| Metric | 6234074:compusd:triple_gx:lsma210_35_25 | 6234074:COMPUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | -14.85% | -26.63% |
| Max Drawdown | -38.66% | -69.32% |
| Sharpe | -0.07 | 0.14 |
| Sortino | -0.1 | 0.21 |
| Payoff Ratio | 1.23 | 1.1 |
| Profit Factor | 0.98 | 1.02 |
| Common Sense Ratio | 0.85 | 1.2 |
| CPC Index | 0.5 | 0.54 |
| Tail Ratio | 0.86 | 1.18 |
| Outlier Win Ratio | 16.52 | 2.84 |
| Outlier Loss Ratio | 3.35 | 2.93 |
| Volatility (ann.) | 49.54% | 93.75% |
| R^2 | 0.28 | 0.28 |
| Calmar | -0.37 | -0.37 |
| Skew | 1.15 | 1.24 |
| Kurtosis | 14.94 | 9.75 |
| Expected Daily % | -0.04% | -0.08% |
| Expected Monthly % | -1.23% | -2.35% |
| Expected Yearly % | -7.72% | -14.34% |
| Kelly Criterion | -5.94% | 0.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.27% | -8.04% |
| Expected Shortfall (cVaR) | -4.27% | -8.04% |
| Year | 6234074:COMPUSD | 6234074:compusd:triple_gx:lsma210_35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 32.32 | 1.61 | 0.05 | - |
| 2025 | -44.55 | -16.19 | 0.36 | + |
| Metric | 6234074:compusd:triple_gx:lsma210_35_25 | 6234074:COMPUSD |
|---|---|---|
| MTD | 0.0% | -0.17% |
| 3M | -6.7% | -22.18% |
| 6M | -13.55% | -44.21% |
| YTD | -16.19% | -44.55% |
| 1Y | -14.85% | -31.76% |
| 3Y (ann.) | -14.3% | -25.72% |
| 5Y (ann.) | -14.3% | -25.72% |
| Metric | 6234074:compusd:triple_gx:lsma210_35_25 | 6234074:COMPUSD |
|---|---|---|
| Max Drawdown | -38.66% | -69.32% |
| Longest DD Days | 169.0 | 179.0 |
| Avg. Drawdown | -22.06% | -17.83% |
| Avg. Drawdown Days | 101.0 | 52.0 |
| Recovery Factor | -0.38 | -0.38 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-12-12 | -38.66 | 132 |
| 2024-12-13 | 2025-05-31 | -27.30 | 169 |
| 2024-07-30 | 2024-08-01 | -0.24 | 2 |
| Metric | 6234074:compusd:triple_gx:lsma210_35_25 | 6234074: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 | 34.18% | 67.32% |
| Worst Month | -18.6% | -27.09% |
| Best Year | 1.61% | 32.32% |
| Worst Year | -16.19% | -44.55% |
| Avg. Up Day | 3.96% | 3.98% |
| Avg. Down Day | -3.21% | -3.63% |
| Avg. Up Week | 8.46% | 11.41% |
| Avg. Down Week | -6.98% | -13.07% |
| Avg. Up Month | 20.28% | 34.58% |
| Avg. Down Month | -8.18% | -13.21% |
| Win Days % | 41.53% | 47.89% |
| Win Month % | 30.0% | 46.15% |
| Win Week % | 40.0% | 46.43% |
| Win Quarter % | 25.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |