| Metric | 6234072:compusd:triple_gx:lsma200_35_25 | 6234072:COMPUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | -9.34% | -26.63% |
| Max Drawdown | -31.87% | -69.32% |
| Sharpe | 0.05 | 0.14 |
| Sortino | 0.08 | 0.21 |
| Payoff Ratio | 1.23 | 1.09 |
| Profit Factor | 1.01 | 1.02 |
| Common Sense Ratio | 0.88 | 1.2 |
| CPC Index | 0.52 | 0.53 |
| Tail Ratio | 0.86 | 1.18 |
| Outlier Win Ratio | 17.48 | 2.84 |
| Outlier Loss Ratio | 3.27 | 2.93 |
| Volatility (ann.) | 49.05% | 93.75% |
| R^2 | 0.27 | 0.27 |
| Calmar | -0.28 | -0.37 |
| Skew | 1.18 | 1.24 |
| Kurtosis | 15.61 | 9.75 |
| Expected Daily % | -0.03% | -0.08% |
| Expected Monthly % | -0.75% | -2.35% |
| Expected Yearly % | -4.79% | -14.34% |
| Kelly Criterion | -5.86% | -0.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.22% | -8.04% |
| Expected Shortfall (cVaR) | -4.22% | -8.04% |
| Year | 6234072:COMPUSD | 6234072:compusd:triple_gx:lsma200_35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 32.32 | 11.48 | 0.36 | - |
| 2025 | -44.55 | -18.68 | 0.42 | + |
| Metric | 6234072:compusd:triple_gx:lsma200_35_25 | 6234072:COMPUSD |
|---|---|---|
| MTD | 0.0% | -0.17% |
| 3M | -9.47% | -22.18% |
| 6M | -16.12% | -44.21% |
| YTD | -18.68% | -44.55% |
| 1Y | -9.34% | -31.76% |
| 3Y (ann.) | -8.99% | -25.72% |
| 5Y (ann.) | -8.99% | -25.72% |
| Metric | 6234072:compusd:triple_gx:lsma200_35_25 | 6234072:COMPUSD |
|---|---|---|
| Max Drawdown | -31.87% | -69.32% |
| Longest DD Days | 169.0 | 179.0 |
| Avg. Drawdown | -18.07% | -17.83% |
| Avg. Drawdown Days | 81.0 | 52.0 |
| Recovery Factor | -0.29 | -0.38 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-08 | 2024-11-25 | -31.87 | 140 |
| 2024-12-13 | 2025-05-31 | -29.46 | 169 |
| 2024-11-28 | 2024-12-12 | -9.21 | 14 |
| 2024-11-26 | 2024-11-27 | -1.74 | 1 |
| Metric | 6234072:compusd:triple_gx:lsma200_35_25 | 6234072:COMPUSD |
|---|---|---|
| Best Day | 19.98% | 37.65% |
| Worst Day | -13.7% | -17.55% |
| Best Week | 33.52% | 67.23% |
| Worst Week | -19.56% | -26.61% |
| Best Month | 40.88% | 67.32% |
| Worst Month | -19.92% | -27.09% |
| Best Year | 11.48% | 32.32% |
| Worst Year | -18.68% | -44.55% |
| Avg. Up Day | 4.15% | 4.17% |
| Avg. Down Day | -3.38% | -3.84% |
| Avg. Up Week | 10.41% | 11.43% |
| Avg. Down Week | -6.73% | -13.07% |
| Avg. Up Month | 23.63% | 34.58% |
| Avg. Down Month | -7.62% | -13.21% |
| Win Days % | 41.67% | 47.89% |
| Win Month % | 22.22% | 46.15% |
| Win Week % | 34.78% | 46.43% |
| Win Quarter % | 25.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |