| Metric | 6235153:compusd:triple_gx:lsma100_75_25 | 6235153:COMPUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 429.6% | -78.42% |
| Max Drawdown | -53.17% | -86.68% |
| Sharpe | 1.03 | 0.05 |
| Sortino | 1.79 | 0.07 |
| Payoff Ratio | 1.43 | 1.27 |
| Profit Factor | 1.27 | 1.01 |
| Common Sense Ratio | 1.62 | 1.06 |
| CPC Index | 0.82 | 0.62 |
| Tail Ratio | 1.27 | 1.05 |
| Outlier Win Ratio | 11.71 | 3.93 |
| Outlier Loss Ratio | 4.01 | 3.48 |
| Volatility (ann.) | 73.12% | 101.03% |
| R^2 | 0.53 | 0.53 |
| Calmar | 1.19 | -0.42 |
| Skew | 2.02 | 0.81 |
| Kurtosis | 17.48 | 5.88 |
| Expected Daily % | 0.14% | -0.12% |
| Expected Monthly % | 4.15% | -3.67% |
| Expected Yearly % | 51.7% | -31.84% |
| Kelly Criterion | 6.92% | 7.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.09% | -8.69% |
| Expected Shortfall (cVaR) | -6.09% | -8.69% |
| Year | 6235153:COMPUSD | 6235153:compusd:triple_gx:lsma100_75_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -83.42 | -25.56 | 0.31 | + |
| 2023 | 84.00 | 253.90 | 3.02 | + |
| 2024 | 27.59 | 171.70 | 6.22 | + |
| 2025 | -44.55 | -26.02 | 0.58 | + |
| Metric | 6235153:compusd:triple_gx:lsma100_75_25 | 6235153:COMPUSD |
|---|---|---|
| MTD | -0.91% | -0.17% |
| 3M | -22.48% | -22.18% |
| 6M | 11.23% | -44.21% |
| YTD | -26.02% | -44.55% |
| 1Y | 30.65% | -31.76% |
| 3Y (ann.) | 77.71% | -13.7% |
| 5Y (ann.) | 63.41% | -36.35% |
| Metric | 6235153:compusd:triple_gx:lsma100_75_25 | 6235153:COMPUSD |
|---|---|---|
| Max Drawdown | -53.17% | -86.68% |
| Longest DD Days | 368.0 | 1234.0 |
| Avg. Drawdown | -14.05% | -46.09% |
| Avg. Drawdown Days | 54.0 | 618.0 |
| Recovery Factor | 8.08 | -0.9 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-26 | 2023-06-29 | -53.17 | 368 |
| 2024-04-28 | 2024-11-27 | -41.61 | 213 |
| 2022-03-02 | 2022-06-24 | -36.20 | 114 |
| 2024-12-05 | 2025-05-31 | -35.32 | 177 |
| 2023-11-16 | 2024-02-26 | -25.22 | 102 |
| 2023-09-29 | 2023-11-15 | -21.43 | 47 |
| 2023-07-03 | 2023-07-12 | -21.08 | 9 |
| 2024-03-02 | 2024-04-20 | -13.91 | 49 |
| 2023-07-01 | 2023-07-02 | -6.21 | 1 |
| 2023-09-16 | 2023-09-27 | -5.98 | 11 |
| Metric | 6235153:compusd:triple_gx:lsma100_75_25 | 6235153: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 | -24.62% | -38.47% |
| Best Year | 253.9% | 84.0% |
| Worst Year | -26.02% | -83.42% |
| Avg. Up Day | 4.75% | 4.76% |
| Avg. Down Day | -3.32% | -3.75% |
| Avg. Up Week | 13.77% | 15.51% |
| Avg. Down Week | -6.08% | -9.26% |
| Avg. Up Month | 33.54% | 31.99% |
| Avg. Down Month | -9.15% | -15.47% |
| Win Days % | 45.19% | 48.37% |
| Win Month % | 50.0% | 39.02% |
| Win Week % | 44.76% | 46.11% |
| Win Quarter % | 42.86% | 50.0% |
| Win Year % | 50.0% | 50.0% |