| Metric | 6234024:compusd:triple_gx:lsma145_35_25 | 6234024:COMPUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 447.64% | -63.93% |
| Max Drawdown | -45.37% | -84.73% |
| Sharpe | 1.14 | 0.19 |
| Sortino | 1.91 | 0.28 |
| Payoff Ratio | 1.42 | 1.2 |
| Profit Factor | 1.35 | 1.03 |
| Common Sense Ratio | 1.83 | 1.11 |
| CPC Index | 0.89 | 0.6 |
| Tail Ratio | 1.36 | 1.08 |
| Outlier Win Ratio | 15.3 | 3.69 |
| Outlier Loss Ratio | 3.8 | 3.31 |
| Volatility (ann.) | 62.35% | 101.16% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.5 | -0.32 |
| Skew | 1.43 | 0.85 |
| Kurtosis | 17.33 | 6.05 |
| Expected Daily % | 0.14% | -0.09% |
| Expected Monthly % | 4.34% | -2.52% |
| Expected Yearly % | 52.98% | -22.5% |
| Kelly Criterion | 8.58% | 5.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.17% | -8.66% |
| Expected Shortfall (cVaR) | -5.17% | -8.66% |
| Year | 6234024:COMPUSD | 6234024:compusd:triple_gx:lsma145_35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -72.29 | 13.60 | -0.19 | + |
| 2023 | 84.00 | 144.89 | 1.72 | + |
| 2024 | 27.59 | 129.02 | 4.68 | + |
| 2025 | -44.55 | -14.05 | 0.32 | + |
| Metric | 6234024:compusd:triple_gx:lsma145_35_25 | 6234024:COMPUSD |
|---|---|---|
| MTD | 0.0% | -0.17% |
| 3M | -9.1% | -22.18% |
| 6M | -11.34% | -44.21% |
| YTD | -14.05% | -44.55% |
| 1Y | 9.9% | -31.76% |
| 3Y (ann.) | 81.67% | -13.7% |
| 5Y (ann.) | 68.17% | -26.78% |
| Metric | 6234024:compusd:triple_gx:lsma145_35_25 | 6234024:COMPUSD |
|---|---|---|
| Max Drawdown | -45.37% | -84.73% |
| Longest DD Days | 245.0 | 1153.0 |
| Avg. Drawdown | -9.74% | -18.51% |
| Avg. Drawdown Days | 34.0 | 169.0 |
| Recovery Factor | 9.87 | -0.75 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-04 | 2022-06-25 | -45.37 | 82 |
| 2024-07-19 | 2024-11-24 | -32.84 | 128 |
| 2022-10-27 | 2023-06-29 | -29.08 | 245 |
| 2024-12-13 | 2025-05-31 | -25.44 | 169 |
| 2022-06-26 | 2022-09-23 | -21.20 | 89 |
| 2023-07-03 | 2023-07-12 | -21.08 | 9 |
| 2023-11-11 | 2023-12-26 | -18.83 | 45 |
| 2024-03-02 | 2024-04-14 | -13.91 | 43 |
| 2023-12-29 | 2024-01-11 | -12.83 | 13 |
| 2024-11-28 | 2024-12-12 | -9.21 | 14 |
| Metric | 6234024:compusd:triple_gx:lsma145_35_25 | 6234024:COMPUSD |
|---|---|---|
| Best Day | 30.55% | 37.65% |
| Worst Day | -21.83% | -21.83% |
| Best Week | 44.99% | 82.74% |
| Worst Week | -22.48% | -37.13% |
| Best Month | 50.74% | 67.32% |
| Worst Month | -20.12% | -38.47% |
| Best Year | 144.89% | 84.0% |
| Worst Year | -14.05% | -72.29% |
| Avg. Up Day | 4.77% | 4.78% |
| Avg. Down Day | -3.35% | -3.98% |
| Avg. Up Week | 10.46% | 13.41% |
| Avg. Down Week | -6.21% | -10.72% |
| Avg. Up Month | 18.77% | 31.56% |
| Avg. Down Month | -7.43% | -19.49% |
| Win Days % | 46.29% | 48.44% |
| Win Month % | 62.86% | 42.5% |
| Win Week % | 55.17% | 47.13% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 50.0% |