| Metric | 6247975:compusd:triple_gx:lsma225_70_60 | 6247975:COMPUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 1,047.14% | -39.70% |
| Max Drawdown | -44.83% | -69.32% |
| Sharpe | 1.53 | 0.3 |
| Sortino | 3.09 | 0.48 |
| Payoff Ratio | 1.59 | 1.43 |
| Profit Factor | 1.55 | 1.05 |
| Common Sense Ratio | 2.3 | 1.19 |
| CPC Index | 1.17 | 0.72 |
| Tail Ratio | 1.49 | 1.14 |
| Outlier Win Ratio | 14.94 | 3.76 |
| Outlier Loss Ratio | 3.77 | 3.29 |
| Volatility (ann.) | 65.44% | 97.65% |
| R^2 | 0.45 | 0.45 |
| Calmar | 2.75 | -0.22 |
| Skew | 3.59 | 1.06 |
| Kurtosis | 32.2 | 6.9 |
| Expected Daily % | 0.22% | -0.05% |
| Expected Monthly % | 6.82% | -1.36% |
| Expected Yearly % | 84.04% | -11.88% |
| Kelly Criterion | 14.21% | 11.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.36% | -8.33% |
| Expected Shortfall (cVaR) | -5.36% | -8.33% |
| Year | 6247975:COMPUSD | 6247975:compusd:triple_gx:lsma225_70_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.68 | 73.37 | -1.37 | + |
| 2023 | 84.00 | 184.12 | 2.19 | + |
| 2024 | 27.59 | 140.38 | 5.09 | + |
| 2025 | -44.55 | -3.12 | 0.07 | + |
| Metric | 6247975:compusd:triple_gx:lsma225_70_60 | 6247975:COMPUSD |
|---|---|---|
| MTD | 0.0% | -0.17% |
| 3M | -4.61% | -22.18% |
| 6M | 5.35% | -44.21% |
| YTD | -3.12% | -44.55% |
| 1Y | 124.68% | -31.76% |
| 3Y (ann.) | 122.06% | -13.7% |
| 5Y (ann.) | 123.39% | -15.35% |
| Metric | 6247975:compusd:triple_gx:lsma225_70_60 | 6247975:COMPUSD |
|---|---|---|
| Max Drawdown | -44.83% | -69.32% |
| Longest DD Days | 177.0 | 415.0 |
| Avg. Drawdown | -10.97% | -36.97% |
| Avg. Drawdown Days | 40.0 | 157.0 |
| Recovery Factor | 23.36 | -0.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-31 | -44.83 | 177 |
| 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 |
| 2024-08-24 | 2024-11-06 | -20.57 | 74 |
| 2023-07-17 | 2024-01-10 | -18.93 | 177 |
| 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 |
| 2022-06-08 | 2022-06-20 | -10.70 | 12 |
| Metric | 6247975:compusd:triple_gx:lsma225_70_60 | 6247975: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 | 64.43% | 67.32% |
| Worst Month | -11.99% | -38.0% |
| Best Year | 184.12% | 84.0% |
| Worst Year | -3.12% | -53.68% |
| Avg. Up Day | 4.99% | 5.01% |
| Avg. Down Day | -3.15% | -3.51% |
| Avg. Up Week | 13.31% | 15.49% |
| Avg. Down Week | -5.94% | -9.43% |
| Avg. Up Month | 21.7% | 33.64% |
| Avg. Down Month | -5.92% | -6.03% |
| Win Days % | 47.38% | 48.24% |
| Win Month % | 78.26% | 40.54% |
| Win Week % | 57.14% | 48.15% |
| Win Quarter % | 83.33% | 53.85% |
| Win Year % | 75.0% | 50.0% |