| Metric | 6235014:compusd:triple_gx:lsma100_70_25 | 6235014:COMPUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 11.55% | -42.28% |
| Max Drawdown | -53.09% | -74.7% |
| Sharpe | 0.42 | 0.06 |
| Sortino | 0.72 | 0.09 |
| Payoff Ratio | 1.24 | 1.06 |
| Profit Factor | 1.11 | 1.01 |
| Common Sense Ratio | 1.05 | 1.21 |
| CPC Index | 0.62 | 0.53 |
| Tail Ratio | 0.95 | 1.2 |
| Outlier Win Ratio | 11.12 | 3.37 |
| Outlier Loss Ratio | 3.45 | 2.92 |
| Volatility (ann.) | 65.39% | 92.11% |
| R^2 | 0.5 | 0.5 |
| Calmar | 0.14 | -0.41 |
| Skew | 2.96 | 0.73 |
| Kurtosis | 32.68 | 9.36 |
| Expected Daily % | 0.02% | -0.1% |
| Expected Monthly % | 0.58% | -2.85% |
| Expected Yearly % | 5.62% | -24.03% |
| Kelly Criterion | 0.38% | 2.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.55% | -7.92% |
| Expected Shortfall (cVaR) | -5.55% | -7.92% |
| Year | 6235014:COMPUSD | 6235014:compusd:triple_gx:lsma100_70_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 32.32 | 64.11 | 1.98 | + |
| 2025 | -56.38 | -32.03 | 0.57 | + |
| Metric | 6235014:compusd:triple_gx:lsma100_70_25 | 6235014:COMPUSD |
|---|---|---|
| MTD | 0.0% | -8.72% |
| 3M | 12.44% | -33.39% |
| 6M | -0.86% | -30.41% |
| YTD | -32.03% | -56.38% |
| 1Y | 53.37% | -34.14% |
| 3Y (ann.) | 7.53% | -30.61% |
| 5Y (ann.) | 7.53% | -30.61% |
| Metric | 6235014:compusd:triple_gx:lsma100_70_25 | 6235014:COMPUSD |
|---|---|---|
| Max Drawdown | -53.09% | -74.7% |
| Longest DD Days | 346.0 | 346.0 |
| Avg. Drawdown | -24.46% | -18.6% |
| Avg. Drawdown Days | 134.0 | 77.0 |
| Recovery Factor | 0.22 | -0.57 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-11-16 | -53.09 | 346 |
| 2024-05-25 | 2024-11-24 | -38.99 | 183 |
| 2024-11-28 | 2024-12-02 | -4.05 | 4 |
| 2024-11-26 | 2024-11-27 | -1.74 | 1 |
| Metric | 6235014:compusd:triple_gx:lsma100_70_25 | 6235014:COMPUSD |
|---|---|---|
| Best Day | 37.65% | 37.65% |
| Worst Day | -17.55% | -27.6% |
| Best Week | 67.23% | 67.23% |
| Worst Week | -19.56% | -30.62% |
| Best Month | 67.32% | 67.32% |
| Worst Month | -20.45% | -27.09% |
| Best Year | 64.11% | 32.32% |
| Worst Year | -32.03% | -56.38% |
| Avg. Up Day | 3.82% | 3.83% |
| Avg. Down Day | -3.09% | -3.61% |
| Avg. Up Week | 11.08% | 12.65% |
| Avg. Down Week | -6.32% | -9.94% |
| Avg. Up Month | 32.07% | 21.13% |
| Avg. Down Month | -9.64% | -12.49% |
| Win Days % | 44.94% | 49.73% |
| Win Month % | 35.29% | 42.11% |
| Win Week % | 40.0% | 45.0% |
| Win Quarter % | 28.57% | 28.57% |
| Win Year % | 50.0% | 50.0% |