| Metric | 6247968:compusd:triple_gx:lsma215_70_60 | 6247968:COMPUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 781.88% | -48.89% |
| Max Drawdown | -50.09% | -70.19% |
| Sharpe | 1.37 | 0.27 |
| Sortino | 2.57 | 0.41 |
| Payoff Ratio | 1.5 | 1.4 |
| Profit Factor | 1.47 | 1.04 |
| Common Sense Ratio | 2.17 | 1.15 |
| CPC Index | 1.05 | 0.7 |
| Tail Ratio | 1.47 | 1.11 |
| Outlier Win Ratio | 14.51 | 3.71 |
| Outlier Loss Ratio | 3.66 | 3.33 |
| Volatility (ann.) | 68.05% | 99.43% |
| R^2 | 0.47 | 0.47 |
| Calmar | 2.07 | -0.28 |
| Skew | 2.96 | 0.93 |
| Kurtosis | 28.79 | 6.55 |
| Expected Daily % | 0.19% | -0.06% |
| Expected Monthly % | 6.06% | -1.8% |
| Expected Yearly % | 72.33% | -15.45% |
| Kelly Criterion | 12.28% | 11.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.6% | -8.49% |
| Expected Shortfall (cVaR) | -5.6% | -8.49% |
| Year | 6247968:COMPUSD | 6247968:compusd:triple_gx:lsma215_70_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.74 | 63.55 | -1.05 | + |
| 2023 | 84.00 | 167.34 | 1.99 | + |
| 2024 | 27.59 | 130.11 | 4.72 | + |
| 2025 | -44.55 | -12.35 | 0.28 | + |
| Metric | 6247968:compusd:triple_gx:lsma215_70_60 | 6247968:COMPUSD |
|---|---|---|
| MTD | 0.0% | -0.17% |
| 3M | -4.61% | -22.18% |
| 6M | -4.69% | -44.21% |
| YTD | -12.35% | -44.55% |
| 1Y | 94.59% | -31.76% |
| 3Y (ann.) | 114.95% | -13.7% |
| 5Y (ann.) | 103.54% | -19.68% |
| Metric | 6247968:compusd:triple_gx:lsma215_70_60 | 6247968:COMPUSD |
|---|---|---|
| Max Drawdown | -50.09% | -70.19% |
| Longest DD Days | 177.0 | 658.0 |
| Avg. Drawdown | -11.82% | -51.0% |
| Avg. Drawdown Days | 40.0 | 278.0 |
| Recovery Factor | 15.61 | -0.7 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-31 | -50.09 | 177 |
| 2022-05-11 | 2022-06-21 | -30.80 | 41 |
| 2024-03-02 | 2024-08-21 | -30.45 | 172 |
| 2022-06-26 | 2022-11-10 | -28.58 | 137 |
| 2023-07-03 | 2023-07-12 | -21.08 | 9 |
| 2023-07-17 | 2024-01-10 | -20.84 | 177 |
| 2024-08-24 | 2024-11-07 | -20.57 | 75 |
| 2023-04-17 | 2023-06-29 | -16.55 | 73 |
| 2024-11-12 | 2024-11-22 | -14.61 | 10 |
| 2024-01-14 | 2024-02-28 | -11.67 | 45 |
| Metric | 6247968:compusd:triple_gx:lsma215_70_60 | 6247968:COMPUSD |
|---|---|---|
| Best Day | 37.65% | 37.65% |
| Worst Day | -21.83% | -21.83% |
| Best Week | 67.23% | 82.74% |
| Worst Week | -23.13% | -37.13% |
| Best Month | 65.32% | 67.32% |
| Worst Month | -11.99% | -38.0% |
| Best Year | 167.34% | 84.0% |
| Worst Year | -12.35% | -60.74% |
| Avg. Up Day | 5.07% | 5.09% |
| Avg. Down Day | -3.37% | -3.64% |
| Avg. Up Week | 13.44% | 15.89% |
| Avg. Down Week | -6.61% | -8.49% |
| Avg. Up Month | 21.8% | 33.64% |
| Avg. Down Month | -7.91% | -12.96% |
| Win Days % | 47.3% | 48.34% |
| Win Month % | 69.57% | 40.54% |
| Win Week % | 56.52% | 47.85% |
| Win Quarter % | 75.0% | 53.85% |
| Win Year % | 75.0% | 50.0% |