| Metric | 6247966:compusd:triple_gx:lsma205_70_60 | 6247966:COMPUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 40.76% | -26.63% |
| Max Drawdown | -50.09% | -69.32% |
| Sharpe | 0.8 | 0.14 |
| Sortino | 1.48 | 0.21 |
| Payoff Ratio | 1.43 | 1.36 |
| Profit Factor | 1.27 | 1.02 |
| Common Sense Ratio | 1.37 | 1.2 |
| CPC Index | 0.81 | 0.67 |
| Tail Ratio | 1.09 | 1.18 |
| Outlier Win Ratio | 13.23 | 3.11 |
| Outlier Loss Ratio | 3.42 | 3.16 |
| Volatility (ann.) | 66.21% | 93.75% |
| R^2 | 0.5 | 0.5 |
| Calmar | 0.78 | -0.37 |
| Skew | 3.76 | 1.24 |
| Kurtosis | 42.01 | 9.75 |
| Expected Daily % | 0.09% | -0.08% |
| Expected Monthly % | 2.66% | -2.35% |
| Expected Yearly % | 18.64% | -14.34% |
| Kelly Criterion | 5.58% | 9.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.55% | -8.04% |
| Expected Shortfall (cVaR) | -5.55% | -8.04% |
| Year | 6247966:COMPUSD | 6247966:compusd:triple_gx:lsma205_70_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 32.32 | 60.59 | 1.87 | + |
| 2025 | -44.55 | -12.35 | 0.28 | + |
| Metric | 6247966:compusd:triple_gx:lsma205_70_60 | 6247966:COMPUSD |
|---|---|---|
| MTD | 0.0% | -0.17% |
| 3M | -4.61% | -22.18% |
| 6M | -4.69% | -44.21% |
| YTD | -12.35% | -44.55% |
| 1Y | 40.76% | -31.76% |
| 3Y (ann.) | 38.88% | -25.72% |
| 5Y (ann.) | 38.88% | -25.72% |
| Metric | 6247966:compusd:triple_gx:lsma205_70_60 | 6247966:COMPUSD |
|---|---|---|
| Max Drawdown | -50.09% | -69.32% |
| Longest DD Days | 177.0 | 179.0 |
| Avg. Drawdown | -15.77% | -17.83% |
| Avg. Drawdown Days | 48.0 | 52.0 |
| Recovery Factor | 0.81 | -0.38 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-31 | -50.09 | 177 |
| 2024-08-24 | 2024-11-27 | -27.82 | 95 |
| 2024-08-15 | 2024-08-20 | -6.29 | 5 |
| 2024-08-06 | 2024-08-08 | -5.52 | 2 |
| 2024-11-28 | 2024-12-02 | -4.05 | 4 |
| 2024-08-10 | 2024-08-12 | -0.85 | 2 |
| Metric | 6247966:compusd:triple_gx:lsma205_70_60 | 6247966: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 | 18.94% | 67.32% |
| Worst Month | -8.11% | -27.09% |
| Best Year | 60.59% | 32.32% |
| Worst Year | -12.35% | -44.55% |
| Avg. Up Day | 4.81% | 4.83% |
| Avg. Down Day | -3.35% | -3.54% |
| Avg. Up Week | 17.76% | 19.75% |
| Avg. Down Week | -7.76% | -11.22% |
| Avg. Up Month | 11.1% | 23.73% |
| Avg. Down Month | -8.11% | -27.09% |
| Win Days % | 44.35% | 47.89% |
| Win Month % | 71.43% | 46.15% |
| Win Week % | 43.48% | 46.43% |
| Win Quarter % | 50.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |