| Metric | 6235001:compusd:triple_gx:lsma80_70_25 | 6235001:COMPUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | -15.83% | -26.63% |
| Max Drawdown | -56.36% | -69.32% |
| Sharpe | 0.11 | 0.14 |
| Sortino | 0.19 | 0.21 |
| Payoff Ratio | 1.23 | 1.11 |
| Profit Factor | 1.03 | 1.02 |
| Common Sense Ratio | 1.01 | 1.2 |
| CPC Index | 0.55 | 0.54 |
| Tail Ratio | 0.98 | 1.18 |
| Outlier Win Ratio | 9.26 | 3.11 |
| Outlier Loss Ratio | 3.97 | 3.53 |
| Volatility (ann.) | 72.08% | 93.75% |
| R^2 | 0.59 | 0.59 |
| Calmar | -0.27 | -0.37 |
| Skew | 2.77 | 1.24 |
| Kurtosis | 30.32 | 9.75 |
| Expected Daily % | -0.05% | -0.08% |
| Expected Monthly % | -1.32% | -2.35% |
| Expected Yearly % | -8.26% | -14.34% |
| Kelly Criterion | -2.43% | 1.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.18% | -8.04% |
| Expected Shortfall (cVaR) | -6.18% | -8.04% |
| Year | 6235001:COMPUSD | 6235001:compusd:triple_gx:lsma80_70_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 32.32 | 71.22 | 2.20 | + |
| 2025 | -44.55 | -50.84 | 1.14 | - |
| Metric | 6235001:compusd:triple_gx:lsma80_70_25 | 6235001:COMPUSD |
|---|---|---|
| MTD | -2.4% | -0.17% |
| 3M | -30.46% | -22.18% |
| 6M | -26.09% | -44.21% |
| YTD | -50.84% | -44.55% |
| 1Y | -9.54% | -31.76% |
| 3Y (ann.) | -15.26% | -25.72% |
| 5Y (ann.) | -15.26% | -25.72% |
| Metric | 6235001:compusd:triple_gx:lsma80_70_25 | 6235001:COMPUSD |
|---|---|---|
| Max Drawdown | -56.36% | -69.32% |
| Longest DD Days | 181.0 | 179.0 |
| Avg. Drawdown | -20.42% | -17.83% |
| Avg. Drawdown Days | 73.0 | 52.0 |
| Recovery Factor | -0.28 | -0.38 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-31 | -56.36 | 177 |
| 2024-05-25 | 2024-11-22 | -38.84 | 181 |
| 2024-11-28 | 2024-12-02 | -4.05 | 4 |
| 2024-11-26 | 2024-11-27 | -1.74 | 1 |
| 2024-11-23 | 2024-11-24 | -1.13 | 1 |
| Metric | 6235001:compusd:triple_gx:lsma80_70_25 | 6235001:COMPUSD |
|---|---|---|
| Best Day | 37.65% | 37.65% |
| Worst Day | -17.55% | -17.55% |
| Best Week | 67.23% | 67.23% |
| Worst Week | -20.29% | -26.61% |
| Best Month | 67.32% | 67.32% |
| Worst Month | -20.45% | -27.09% |
| Best Year | 71.22% | 32.32% |
| Worst Year | -50.84% | -44.55% |
| Avg. Up Day | 3.87% | 3.88% |
| Avg. Down Day | -3.15% | -3.48% |
| Avg. Up Week | 11.11% | 12.7% |
| Avg. Down Week | -6.96% | -9.51% |
| Avg. Up Month | 42.67% | 25.09% |
| Avg. Down Month | -14.1% | -14.03% |
| Win Days % | 43.59% | 47.89% |
| Win Month % | 30.77% | 46.15% |
| Win Week % | 39.47% | 46.43% |
| Win Quarter % | 20.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |