| Metric | 6245056:compusd:triple_gx:lsma230_70_50 | 6245056:COMPUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 437.91% | -42.38% |
| Max Drawdown | -49.51% | -69.32% |
| Sharpe | 1.15 | 0.29 |
| Sortino | 2.25 | 0.45 |
| Payoff Ratio | 1.6 | 1.45 |
| Profit Factor | 1.37 | 1.05 |
| Common Sense Ratio | 1.73 | 1.19 |
| CPC Index | 0.98 | 0.73 |
| Tail Ratio | 1.26 | 1.14 |
| Outlier Win Ratio | 14.71 | 3.74 |
| Outlier Loss Ratio | 3.66 | 3.21 |
| Volatility (ann.) | 65.7% | 97.79% |
| R^2 | 0.45 | 0.45 |
| Calmar | 1.5 | -0.24 |
| Skew | 3.51 | 1.06 |
| Kurtosis | 31.77 | 6.89 |
| Expected Daily % | 0.15% | -0.05% |
| Expected Monthly % | 4.65% | -1.48% |
| Expected Yearly % | 52.29% | -12.87% |
| Kelly Criterion | 10.15% | 12.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.45% | -8.34% |
| Expected Shortfall (cVaR) | -5.45% | -8.34% |
| Year | 6245056:COMPUSD | 6245056:compusd:triple_gx:lsma230_70_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.74 | 23.37 | -0.42 | + |
| 2023 | 84.00 | 167.64 | 2.00 | + |
| 2024 | 27.59 | 80.40 | 2.91 | + |
| 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.) | 75.13% | -13.7% |
| 5Y (ann.) | 74.5% | -16.67% |
| Metric | 6245056:compusd:triple_gx:lsma230_70_50 | 6245056:COMPUSD |
|---|---|---|
| Max Drawdown | -49.51% | -69.32% |
| Longest DD Days | 270.0 | 413.0 |
| Avg. Drawdown | -11.8% | -42.7% |
| Avg. Drawdown Days | 48.0 | 182.0 |
| Recovery Factor | 8.85 | -0.61 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-31 | -49.51 | 177 |
| 2024-03-02 | 2024-11-27 | -36.48 | 270 |
| 2023-07-17 | 2024-02-25 | -22.39 | 223 |
| 2023-07-03 | 2023-07-12 | -21.08 | 9 |
| 2023-04-17 | 2023-06-29 | -19.53 | 73 |
| 2022-07-10 | 2022-07-15 | -16.79 | 5 |
| 2023-02-08 | 2023-02-19 | -14.05 | 11 |
| 2022-11-11 | 2023-01-07 | -9.57 | 57 |
| 2022-07-20 | 2022-11-10 | -8.26 | 113 |
| 2022-06-08 | 2022-07-09 | -8.22 | 31 |
| 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% | 82.74% |
| Worst Week | -23.13% | -37.13% |
| Best Month | 64.16% | 67.32% |
| Worst Month | -12.68% | -38.0% |
| Best Year | 167.64% | 84.0% |
| Worst Year | -9.69% | -55.74% |
| Avg. Up Day | 4.93% | 4.94% |
| Avg. Down Day | -3.09% | -3.41% |
| Avg. Up Week | 13.25% | 15.96% |
| Avg. Down Week | -6.84% | -8.64% |
| Avg. Up Month | 33.61% | 42.45% |
| Avg. Down Month | -5.46% | -20.12% |
| Win Days % | 44.76% | 48.18% |
| Win Month % | 54.55% | 40.54% |
| Win Week % | 50.7% | 48.45% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 75.0% | 50.0% |