| Metric | 6234041:compusd:triple_gx:lsma165_35_25 | 6234041:COMPUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 319.99% | -59.95% |
| Max Drawdown | -46.62% | -84.73% |
| Sharpe | 1.03 | 0.21 |
| Sortino | 1.71 | 0.33 |
| Payoff Ratio | 1.5 | 1.23 |
| Profit Factor | 1.33 | 1.03 |
| Common Sense Ratio | 1.77 | 1.11 |
| CPC Index | 0.89 | 0.62 |
| Tail Ratio | 1.33 | 1.07 |
| Outlier Win Ratio | 16.48 | 3.71 |
| Outlier Loss Ratio | 3.9 | 3.36 |
| Volatility (ann.) | 61.45% | 101.28% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.21 | -0.29 |
| Skew | 1.47 | 0.85 |
| Kurtosis | 18.65 | 6.11 |
| Expected Daily % | 0.12% | -0.08% |
| Expected Monthly % | 3.75% | -2.32% |
| Expected Yearly % | 43.16% | -20.45% |
| Kelly Criterion | 7.77% | 6.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.12% | -8.66% |
| Expected Shortfall (cVaR) | -5.12% | -8.66% |
| Year | 6234041:COMPUSD | 6234041:compusd:triple_gx:lsma165_35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -69.23 | -13.11 | 0.19 | + |
| 2023 | 84.00 | 148.19 | 1.76 | + |
| 2024 | 27.59 | 117.70 | 4.27 | + |
| 2025 | -44.55 | -10.54 | 0.24 | + |
| Metric | 6234041:compusd:triple_gx:lsma165_35_25 | 6234041:COMPUSD |
|---|---|---|
| MTD | 9.28% | -0.17% |
| 3M | 1.95% | -22.18% |
| 6M | -7.72% | -44.21% |
| YTD | -10.54% | -44.55% |
| 1Y | 8.73% | -31.76% |
| 3Y (ann.) | 75.65% | -13.7% |
| 5Y (ann.) | 56.23% | -24.76% |
| Metric | 6234041:compusd:triple_gx:lsma165_35_25 | 6234041:COMPUSD |
|---|---|---|
| Max Drawdown | -46.62% | -84.73% |
| Longest DD Days | 368.0 | 1153.0 |
| Avg. Drawdown | -10.88% | -20.88% |
| Avg. Drawdown Days | 45.0 | 232.0 |
| Recovery Factor | 6.86 | -0.71 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-04 | 2022-06-25 | -46.62 | 82 |
| 2022-06-26 | 2023-06-29 | -33.00 | 368 |
| 2024-07-19 | 2024-11-24 | -31.62 | 128 |
| 2024-12-13 | 2025-05-31 | -28.98 | 169 |
| 2023-07-03 | 2023-07-12 | -21.08 | 9 |
| 2023-11-11 | 2023-12-26 | -18.19 | 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 |
| 2024-04-23 | 2024-07-15 | -7.89 | 83 |
| Metric | 6234041:compusd:triple_gx:lsma165_35_25 | 6234041: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 | 148.19% | 84.0% |
| Worst Year | -13.11% | -69.23% |
| Avg. Up Day | 4.94% | 4.95% |
| Avg. Down Day | -3.29% | -4.02% |
| Avg. Up Week | 10.74% | 14.58% |
| Avg. Down Week | -6.28% | -10.63% |
| Avg. Up Month | 16.93% | 34.08% |
| Avg. Down Month | -7.63% | -19.7% |
| Win Days % | 44.65% | 48.41% |
| Win Month % | 60.0% | 41.03% |
| Win Week % | 53.09% | 47.37% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 50.0% |