| Metric | 6245191:compusd:triple_gx:lsma235_75_50 | 6245191:COMPUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 523.17% | -44.01% |
| Max Drawdown | -58.46% | -74.7% |
| Sharpe | 1.12 | 0.3 |
| Sortino | 2.15 | 0.46 |
| Payoff Ratio | 1.48 | 1.3 |
| Profit Factor | 1.35 | 1.05 |
| Common Sense Ratio | 1.66 | 1.21 |
| CPC Index | 0.92 | 0.66 |
| Tail Ratio | 1.23 | 1.15 |
| Outlier Win Ratio | 14.13 | 3.73 |
| Outlier Loss Ratio | 3.62 | 3.19 |
| Volatility (ann.) | 64.71% | 96.51% |
| R^2 | 0.45 | 0.45 |
| Calmar | 1.19 | -0.21 |
| Skew | 3.42 | 0.9 |
| Kurtosis | 30.57 | 7.1 |
| Expected Daily % | 0.14% | -0.05% |
| Expected Monthly % | 4.35% | -1.34% |
| Expected Yearly % | 58.0% | -13.5% |
| Kelly Criterion | 9.5% | 9.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.37% | -8.23% |
| Expected Shortfall (cVaR) | -5.37% | -8.23% |
| Year | 6245191:COMPUSD | 6245191:compusd:triple_gx:lsma235_75_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -45.33 | 14.92 | -0.33 | + |
| 2023 | 84.00 | 203.66 | 2.42 | + |
| 2024 | 27.59 | 162.60 | 5.89 | + |
| 2025 | -56.38 | -32.00 | 0.57 | + |
| Metric | 6245191:compusd:triple_gx:lsma235_75_50 | 6245191:COMPUSD |
|---|---|---|
| MTD | 0.0% | -8.72% |
| 3M | 1.92% | -33.39% |
| 6M | -24.7% | -30.41% |
| YTD | -32.0% | -56.38% |
| 1Y | 18.8% | -34.14% |
| 3Y (ann.) | 71.17% | -7.81% |
| 5Y (ann.) | 69.4% | -15.39% |
| Metric | 6245191:compusd:triple_gx:lsma235_75_50 | 6245191:COMPUSD |
|---|---|---|
| Max Drawdown | -58.46% | -74.7% |
| Longest DD Days | 346.0 | 346.0 |
| Avg. Drawdown | -10.88% | -38.33% |
| Avg. Drawdown Days | 52.0 | 139.0 |
| Recovery Factor | 8.95 | -0.59 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-11-16 | -58.46 | 346 |
| 2024-03-02 | 2024-11-18 | -33.27 | 261 |
| 2023-07-17 | 2024-02-24 | -22.08 | 222 |
| 2023-07-03 | 2023-07-12 | -21.08 | 9 |
| 2022-07-20 | 2023-01-09 | -18.69 | 173 |
| 2022-07-10 | 2022-07-15 | -16.79 | 5 |
| 2023-04-17 | 2023-06-27 | -16.55 | 71 |
| 2022-06-27 | 2022-07-09 | -7.82 | 12 |
| 2023-01-15 | 2023-02-01 | -7.78 | 17 |
| 2023-02-02 | 2023-04-04 | -7.76 | 61 |
| Metric | 6245191:compusd:triple_gx:lsma235_75_50 | 6245191:COMPUSD |
|---|---|---|
| Best Day | 37.65% | 37.65% |
| Worst Day | -17.55% | -27.6% |
| Best Week | 67.23% | 82.74% |
| Worst Week | -23.13% | -37.13% |
| Best Month | 67.32% | 67.32% |
| Worst Month | -17.02% | -38.0% |
| Best Year | 203.66% | 84.0% |
| Worst Year | -32.0% | -56.38% |
| Avg. Up Day | 4.65% | 4.66% |
| Avg. Down Day | -3.13% | -3.59% |
| Avg. Up Week | 13.08% | 15.74% |
| Avg. Down Week | -6.23% | -9.46% |
| Avg. Up Month | 36.33% | 38.81% |
| Avg. Down Month | -6.64% | -14.59% |
| Win Days % | 45.93% | 48.97% |
| Win Month % | 53.57% | 41.86% |
| Win Week % | 48.89% | 47.28% |
| Win Quarter % | 60.0% | 46.67% |
| Win Year % | 75.0% | 50.0% |