| Metric | 6247981:compusd:triple_gx:lsma230_70_60 | 6247981:COMPUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 1,273.12% | -42.38% |
| Max Drawdown | -44.83% | -69.32% |
| Sharpe | 1.62 | 0.29 |
| Sortino | 3.33 | 0.45 |
| Payoff Ratio | 1.63 | 1.48 |
| Profit Factor | 1.59 | 1.05 |
| Common Sense Ratio | 2.41 | 1.19 |
| CPC Index | 1.24 | 0.75 |
| Tail Ratio | 1.52 | 1.14 |
| Outlier Win Ratio | 14.79 | 3.79 |
| Outlier Loss Ratio | 3.71 | 3.25 |
| Volatility (ann.) | 66.1% | 97.79% |
| R^2 | 0.46 | 0.46 |
| Calmar | 3.08 | -0.24 |
| Skew | 3.61 | 1.06 |
| Kurtosis | 31.38 | 6.89 |
| Expected Daily % | 0.24% | -0.05% |
| Expected Monthly % | 7.34% | -1.48% |
| Expected Yearly % | 92.5% | -12.87% |
| Kelly Criterion | 15.65% | 13.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.4% | -8.34% |
| Expected Shortfall (cVaR) | -5.4% | -8.34% |
| Year | 6247981:COMPUSD | 6247981:compusd:triple_gx:lsma230_70_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.74 | 84.58 | -1.52 | + |
| 2023 | 84.00 | 225.48 | 2.68 | + |
| 2024 | 27.59 | 135.92 | 4.93 | + |
| 2025 | -44.55 | -3.12 | 0.07 | + |
| Metric | 6247981:compusd:triple_gx:lsma230_70_60 | 6247981:COMPUSD |
|---|---|---|
| MTD | 0.0% | -0.17% |
| 3M | -4.61% | -22.18% |
| 6M | 5.35% | -44.21% |
| YTD | -3.12% | -44.55% |
| 1Y | 120.51% | -31.76% |
| 3Y (ann.) | 139.27% | -13.7% |
| 5Y (ann.) | 137.95% | -16.67% |
| Metric | 6247981:compusd:triple_gx:lsma230_70_60 | 6247981:COMPUSD |
|---|---|---|
| Max Drawdown | -44.83% | -69.32% |
| Longest DD Days | 177.0 | 413.0 |
| Avg. Drawdown | -10.1% | -42.7% |
| Avg. Drawdown Days | 35.0 | 182.0 |
| Recovery Factor | 28.4 | -0.61 |
| 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 | 2024-11-07 | -20.57 | 75 |
| 2023-11-16 | 2023-12-08 | -18.27 | 22 |
| 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 |
| 2023-07-17 | 2023-11-15 | -10.71 | 121 |
| Metric | 6247981:compusd:triple_gx:lsma230_70_60 | 6247981: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 | 64.75% | 67.32% |
| Worst Month | -11.99% | -38.0% |
| Best Year | 225.48% | 84.0% |
| Worst Year | -3.12% | -55.74% |
| Avg. Up Day | 5.07% | 5.08% |
| Avg. Down Day | -3.12% | -3.43% |
| Avg. Up Week | 13.72% | 15.49% |
| Avg. Down Week | -5.91% | -8.52% |
| Avg. Up Month | 23.16% | 33.64% |
| Avg. Down Month | -7.49% | -8.02% |
| Win Days % | 47.78% | 48.18% |
| Win Month % | 80.95% | 40.54% |
| Win Week % | 59.09% | 48.45% |
| Win Quarter % | 83.33% | 53.85% |
| Win Year % | 75.0% | 50.0% |