| Metric | 6234086:compusd:triple_gx:lsma215_35_25 | 6234086:COMPUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | -19.33% | -26.63% |
| Max Drawdown | -39.38% | -69.32% |
| Sharpe | -0.17 | 0.14 |
| Sortino | -0.26 | 0.21 |
| Payoff Ratio | 1.23 | 1.09 |
| Profit Factor | 0.95 | 1.02 |
| Common Sense Ratio | 0.82 | 1.2 |
| CPC Index | 0.47 | 0.53 |
| Tail Ratio | 0.86 | 1.18 |
| Outlier Win Ratio | 16.91 | 2.84 |
| Outlier Loss Ratio | 3.39 | 2.93 |
| Volatility (ann.) | 49.42% | 93.75% |
| R^2 | 0.28 | 0.28 |
| Calmar | -0.47 | -0.37 |
| Skew | 1.17 | 1.24 |
| Kurtosis | 15.14 | 9.75 |
| Expected Daily % | -0.06% | -0.08% |
| Expected Monthly % | -1.64% | -2.35% |
| Expected Yearly % | -10.18% | -14.34% |
| Kelly Criterion | -8.47% | 0.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.28% | -8.04% |
| Expected Shortfall (cVaR) | -4.28% | -8.04% |
| Year | 6234086:COMPUSD | 6234086:compusd:triple_gx:lsma215_35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 32.32 | -0.80 | -0.02 | - |
| 2025 | -44.55 | -18.68 | 0.42 | + |
| Metric | 6234086:compusd:triple_gx:lsma215_35_25 | 6234086:COMPUSD |
|---|---|---|
| MTD | 0.0% | -0.17% |
| 3M | -9.47% | -22.18% |
| 6M | -16.12% | -44.21% |
| YTD | -18.68% | -44.55% |
| 1Y | -19.33% | -31.76% |
| 3Y (ann.) | -18.64% | -25.72% |
| 5Y (ann.) | -18.64% | -25.72% |
| Metric | 6234086:compusd:triple_gx:lsma215_35_25 | 6234086:COMPUSD |
|---|---|---|
| Max Drawdown | -39.38% | -69.32% |
| Longest DD Days | 169.0 | 179.0 |
| Avg. Drawdown | -34.42% | -17.83% |
| Avg. Drawdown Days | 152.0 | 52.0 |
| Recovery Factor | -0.49 | -0.38 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-30 | 2024-12-12 | -39.38 | 135 |
| 2024-12-13 | 2025-05-31 | -29.46 | 169 |
| Metric | 6234086:compusd:triple_gx:lsma215_35_25 | 6234086: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 | 35.49% | 67.32% |
| Worst Month | -19.92% | -27.09% |
| Best Year | -0.8% | 32.32% |
| Worst Year | -18.68% | -44.55% |
| Avg. Up Day | 4.02% | 4.04% |
| Avg. Down Day | -3.27% | -3.7% |
| Avg. Up Week | 8.5% | 11.41% |
| Avg. Down Week | -7.14% | -13.07% |
| Avg. Up Month | 20.94% | 34.58% |
| Avg. Down Month | -8.51% | -13.21% |
| Win Days % | 40.17% | 47.89% |
| Win Month % | 22.22% | 46.15% |
| Win Week % | 37.5% | 46.43% |
| Win Quarter % | 25.0% | 40.0% |
| Win Year % | 0.0% | 50.0% |