| Metric | 6560012:galausd:triple_gx:lsma220_100_15 | 6560012:GALAUSD |
|---|---|---|
| Time in Market | 44.0% | 99.0% |
| Cumulative Return | 54.43% | -62.34% |
| Max Drawdown | -46.09% | -79.22% |
| Sharpe | 0.96 | -0.31 |
| Sortino | 1.63 | -0.44 |
| Payoff Ratio | 1.42 | 0.99 |
| Profit Factor | 1.24 | 0.96 |
| Common Sense Ratio | 1.51 | 0.93 |
| CPC Index | 0.76 | 0.48 |
| Tail Ratio | 1.22 | 0.97 |
| Outlier Win Ratio | 11.69 | 3.33 |
| Outlier Loss Ratio | 3.59 | 2.31 |
| Volatility (ann.) | 65.14% | 108.95% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.12 | -0.77 |
| Skew | 1.35 | 0.05 |
| Kurtosis | 6.89 | 0.92 |
| Expected Daily % | 0.11% | -0.26% |
| Expected Monthly % | 3.4% | -7.24% |
| Expected Yearly % | 24.27% | -38.63% |
| Kelly Criterion | 3.43% | 1.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.44% | -9.47% |
| Expected Shortfall (cVaR) | -5.44% | -9.47% |
| Year | 6560012:GALAUSD | 6560012:galausd:triple_gx:lsma220_100_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -22.61 | 58.40 | -2.58 | + |
| 2025 | -51.34 | -2.51 | 0.05 | + |
| Metric | 6560012:galausd:triple_gx:lsma220_100_15 | 6560012:GALAUSD |
|---|---|---|
| MTD | -3.9% | -1.74% |
| 3M | 0.67% | -16.6% |
| 6M | 52.2% | -58.27% |
| YTD | -2.51% | -51.34% |
| 1Y | 50.75% | -61.13% |
| 3Y (ann.) | 51.8% | -60.86% |
| 5Y (ann.) | 51.8% | -60.86% |
| Metric | 6560012:galausd:triple_gx:lsma220_100_15 | 6560012:GALAUSD |
|---|---|---|
| Max Drawdown | -46.09% | -79.22% |
| Longest DD Days | 191.0 | 180.0 |
| Avg. Drawdown | -11.7% | -32.24% |
| Avg. Drawdown Days | 46.0 | 74.0 |
| Recovery Factor | 1.18 | -0.79 |
| Ulcer Index | inf | 1.11 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-23 | 2024-11-30 | -46.09 | 191 |
| 2025-04-10 | 2025-05-31 | -20.62 | 51 |
| 2024-12-14 | 2025-04-09 | -16.92 | 116 |
| 2024-12-08 | 2024-12-11 | -5.83 | 3 |
| 2024-12-06 | 2024-12-07 | -1.75 | 1 |
| 2024-12-12 | 2024-12-13 | -1.55 | 1 |
| 2024-12-01 | 2024-12-02 | -0.63 | 1 |
| 2024-05-20 | 2024-05-21 | -0.18 | 1 |
| Metric | 6560012:galausd:triple_gx:lsma220_100_15 | 6560012:GALAUSD |
|---|---|---|
| Best Day | 18.46% | 18.46% |
| Worst Day | -12.12% | -20.92% |
| Best Week | 49.01% | 49.01% |
| Worst Week | -19.84% | -33.29% |
| Best Month | 90.49% | 126.43% |
| Worst Month | -29.34% | -37.16% |
| Best Year | 58.4% | -22.61% |
| Worst Year | -2.51% | -51.34% |
| Avg. Up Day | 4.77% | 4.8% |
| Avg. Down Day | -3.36% | -4.83% |
| Avg. Up Week | 14.01% | 17.63% |
| Avg. Down Week | -7.36% | -12.45% |
| Avg. Up Month | 31.75% | 51.73% |
| Avg. Down Month | -9.62% | -20.3% |
| Win Days % | 43.29% | 50.67% |
| Win Month % | 53.85% | 23.08% |
| Win Week % | 55.56% | 38.6% |
| Win Quarter % | 20.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |