| Metric | 6234876:compusd:triple_gx:lsma100_65_25 | 6234876:COMPUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 471.3% | -78.42% |
| Max Drawdown | -45.99% | -86.68% |
| Sharpe | 1.06 | 0.05 |
| Sortino | 1.85 | 0.07 |
| Payoff Ratio | 1.45 | 1.29 |
| Profit Factor | 1.29 | 1.01 |
| Common Sense Ratio | 1.66 | 1.06 |
| CPC Index | 0.84 | 0.63 |
| Tail Ratio | 1.29 | 1.05 |
| Outlier Win Ratio | 11.8 | 3.86 |
| Outlier Loss Ratio | 4.02 | 3.48 |
| Volatility (ann.) | 72.35% | 101.03% |
| R^2 | 0.52 | 0.52 |
| Calmar | 1.46 | -0.42 |
| Skew | 2.06 | 0.81 |
| Kurtosis | 18.16 | 5.88 |
| Expected Daily % | 0.14% | -0.12% |
| Expected Monthly % | 4.34% | -3.67% |
| Expected Yearly % | 54.6% | -31.84% |
| Kelly Criterion | 7.39% | 8.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.02% | -8.69% |
| Expected Shortfall (cVaR) | -6.02% | -8.69% |
| Year | 6234876:COMPUSD | 6234876:compusd:triple_gx:lsma100_65_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -83.42 | -10.65 | 0.13 | + |
| 2023 | 84.00 | 201.50 | 2.40 | + |
| 2024 | 27.59 | 181.46 | 6.58 | + |
| 2025 | -44.55 | -24.65 | 0.55 | + |
| Metric | 6234876:compusd:triple_gx:lsma100_65_25 | 6234876:COMPUSD |
|---|---|---|
| MTD | -0.91% | -0.17% |
| 3M | -23.16% | -22.18% |
| 6M | 13.28% | -44.21% |
| YTD | -24.65% | -44.55% |
| 1Y | 30.78% | -31.76% |
| 3Y (ann.) | 79.84% | -13.7% |
| 5Y (ann.) | 67.1% | -36.35% |
| Metric | 6234876:compusd:triple_gx:lsma100_65_25 | 6234876:COMPUSD |
|---|---|---|
| Max Drawdown | -45.99% | -86.68% |
| Longest DD Days | 366.0 | 1234.0 |
| Avg. Drawdown | -13.76% | -46.09% |
| Avg. Drawdown Days | 57.0 | 618.0 |
| Recovery Factor | 10.25 | -0.9 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-26 | 2023-06-27 | -45.99 | 366 |
| 2024-04-28 | 2024-11-27 | -41.44 | 213 |
| 2022-03-02 | 2022-06-24 | -37.24 | 114 |
| 2024-12-05 | 2025-05-31 | -34.11 | 177 |
| 2023-11-16 | 2024-02-26 | -26.87 | 102 |
| 2023-07-03 | 2023-07-12 | -21.08 | 9 |
| 2023-09-29 | 2023-11-15 | -19.72 | 47 |
| 2024-03-02 | 2024-04-14 | -13.91 | 43 |
| 2023-07-13 | 2023-09-28 | -8.67 | 77 |
| 2023-07-01 | 2023-07-02 | -6.21 | 1 |
| Metric | 6234876:compusd:triple_gx:lsma100_65_25 | 6234876:COMPUSD |
|---|---|---|
| Best Day | 37.65% | 37.65% |
| Worst Day | -17.55% | -21.83% |
| Best Week | 82.74% | 82.74% |
| Worst Week | -23.0% | -37.13% |
| Best Month | 109.32% | 67.32% |
| Worst Month | -23.49% | -38.47% |
| Best Year | 201.5% | 84.0% |
| Worst Year | -24.65% | -83.42% |
| Avg. Up Day | 4.8% | 4.82% |
| Avg. Down Day | -3.31% | -3.72% |
| Avg. Up Week | 13.81% | 15.27% |
| Avg. Down Week | -6.21% | -9.6% |
| Avg. Up Month | 35.08% | 33.86% |
| Avg. Down Month | -9.58% | -15.75% |
| Win Days % | 45.15% | 48.37% |
| Win Month % | 50.0% | 39.02% |
| Win Week % | 46.15% | 46.11% |
| Win Quarter % | 57.14% | 50.0% |
| Win Year % | 50.0% | 50.0% |