| Metric | 6246758:compusd:triple_gx:lsma150_80_55 | 6246758:COMPUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 126.27% | -62.11% |
| Max Drawdown | -67.2% | -84.73% |
| Sharpe | 0.7 | 0.2 |
| Sortino | 1.15 | 0.31 |
| Payoff Ratio | 1.36 | 1.26 |
| Profit Factor | 1.19 | 1.03 |
| Common Sense Ratio | 1.39 | 1.11 |
| CPC Index | 0.74 | 0.63 |
| Tail Ratio | 1.16 | 1.08 |
| Outlier Win Ratio | 13.68 | 3.77 |
| Outlier Loss Ratio | 3.63 | 3.55 |
| Volatility (ann.) | 70.67% | 101.28% |
| R^2 | 0.49 | 0.49 |
| Calmar | 0.42 | -0.3 |
| Skew | 1.8 | 0.85 |
| Kurtosis | 20.18 | 6.04 |
| Expected Daily % | 0.07% | -0.08% |
| Expected Monthly % | 2.06% | -2.4% |
| Expected Yearly % | 22.65% | -21.54% |
| Kelly Criterion | 5.31% | 7.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.95% | -8.66% |
| Expected Shortfall (cVaR) | -5.95% | -8.66% |
| Year | 6246758:COMPUSD | 6246758:compusd:triple_gx:lsma150_80_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -70.90 | -20.91 | 0.29 | + |
| 2023 | 84.00 | 94.74 | 1.13 | + |
| 2024 | 27.59 | 69.14 | 2.51 | + |
| 2025 | -44.55 | -13.15 | 0.30 | + |
| Metric | 6246758:compusd:triple_gx:lsma150_80_55 | 6246758:COMPUSD |
|---|---|---|
| MTD | 0.0% | -0.17% |
| 3M | -1.42% | -22.18% |
| 6M | 3.13% | -44.21% |
| YTD | -13.15% | -44.55% |
| 1Y | 52.89% | -31.76% |
| 3Y (ann.) | 69.42% | -13.7% |
| 5Y (ann.) | 28.49% | -25.76% |
| Metric | 6246758:compusd:triple_gx:lsma150_80_55 | 6246758:COMPUSD |
|---|---|---|
| Max Drawdown | -67.2% | -84.73% |
| Longest DD Days | 452.0 | 1153.0 |
| Avg. Drawdown | -17.67% | -24.03% |
| Avg. Drawdown Days | 71.0 | 236.0 |
| Recovery Factor | 1.88 | -0.73 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-04 | 2023-06-30 | -67.20 | 452 |
| 2024-12-05 | 2025-05-31 | -47.36 | 177 |
| 2024-08-24 | 2024-11-24 | -31.67 | 92 |
| 2024-03-02 | 2024-08-21 | -30.45 | 172 |
| 2023-07-17 | 2023-11-15 | -22.56 | 121 |
| 2023-07-03 | 2023-07-12 | -21.08 | 9 |
| 2023-11-16 | 2024-01-13 | -18.27 | 58 |
| 2024-01-14 | 2024-02-28 | -11.67 | 45 |
| 2023-07-01 | 2023-07-02 | -6.21 | 1 |
| 2023-07-13 | 2023-07-15 | -5.80 | 2 |
| Metric | 6246758:compusd:triple_gx:lsma150_80_55 | 6246758: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 | 47.59% | 67.32% |
| Worst Month | -33.77% | -38.47% |
| Best Year | 94.74% | 84.0% |
| Worst Year | -20.91% | -70.9% |
| Avg. Up Day | 4.89% | 4.9% |
| Avg. Down Day | -3.6% | -3.88% |
| Avg. Up Week | 12.11% | 16.02% |
| Avg. Down Week | -7.9% | -10.0% |
| Avg. Up Month | 16.24% | 31.84% |
| Avg. Down Month | -14.66% | -20.47% |
| Win Days % | 45.5% | 48.47% |
| Win Month % | 66.67% | 42.5% |
| Win Week % | 51.28% | 47.4% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 50.0% | 50.0% |