| Metric | 6245034:compusd:triple_gx:lsma210_70_50 | 6245034:COMPUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 247.59% | -61.63% |
| Max Drawdown | -49.51% | -75.24% |
| Sharpe | 0.91 | 0.18 |
| Sortino | 1.62 | 0.27 |
| Payoff Ratio | 1.47 | 1.36 |
| Profit Factor | 1.28 | 1.03 |
| Common Sense Ratio | 1.56 | 1.12 |
| CPC Index | 0.85 | 0.67 |
| Tail Ratio | 1.21 | 1.09 |
| Outlier Win Ratio | 14.28 | 3.67 |
| Outlier Loss Ratio | 3.62 | 3.4 |
| Volatility (ann.) | 69.07% | 99.87% |
| R^2 | 0.48 | 0.48 |
| Calmar | 1.01 | -0.35 |
| Skew | 2.64 | 0.88 |
| Kurtosis | 27.59 | 6.52 |
| Expected Daily % | 0.11% | -0.09% |
| Expected Monthly % | 3.42% | -2.56% |
| Expected Yearly % | 36.54% | -21.29% |
| Kelly Criterion | 7.6% | 10.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.77% | -8.55% |
| Expected Shortfall (cVaR) | -5.77% | -8.55% |
| Year | 6245034:COMPUSD | 6245034:compusd:triple_gx:lsma210_70_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -70.52 | -21.64 | 0.31 | + |
| 2023 | 84.00 | 162.99 | 1.94 | + |
| 2024 | 27.59 | 93.63 | 3.39 | + |
| 2025 | -44.55 | -12.90 | 0.29 | + |
| Metric | 6245034:compusd:triple_gx:lsma210_70_50 | 6245034:COMPUSD |
|---|---|---|
| MTD | 0.0% | -0.17% |
| 3M | -5.19% | -22.18% |
| 6M | -4.74% | -44.21% |
| YTD | -12.9% | -44.55% |
| 1Y | 25.4% | -31.76% |
| 3Y (ann.) | 76.13% | -13.7% |
| 5Y (ann.) | 49.76% | -26.69% |
| Metric | 6245034:compusd:triple_gx:lsma210_70_50 | 6245034:COMPUSD |
|---|---|---|
| Max Drawdown | -49.51% | -75.24% |
| Longest DD Days | 256.0 | 946.0 |
| Avg. Drawdown | -18.17% | -72.28% |
| Avg. Drawdown Days | 73.0 | 562.0 |
| Recovery Factor | 5.0 | -0.82 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-31 | -49.51 | 177 |
| 2022-05-03 | 2023-01-14 | -42.52 | 256 |
| 2024-08-24 | 2024-11-27 | -32.19 | 95 |
| 2024-03-02 | 2024-08-23 | -30.98 | 174 |
| 2023-07-03 | 2023-07-12 | -21.08 | 9 |
| 2023-11-16 | 2024-02-24 | -20.12 | 100 |
| 2023-04-17 | 2023-06-29 | -16.55 | 73 |
| 2023-02-08 | 2023-04-16 | -14.05 | 67 |
| 2023-07-17 | 2023-11-15 | -10.84 | 121 |
| 2023-01-15 | 2023-02-01 | -7.78 | 17 |
| Metric | 6245034:compusd:triple_gx:lsma210_70_50 | 6245034:COMPUSD |
|---|---|---|
| Best Day | 37.65% | 37.65% |
| Worst Day | -21.83% | -21.83% |
| Best Week | 67.23% | 82.74% |
| Worst Week | -33.86% | -37.13% |
| Best Month | 64.16% | 67.32% |
| Worst Month | -36.48% | -39.66% |
| Best Year | 162.99% | 84.0% |
| Worst Year | -21.64% | -70.52% |
| Avg. Up Day | 5.05% | 5.06% |
| Avg. Down Day | -3.43% | -3.72% |
| Avg. Up Week | 13.37% | 16.02% |
| Avg. Down Week | -7.2% | -8.97% |
| Avg. Up Month | 35.99% | 42.45% |
| Avg. Down Month | -8.51% | -20.9% |
| Win Days % | 44.96% | 48.21% |
| Win Month % | 50.0% | 40.54% |
| Win Week % | 47.95% | 47.56% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 50.0% | 50.0% |