| Metric | 6235001:compusd:triple_gx:lsma80_70_25 | 6235001:COMPUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 345.51% | -79.17% |
| Max Drawdown | -56.36% | -88.92% |
| Sharpe | 0.94 | 0.04 |
| Sortino | 1.6 | 0.06 |
| Payoff Ratio | 1.39 | 1.24 |
| Profit Factor | 1.23 | 1.01 |
| Common Sense Ratio | 1.58 | 1.05 |
| CPC Index | 0.78 | 0.61 |
| Tail Ratio | 1.28 | 1.05 |
| Outlier Win Ratio | 10.63 | 3.92 |
| Outlier Loss Ratio | 3.96 | 3.51 |
| Volatility (ann.) | 75.79% | 100.96% |
| R^2 | 0.57 | 0.57 |
| Calmar | 0.96 | -0.41 |
| Skew | 1.81 | 0.8 |
| Kurtosis | 15.53 | 5.81 |
| Expected Daily % | 0.12% | -0.13% |
| Expected Monthly % | 3.62% | -3.67% |
| Expected Yearly % | 34.83% | -26.93% |
| Kelly Criterion | 6.29% | 7.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.33% | -8.68% |
| Expected Shortfall (cVaR) | -6.33% | -8.68% |
| Year | 6235001:COMPUSD | 6235001:compusd:triple_gx:lsma80_70_25 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | 2.52 | -3.15 | -1.25 | - |
| 2022 | -84.39 | 26.66 | -0.32 | + |
| 2023 | 84.00 | 196.18 | 2.34 | + |
| 2024 | 27.59 | 149.46 | 5.42 | + |
| 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.) | 56.89% | -13.7% |
| 5Y (ann.) | 54.21% | -36.54% |
| Metric | 6235001:compusd:triple_gx:lsma80_70_25 | 6235001:COMPUSD |
|---|---|---|
| Max Drawdown | -56.36% | -88.92% |
| Longest DD Days | 278.0 | 1250.0 |
| Avg. Drawdown | -15.9% | -31.15% |
| Avg. Drawdown Days | 48.0 | 418.0 |
| Recovery Factor | 6.13 | -0.89 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-31 | -56.36 | 177 |
| 2022-09-24 | 2023-06-29 | -45.59 | 278 |
| 2024-04-23 | 2024-11-27 | -43.68 | 218 |
| 2022-04-04 | 2022-06-23 | -31.45 | 80 |
| 2023-11-16 | 2024-02-27 | -31.44 | 103 |
| 2022-06-26 | 2022-09-11 | -30.34 | 77 |
| 2023-07-03 | 2023-07-12 | -21.08 | 9 |
| 2022-03-02 | 2022-03-30 | -19.77 | 28 |
| 2023-09-29 | 2023-11-10 | -18.18 | 42 |
| 2022-09-15 | 2022-09-22 | -17.35 | 7 |
| Metric | 6235001:compusd:triple_gx:lsma80_70_25 | 6235001: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 | 70.99% | 67.32% |
| Worst Month | -24.62% | -39.0% |
| Best Year | 196.18% | 84.0% |
| Worst Year | -50.84% | -84.39% |
| Avg. Up Day | 4.65% | 4.67% |
| Avg. Down Day | -3.34% | -3.75% |
| Avg. Up Week | 14.12% | 14.75% |
| Avg. Down Week | -6.0% | -9.05% |
| Avg. Up Month | 31.4% | 32.9% |
| Avg. Down Month | -11.57% | -14.93% |
| Win Days % | 45.47% | 48.48% |
| Win Month % | 51.28% | 40.48% |
| Win Week % | 43.36% | 45.36% |
| Win Quarter % | 53.33% | 53.33% |
| Win Year % | 60.0% | 60.0% |