| Metric | 6231623:compusd:triple_gx:lsma150_35_20 | 6231623:COMPUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 63.11% | -42.28% |
| Max Drawdown | -31.85% | -74.7% |
| Sharpe | 0.88 | 0.06 |
| Sortino | 1.42 | 0.09 |
| Payoff Ratio | 1.27 | 0.93 |
| Profit Factor | 1.25 | 1.01 |
| Common Sense Ratio | 1.24 | 1.21 |
| CPC Index | 0.75 | 0.47 |
| Tail Ratio | 0.99 | 1.2 |
| Outlier Win Ratio | 13.95 | 3.16 |
| Outlier Loss Ratio | 3.41 | 2.9 |
| Volatility (ann.) | 52.46% | 92.11% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.21 | -0.41 |
| Skew | 1.31 | 0.73 |
| Kurtosis | 13.11 | 9.36 |
| Expected Daily % | 0.09% | -0.1% |
| Expected Monthly % | 2.61% | -2.85% |
| Expected Yearly % | 27.72% | -24.03% |
| Kelly Criterion | 5.84% | -4.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.39% | -7.92% |
| Expected Shortfall (cVaR) | -4.39% | -7.92% |
| Year | 6231623:COMPUSD | 6231623:compusd:triple_gx:lsma150_35_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 32.32 | 57.81 | 1.79 | + |
| 2025 | -56.38 | 3.36 | -0.06 | + |
| Metric | 6231623:compusd:triple_gx:lsma150_35_20 | 6231623:COMPUSD |
|---|---|---|
| MTD | 1.59% | -8.72% |
| 3M | 12.97% | -33.39% |
| 6M | 21.65% | -30.41% |
| YTD | 3.36% | -56.38% |
| 1Y | 71.09% | -34.14% |
| 3Y (ann.) | 38.44% | -30.61% |
| 5Y (ann.) | 38.44% | -30.61% |
| Metric | 6231623:compusd:triple_gx:lsma150_35_20 | 6231623:COMPUSD |
|---|---|---|
| Max Drawdown | -31.85% | -74.7% |
| Longest DD Days | 179.0 | 346.0 |
| Avg. Drawdown | -9.56% | -18.6% |
| Avg. Drawdown Days | 45.0 | 77.0 |
| Recovery Factor | 1.98 | -0.57 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-11 | 2025-11-16 | -31.85 | 158 |
| 2024-08-02 | 2024-11-24 | -31.06 | 114 |
| 2024-12-13 | 2025-06-10 | -26.08 | 179 |
| 2024-11-28 | 2024-12-11 | -6.54 | 13 |
| 2024-06-20 | 2024-07-08 | -2.81 | 18 |
| 2024-07-11 | 2024-07-12 | -2.74 | 1 |
| 2024-11-26 | 2024-11-27 | -1.74 | 1 |
| 2024-07-16 | 2024-07-29 | -1.12 | 13 |
| 2024-07-13 | 2024-07-14 | -1.03 | 1 |
| 2024-06-18 | 2024-06-19 | -0.18 | 1 |
| Metric | 6231623:compusd:triple_gx:lsma150_35_20 | 6231623:COMPUSD |
|---|---|---|
| Best Day | 19.98% | 37.65% |
| Worst Day | -13.7% | -27.6% |
| Best Week | 33.52% | 67.23% |
| Worst Week | -19.56% | -30.62% |
| Best Month | 44.66% | 67.32% |
| Worst Month | -20.2% | -27.09% |
| Best Year | 57.81% | 32.32% |
| Worst Year | 3.36% | -56.38% |
| Avg. Up Day | 3.94% | 3.97% |
| Avg. Down Day | -3.1% | -4.28% |
| Avg. Up Week | 9.02% | 10.7% |
| Avg. Down Week | -6.99% | -13.4% |
| Avg. Up Month | 18.82% | 17.22% |
| Avg. Down Month | -11.16% | -6.72% |
| Win Days % | 47.31% | 49.73% |
| Win Month % | 66.67% | 42.11% |
| Win Week % | 58.14% | 45.0% |
| Win Quarter % | 57.14% | 28.57% |
| Win Year % | 100.0% | 50.0% |