| Metric | 6234072:compusd:triple_gx:lsma200_35_25 | 6234072:COMPUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 338.7% | -71.13% |
| Max Drawdown | -36.11% | -82.14% |
| Sharpe | 1.1 | 0.09 |
| Sortino | 1.83 | 0.14 |
| Payoff Ratio | 1.43 | 1.19 |
| Profit Factor | 1.37 | 1.01 |
| Common Sense Ratio | 1.77 | 1.08 |
| CPC Index | 0.91 | 0.58 |
| Tail Ratio | 1.29 | 1.07 |
| Outlier Win Ratio | 17.61 | 3.65 |
| Outlier Loss Ratio | 3.63 | 3.17 |
| Volatility (ann.) | 58.9% | 100.08% |
| R^2 | 0.35 | 0.35 |
| Calmar | 1.68 | -0.4 |
| Skew | 1.61 | 0.85 |
| Kurtosis | 21.75 | 6.45 |
| Expected Daily % | 0.13% | -0.11% |
| Expected Monthly % | 3.97% | -3.22% |
| Expected Yearly % | 44.72% | -26.7% |
| Kelly Criterion | 8.5% | 4.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.89% | -8.59% |
| Expected Shortfall (cVaR) | -4.89% | -8.59% |
| Year | 6234072:COMPUSD | 6234072:compusd:triple_gx:lsma200_35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -77.82 | -5.82 | 0.07 | + |
| 2023 | 84.00 | 186.86 | 2.22 | + |
| 2024 | 27.59 | 99.69 | 3.61 | + |
| 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.) | 76.34% | -13.7% |
| 5Y (ann.) | 60.62% | -32.84% |
| Metric | 6234072:compusd:triple_gx:lsma200_35_25 | 6234072:COMPUSD |
|---|---|---|
| Max Drawdown | -36.11% | -82.14% |
| Longest DD Days | 264.0 | 1136.0 |
| Avg. Drawdown | -10.45% | -82.14% |
| Avg. Drawdown Days | 42.0 | 1136.0 |
| Recovery Factor | 9.38 | -0.87 |
| Ulcer Index | inf | 1.09 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-10 | 2022-06-24 | -36.11 | 45 |
| 2024-04-23 | 2024-11-27 | -35.32 | 218 |
| 2024-12-13 | 2025-05-31 | -29.46 | 169 |
| 2022-06-26 | 2023-03-17 | -27.93 | 264 |
| 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 |
| 2023-07-01 | 2023-07-02 | -6.21 | 1 |
| Metric | 6234072:compusd:triple_gx:lsma200_35_25 | 6234072: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 | 186.86% | 84.0% |
| Worst Year | -18.68% | -77.82% |
| Avg. Up Day | 4.84% | 4.86% |
| Avg. Down Day | -3.37% | -4.08% |
| Avg. Up Week | 13.02% | 15.49% |
| Avg. Down Week | -5.96% | -11.27% |
| Avg. Up Month | 26.73% | 38.81% |
| Avg. Down Month | -7.36% | -16.15% |
| Win Days % | 46.08% | 48.23% |
| Win Month % | 48.15% | 39.47% |
| Win Week % | 46.48% | 46.99% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 50.0% | 50.0% |