1.93 | 1.07 |
| CPC Index | 1.28 | 0.58 |
| Tail Ratio | 1.2 | 1.02 |
| Outlier Win Ratio | 11.85 | 3.54 |
| Outlier Loss Ratio | 5.92 | 2.64 |
| Volatility (ann.) | 72.59% | 115.88% |
| R^2 | 0.52 | 0.52 |
| Calmar | 5.04 | -0.29 |
| Skew | 5.3 | 1.38 |
| Kurtosis | 54.91 | 9.0 |
| Expected Daily % | 0.28% | -0.08% |
| Expected Monthly % | 8.44% | -2.23% |
| Expected Yearly % | 83.56% | -15.58% |
| Kelly Criterion | 17.98% | 3.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.91% | -9.88% |
| Expected Shortfall (cVaR) | -5.91% | -9.88% |
| Year | GALAUSD | configs_sql/hl_close/c/galausd/uniq_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -34.77 | -5.06 | 0.15 | + |
| 2023 | 82.04 | 283.38 | 3.45 | + |
| 2024 | 12.17 | 202.85 | 16.67 | + |
| 2025 | -61.88 | 3.00 | -0.05 | + |
| Metric | configs_sql/hl_close/c/galausd/uniq_daily_ | GALAUSD |
|---|---|---|
| MTD | -1.08% | -14.47% |
| 3M | 3.0% | -69.98% |
| 6M | 92.96% | -34.34% |
| YTD | 3.0% | -61.88% |
| 1Y | 89.44% | -76.91% |
| 3Y (ann.) | 174.25% | -24.53% |
| 5Y (ann.) | 174.25% | -24.53% |
| Metric | configs_sql/hl_close/c/galausd/uniq_daily_ | GALAUSD |
|---|---|---|
| Max Drawdown | -34.58% | -84.28% |
| Longest DD Days | 258.0 | 405.0 |
| Avg. Drawdown | -10.37% | -40.43% |
| Avg. Drawdown Days | 47.0 | 144.0 |
| Recovery Factor | 29.94 | -0.58 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-11 | 2024-11-24 | -34.58 | 258 |
| 2023-05-17 | 2023-10-26 | -19.66 | 162 |
| 2024-12-08 | 2025-03-05 | -14.56 | 87 |
| 2024-03-03 | 2024-03-09 | -14.01 | 6 |
| 2023-10-30 | 2023-11-06 | -12.44 | 7 |
| 2023-01-14 | 2023-03-13 | -11.89 | 58 |
| 2023-03-15 | 2023-03-17 | -9.97 | 2 |
| 2022-11-12 | 2023-01-08 | -9.77 | 57 |
| 2023-03-20 | 2023-05-16 | -9.70 | 57 |
| 2023-11-12 | 2024-01-11 | -9.36 | 60 |
| Metric | configs_sql/hl_close/c/galausd/uniq_daily_ | GALAUSD |
|---|---|---|
| Best Day | 47.68% | 47.64% |
| Worst Day | -12.11% | -20.92% |
| Best Week | 113.36% | 116.24% |
| Worst Week | -16.86% | -33.33% |
| Best Month | 107.63% | 224.55% |
| Worst Month | -19.33% | -40.46% |
| Best Year | 283.38% | 82.04% |
| Worst Year | -5.06% | -61.88% |
| Avg. Up Day | 3.16% | 5.25% |
| Avg. Down Day | -1.96% | -4.65% |
| Avg. Up Week | 12.29% | 21.09% |
| Avg. Down Week | -2.83% | -11.43% |
| Avg. Up Month | 40.17% | 72.79% |
| Avg. Down Month | -5.14% | -19.2% |
| Win Days % | 49.43% | 48.65% |
| Win Month % | 62.07% | 36.67% |
| Win Week % | 47.96% | 41.09% |
| Win Quarter % | 63.64% | 36.36% |
| Win Year % | 75.0% | 50.0% |