| Metric | 6245056:compusd:triple_gx:lsma230_70_50 | 6245056:COMPUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 22.73% | -26.63% |
| Max Drawdown | -49.51% | -69.32% |
| Sharpe | 0.61 | 0.14 |
| Sortino | 1.08 | 0.21 |
| Payoff Ratio | 1.43 | 1.31 |
| Profit Factor | 1.17 | 1.02 |
| Common Sense Ratio | 1.29 | 1.2 |
| CPC Index | 0.72 | 0.64 |
| Tail Ratio | 1.1 | 1.18 |
| Outlier Win Ratio | 11.34 | 3.11 |
| Outlier Loss Ratio | 3.3 | 3.1 |
| Volatility (ann.) | 68.93% | 93.75% |
| R^2 | 0.54 | 0.54 |
| Calmar | 0.44 | -0.37 |
| Skew | 3.34 | 1.24 |
| Kurtosis | 35.62 | 9.75 |
| Expected Daily % | 0.05% | -0.08% |
| Expected Monthly % | 1.59% | -2.35% |
| Expected Yearly % | 10.78% | -14.34% |
| Kelly Criterion | 3.11% | 8.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.82% | -8.04% |
| Expected Shortfall (cVaR) | -5.82% | -8.04% |
| Year | 6245056:COMPUSD | 6245056:compusd:triple_gx:lsma230_70_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 32.32 | 35.90 | 1.11 | + |
| 2025 | -44.55 | -9.69 | 0.22 | + |
| Metric | 6245056:compusd:triple_gx:lsma230_70_50 | 6245056:COMPUSD |
|---|---|---|
| MTD | 0.0% | -0.17% |
| 3M | -1.7% | -22.18% |
| 6M | -1.23% | -44.21% |
| YTD | -9.69% | -44.55% |
| 1Y | 22.73% | -31.76% |
| 3Y (ann.) | 21.74% | -25.72% |
| 5Y (ann.) | 21.74% | -25.72% |
| Metric | 6245056:compusd:triple_gx:lsma230_70_50 | 6245056:COMPUSD |
|---|---|---|
| Max Drawdown | -49.51% | -69.32% |
| Longest DD Days | 177.0 | 179.0 |
| Avg. Drawdown | -22.37% | -17.83% |
| Avg. Drawdown Days | 58.0 | 52.0 |
| Recovery Factor | 0.46 | -0.38 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-31 | -49.51 | 177 |
| 2024-08-24 | 2024-11-27 | -35.99 | 95 |
| 2024-08-03 | 2024-08-14 | -16.01 | 11 |
| 2024-08-15 | 2024-08-20 | -6.29 | 5 |
| 2024-11-28 | 2024-12-02 | -4.05 | 4 |
| Metric | 6245056:compusd:triple_gx:lsma230_70_50 | 6245056:COMPUSD |
|---|---|---|
| Best Day | 37.65% | 37.65% |
| Worst Day | -17.55% | -17.55% |
| Best Week | 67.23% | 67.23% |
| Worst Week | -23.13% | -26.61% |
| Best Month | 35.29% | 67.32% |
| Worst Month | -11.51% | -27.09% |
| Best Year | 35.9% | 32.32% |
| Worst Year | -9.69% | -44.55% |
| Avg. Up Day | 4.78% | 4.78% |
| Avg. Down Day | -3.35% | -3.66% |
| Avg. Up Week | 16.95% | 18.09% |
| Avg. Down Week | -9.36% | -11.75% |
| Avg. Up Month | 23.0% | 34.58% |
| Avg. Down Month | -8.13% | -27.09% |
| Win Days % | 43.06% | 47.89% |
| Win Month % | 57.14% | 46.15% |
| Win Week % | 46.15% | 46.43% |
| Win Quarter % | 25.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |