| Metric | 6235014:compusd:triple_gx:lsma100_70_25 | 6235014:COMPUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 410.27% | -83.03% |
| Max Drawdown | -53.09% | -86.68% |
| Sharpe | 0.94 | 0.03 |
| Sortino | 1.62 | 0.04 |
| Payoff Ratio | 1.38 | 1.2 |
| Profit Factor | 1.25 | 1.0 |
| Common Sense Ratio | 1.48 | 1.09 |
| CPC Index | 0.79 | 0.59 |
| Tail Ratio | 1.19 | 1.09 |
| Outlier Win Ratio | 11.91 | 3.91 |
| Outlier Loss Ratio | 3.98 | 3.44 |
| Volatility (ann.) | 70.64% | 99.58% |
| R^2 | 0.51 | 0.51 |
| Calmar | 0.99 | -0.43 |
| Skew | 2.05 | 0.7 |
| Kurtosis | 18.21 | 6.1 |
| Expected Daily % | 0.12% | -0.13% |
| Expected Monthly % | 3.53% | -3.7% |
| Expected Yearly % | 50.3% | -35.81% |
| Kelly Criterion | 6.31% | 6.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.9% | -8.57% |
| Expected Shortfall (cVaR) | -5.9% | -8.57% |
| Year | 6235014:COMPUSD | 6235014:compusd:triple_gx:lsma100_70_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -83.42 | -14.33 | 0.17 | + |
| 2023 | 84.00 | 223.47 | 2.66 | + |
| 2024 | 27.59 | 170.91 | 6.19 | + |
| 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.) | 67.25% | -7.81% |
| 5Y (ann.) | 52.58% | -36.86% |
| Metric | 6235014:compusd:triple_gx:lsma100_70_25 | 6235014:COMPUSD |
|---|---|---|
| Max Drawdown | -53.09% | -86.68% |
| Longest DD Days | 366.0 | 1403.0 |
| Avg. Drawdown | -14.74% | -46.09% |
| Avg. Drawdown Days | 65.0 | 702.0 |
| Recovery Factor | 7.73 | -0.96 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-11-16 | -53.09 | 346 |
| 2022-06-26 | 2023-06-27 | -46.11 | 366 |
| 2024-04-28 | 2024-11-27 | -40.55 | 213 |
| 2022-03-02 | 2022-06-24 | -36.20 | 114 |
| 2023-11-16 | 2024-02-26 | -25.22 | 102 |
| 2023-07-03 | 2023-07-12 | -21.08 | 9 |
| 2023-09-29 | 2023-11-10 | -18.18 | 42 |
| 2024-03-02 | 2024-04-20 | -13.91 | 49 |
| 2023-07-13 | 2023-09-28 | -8.67 | 77 |
| 2023-11-11 | 2023-11-15 | -6.91 | 4 |
| Metric | 6235014:compusd:triple_gx:lsma100_70_25 | 6235014:COMPUSD |
|---|---|---|
| Best Day | 37.65% | 37.65% |
| Worst Day | -17.55% | -27.6% |
| Best Week | 82.74% | 82.74% |
| Worst Week | -23.0% | -37.13% |
| Best Month | 109.32% | 67.32% |
| Worst Month | -24.62% | -38.47% |
| Best Year | 223.47% | 84.0% |
| Worst Year | -32.03% | -83.42% |
| Avg. Up Day | 4.52% | 4.53% |
| Avg. Down Day | -3.28% | -3.79% |
| Avg. Up Week | 12.95% | 14.52% |
| Avg. Down Week | -6.06% | -9.5% |
| Avg. Up Month | 29.66% | 30.1% |
| Avg. Down Month | -8.71% | -13.94% |
| Win Days % | 45.73% | 49.04% |
| Win Month % | 48.78% | 38.3% |
| Win Week % | 45.0% | 45.59% |
| Win Quarter % | 50.0% | 43.75% |
| Win Year % | 50.0% | 50.0% |