| Metric | 6234236:compusd:triple_gx:lsma220_40_25 | 6234236:COMPUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 6.18% | -26.63% |
| Max Drawdown | -32.4% | -69.32% |
| Sharpe | 0.36 | 0.14 |
| Sortino | 0.56 | 0.21 |
| Payoff Ratio | 1.21 | 1.07 |
| Profit Factor | 1.1 | 1.02 |
| Common Sense Ratio | 0.97 | 1.2 |
| CPC Index | 0.59 | 0.52 |
| Tail Ratio | 0.88 | 1.18 |
| Outlier Win Ratio | 15.53 | 2.84 |
| Outlier Loss Ratio | 3.34 | 2.93 |
| Volatility (ann.) | 50.09% | 93.75% |
| R^2 | 0.28 | 0.28 |
| Calmar | 0.18 | -0.37 |
| Skew | 1.16 | 1.24 |
| Kurtosis | 14.33 | 9.75 |
| Expected Daily % | 0.02% | -0.08% |
| Expected Monthly % | 0.46% | -2.35% |
| Expected Yearly % | 3.05% | -14.34% |
| Kelly Criterion | -1.2% | -0.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.26% | -8.04% |
| Expected Shortfall (cVaR) | -4.26% | -8.04% |
| Year | 6234236:COMPUSD | 6234236:compusd:triple_gx:lsma220_40_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 32.32 | 43.72 | 1.35 | + |
| 2025 | -44.55 | -26.12 | 0.59 | + |
| Metric | 6234236:compusd:triple_gx:lsma220_40_25 | 6234236:COMPUSD |
|---|---|---|
| MTD | 0.0% | -0.17% |
| 3M | -7.91% | -22.18% |
| 6M | -20.02% | -44.21% |
| YTD | -26.12% | -44.55% |
| 1Y | 6.18% | -31.76% |
| 3Y (ann.) | 5.93% | -25.72% |
| 5Y (ann.) | 5.93% | -25.72% |
| Metric | 6234236:compusd:triple_gx:lsma220_40_25 | 6234236:COMPUSD |
|---|---|---|
| Max Drawdown | -32.4% | -69.32% |
| Longest DD Days | 169.0 | 179.0 |
| Avg. Drawdown | -13.5% | -17.83% |
| Avg. Drawdown Days | 50.0 | 52.0 |
| Recovery Factor | 0.19 | -0.38 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-05-31 | -32.40 | 169 |
| 2024-07-30 | 2024-11-18 | -30.66 | 111 |
| 2024-11-28 | 2024-12-11 | -9.21 | 13 |
| 2024-11-19 | 2024-11-22 | -5.85 | 3 |
| 2024-11-26 | 2024-11-27 | -1.74 | 1 |
| 2024-11-23 | 2024-11-24 | -1.13 | 1 |
| Metric | 6234236:compusd:triple_gx:lsma220_40_25 | 6234236: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 | 68.83% | 67.32% |
| Worst Month | -16.63% | -27.09% |
| Best Year | 43.72% | 32.32% |
| Worst Year | -26.12% | -44.55% |
| Avg. Up Day | 3.93% | 3.95% |
| Avg. Down Day | -3.24% | -3.69% |
| Avg. Up Week | 8.14% | 9.51% |
| Avg. Down Week | -9.12% | -12.04% |
| Avg. Up Month | 40.23% | 34.58% |
| Avg. Down Month | -9.53% | -13.21% |
| Win Days % | 44.54% | 47.89% |
| Win Month % | 30.0% | 46.15% |
| Win Week % | 52.17% | 46.43% |
| Win Quarter % | 25.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |