| Metric | 6234082:compusd:triple_gx:lsma220_35_25 | 6234082:COMPUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | -3.48% | -42.28% |
| Max Drawdown | -39.05% | -74.7% |
| Sharpe | 0.2 | 0.06 |
| Sortino | 0.32 | 0.09 |
| Payoff Ratio | 1.15 | 0.95 |
| Profit Factor | 1.05 | 1.01 |
| Common Sense Ratio | 0.92 | 1.21 |
| CPC Index | 0.54 | 0.47 |
| Tail Ratio | 0.87 | 1.2 |
| Outlier Win Ratio | 14.78 | 3.07 |
| Outlier Loss Ratio | 3.43 | 2.86 |
| Volatility (ann.) | 50.74% | 92.11% |
| R^2 | 0.3 | 0.3 |
| Calmar | -0.06 | -0.41 |
| Skew | 1.42 | 0.73 |
| Kurtosis | 14.82 | 9.36 |
| Expected Daily % | -0.01% | -0.1% |
| Expected Monthly % | -0.19% | -2.85% |
| Expected Yearly % | -1.76% | -24.03% |
| Kelly Criterion | -3.76% | -3.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.34% | -7.92% |
| Expected Shortfall (cVaR) | -4.34% | -7.92% |
| Year | 6234082:COMPUSD | 6234082:compusd:triple_gx:lsma220_35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 32.32 | -0.26 | -0.01 | - |
| 2025 | -56.38 | -3.23 | 0.06 | + |
| Metric | 6234082:compusd:triple_gx:lsma220_35_25 | 6234082:COMPUSD |
|---|---|---|
| MTD | -3.46% | -8.72% |
| 3M | 3.11% | -33.39% |
| 6M | 17.17% | -30.41% |
| YTD | -3.23% | -56.38% |
| 1Y | 49.81% | -34.14% |
| 3Y (ann.) | -2.33% | -30.61% |
| 5Y (ann.) | -2.33% | -30.61% |
| Metric | 6234082:compusd:triple_gx:lsma220_35_25 | 6234082:COMPUSD |
|---|---|---|
| Max Drawdown | -39.05% | -74.7% |
| Longest DD Days | 179.0 | 346.0 |
| Avg. Drawdown | -33.06% | -18.6% |
| Avg. Drawdown Days | 157.0 | 77.0 |
| Recovery Factor | -0.09 | -0.57 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-30 | 2024-12-12 | -39.05 | 135 |
| 2025-06-11 | 2025-11-16 | -31.76 | 158 |
| 2024-12-13 | 2025-06-10 | -28.36 | 179 |
| Metric | 6234082:compusd:triple_gx:lsma220_35_25 | 6234082:COMPUSD |
|---|---|---|
| Best Day | 19.98% | 37.65% |
| Worst Day | -13.7% | -27.6% |
| Best Week | 33.52% | 67.23% |
| Worst Week | -19.56% | -30.62% |
| Best Month | 38.43% | 67.32% |
| Worst Month | -19.92% | -27.09% |
| Best Year | -0.26% | 32.32% |
| Worst Year | -3.23% | -56.38% |
| Avg. Up Day | 3.63% | 3.64% |
| Avg. Down Day | -3.16% | -3.85% |
| Avg. Up Week | 9.66% | 12.11% |
| Avg. Down Week | -5.71% | -11.67% |
| Avg. Up Month | 20.05% | 26.14% |
| Avg. Down Month | -7.71% | -9.93% |
| Win Days % | 44.56% | 49.73% |
| Win Month % | 31.25% | 42.11% |
| Win Week % | 37.5% | 45.0% |
| Win Quarter % | 50.0% | 28.57% |
| Win Year % | 0.0% | 50.0% |