| Metric | 6234236:compusd:triple_gx:lsma220_40_25 | 6234236:COMPUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 697.67% | -42.89% |
| Max Drawdown | -35.29% | -69.32% |
| Sharpe | 1.41 | 0.29 |
| Sortino | 2.62 | 0.45 |
| Payoff Ratio | 1.58 | 1.3 |
| Profit Factor | 1.5 | 1.05 |
| Common Sense Ratio | 2.13 | 1.16 |
| CPC Index | 1.1 | 0.66 |
| Tail Ratio | 1.43 | 1.11 |
| Outlier Win Ratio | 16.25 | 3.7 |
| Outlier Loss Ratio | 3.8 | 3.21 |
| Volatility (ann.) | 60.88% | 98.18% |
| R^2 | 0.39 | 0.39 |
| Calmar | 2.76 | -0.24 |
| Skew | 2.76 | 1.03 |
| Kurtosis | 26.82 | 6.72 |
| Expected Daily % | 0.19% | -0.05% |
| Expected Monthly % | 5.77% | -1.5% |
| Expected Yearly % | 68.06% | -13.07% |
| Kelly Criterion | 12.47% | 8.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.01% | -8.37% |
| Expected Shortfall (cVaR) | -5.01% | -8.37% |
| Year | 6234236:COMPUSD | 6234236:compusd:triple_gx:lsma220_40_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 16.17 | -0.29 | + |
| 2023 | 84.00 | 267.30 | 3.18 | + |
| 2024 | 27.59 | 153.02 | 5.55 | + |
| 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.) | 100.39% | -13.7% |
| 5Y (ann.) | 97.58% | -16.78% |
| Metric | 6234236:compusd:triple_gx:lsma220_40_25 | 6234236:COMPUSD |
|---|---|---|
| Max Drawdown | -35.29% | -69.32% |
| Longest DD Days | 213.0 | 425.0 |
| Avg. Drawdown | -8.95% | -50.52% |
| Avg. Drawdown Days | 35.0 | 221.0 |
| Recovery Factor | 19.77 | -0.62 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-23 | 2024-11-22 | -35.29 | 213 |
| 2024-12-13 | 2025-05-31 | -32.40 | 169 |
| 2022-06-26 | 2023-01-14 | -26.83 | 202 |
| 2022-05-16 | 2022-06-21 | -24.80 | 36 |
| 2023-07-03 | 2023-07-12 | -21.08 | 9 |
| 2023-12-28 | 2024-02-23 | -18.23 | 57 |
| 2024-03-02 | 2024-04-14 | -13.91 | 43 |
| 2023-11-16 | 2023-12-25 | -13.75 | 39 |
| 2024-11-28 | 2024-12-11 | -9.21 | 13 |
| 2023-01-15 | 2023-01-26 | -8.16 | 11 |
| Metric | 6234236:compusd:triple_gx:lsma220_40_25 | 6234236:COMPUSD |
|---|---|---|
| Best Day | 33.04% | 37.65% |
| Worst Day | -17.12% | -17.55% |
| Best Week | 44.99% | 82.74% |
| Worst Week | -19.56% | -37.13% |
| Best Month | 68.83% | 67.32% |
| Worst Month | -16.63% | -38.0% |
| Best Year | 267.3% | 84.0% |
| Worst Year | -26.12% | -56.13% |
| Avg. Up Day | 4.9% | 4.91% |
| Avg. Down Day | -3.1% | -3.77% |
| Avg. Up Week | 11.34% | 14.37% |
| Avg. Down Week | -5.83% | -9.92% |
| Avg. Up Month | 30.56% | 35.64% |
| Avg. Down Month | -6.11% | -13.73% |
| Win Days % | 46.4% | 48.29% |
| Win Month % | 55.17% | 40.54% |
| Win Week % | 55.56% | 48.15% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |