| Metric | 6033468:compusd:triple_gx:zlema125_60_40 | 6033468:COMPUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 101.76% | -26.63% |
| Max Drawdown | -35.17% | -69.32% |
| Sharpe | 1.3 | 0.14 |
| Sortino | 2.37 | 0.21 |
| Payoff Ratio | 1.36 | 1.24 |
| Profit Factor | 1.4 | 1.02 |
| Common Sense Ratio | 1.68 | 1.2 |
| CPC Index | 0.93 | 0.6 |
| Tail Ratio | 1.2 | 1.18 |
| Outlier Win Ratio | 10.41 | 3.11 |
| Outlier Loss Ratio | 3.51 | 3.15 |
| Volatility (ann.) | 69.26% | 93.75% |
| R^2 | 0.55 | 0.55 |
| Calmar | 2.74 | -0.37 |
| Skew | 3.18 | 1.24 |
| Kurtosis | 34.8 | 9.75 |
| Expected Daily % | 0.18% | -0.08% |
| Expected Monthly % | 5.55% | -2.35% |
| Expected Yearly % | 42.04% | -14.34% |
| Kelly Criterion | 10.86% | 5.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.72% | -8.04% |
| Expected Shortfall (cVaR) | -5.72% | -8.04% |
| Year | 6033468:COMPUSD | 6033468:compusd:triple_gx:zlema125_60_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 32.32 | 142.43 | 4.41 | + |
| 2025 | -44.55 | -16.78 | 0.38 | + |
| Metric | 6033468:compusd:triple_gx:zlema125_60_40 | 6033468:COMPUSD |
|---|---|---|
| MTD | 0.0% | -0.17% |
| 3M | -9.27% | -22.18% |
| 6M | 16.89% | -44.21% |
| YTD | -16.78% | -44.55% |
| 1Y | 101.76% | -31.76% |
| 3Y (ann.) | 96.25% | -25.72% |
| 5Y (ann.) | 96.25% | -25.72% |
| Metric | 6033468:compusd:triple_gx:zlema125_60_40 | 6033468:COMPUSD |
|---|---|---|
| Max Drawdown | -35.17% | -69.32% |
| Longest DD Days | 177.0 | 179.0 |
| Avg. Drawdown | -10.02% | -17.83% |
| Avg. Drawdown Days | 30.0 | 52.0 |
| Recovery Factor | 2.89 | -0.38 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-31 | -35.17 | 177 |
| 2024-07-19 | 2024-11-07 | -32.67 | 111 |
| 2024-11-12 | 2024-11-18 | -14.61 | 6 |
| 2024-06-28 | 2024-07-15 | -7.45 | 17 |
| 2024-11-19 | 2024-11-22 | -5.85 | 3 |
| 2024-06-20 | 2024-06-27 | -4.66 | 7 |
| 2024-11-28 | 2024-12-02 | -4.05 | 4 |
| 2024-07-16 | 2024-07-18 | -2.68 | 2 |
| 2024-11-26 | 2024-11-27 | -1.74 | 1 |
| 2024-11-23 | 2024-11-24 | -1.13 | 1 |
| Metric | 6033468:compusd:triple_gx:zlema125_60_40 | 6033468:COMPUSD |
|---|---|---|
| Best Day | 37.65% | 37.65% |
| Worst Day | -17.55% | -17.55% |
| Best Week | 67.23% | 67.23% |
| Worst Week | -19.56% | -26.61% |
| Best Month | 75.04% | 67.32% |
| Worst Month | -9.27% | -27.09% |
| Best Year | 142.43% | 32.32% |
| Worst Year | -16.78% | -44.55% |
| Avg. Up Day | 4.34% | 4.36% |
| Avg. Down Day | -3.2% | -3.52% |
| Avg. Up Week | 13.91% | 15.94% |
| Avg. Down Week | -6.08% | -10.37% |
| Avg. Up Month | 39.13% | 23.73% |
| Avg. Down Month | -3.96% | -16.06% |
| Win Days % | 48.7% | 47.89% |
| Win Month % | 44.44% | 46.15% |
| Win Week % | 48.28% | 46.43% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |