| Metric | 6560105:galausd:triple_gx:lsma220_105_15 | 6560105:GALAUSD |
|---|---|---|
| Time in Market | 36.0% | 99.0% |
| Cumulative Return | 1,114.95% | -35.13% |
| Max Drawdown | -50.0% | -84.64% |
| Sharpe | 1.59 | 0.41 |
| Sortino | 3.36 | 0.65 |
| Payoff Ratio | 1.56 | 1.22 |
| Profit Factor | 1.55 | 1.06 |
| Common Sense Ratio | 1.88 | 1.1 |
| CPC Index | 1.14 | 0.64 |
| Tail Ratio | 1.21 | 1.04 |
| Outlier Win Ratio | 13.26 | 3.62 |
| Outlier Loss Ratio | 3.34 | 2.72 |
| Volatility (ann.) | 79.23% | 115.43% |
| R^2 | 0.48 | 0.48 |
| Calmar | 3.31 | -0.18 |
| Skew | 4.17 | 1.33 |
| Kurtosis | 37.71 | 8.62 |
| Expected Daily % | 0.27% | -0.05% |
| Expected Monthly % | 8.39% | -1.39% |
| Expected Yearly % | 86.7% | -10.25% |
| Kelly Criterion | 13.3% | 7.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.48% | -9.81% |
| Expected Shortfall (cVaR) | -6.48% | -9.81% |
| Year | 6560105:GALAUSD | 6560105:galausd:triple_gx:lsma220_105_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -34.96 | 9.65 | -0.28 | + |
| 2023 | 82.58 | 344.61 | 4.17 | + |
| 2024 | 12.27 | 157.07 | 12.80 | + |
| 2025 | -51.34 | -3.05 | 0.06 | + |
| Metric | 6560105:galausd:triple_gx:lsma220_105_15 | 6560105:GALAUSD |
|---|---|---|
| MTD | -3.9% | -1.74% |
| 3M | 0.67% | -16.6% |
| 6M | 51.35% | -58.27% |
| YTD | -3.05% | -51.34% |
| 1Y | 53.72% | -61.13% |
| 3Y (ann.) | 165.36% | -15.56% |
| 5Y (ann.) | 165.36% | -15.56% |
| Metric | 6560105:galausd:triple_gx:lsma220_105_15 | 6560105:GALAUSD |
|---|---|---|
| Max Drawdown | -50.0% | -84.64% |
| Longest DD Days | 266.0 | 446.0 |
| Avg. Drawdown | -12.97% | -40.51% |
| Avg. Drawdown Days | 50.0 | 154.0 |
| Recovery Factor | 22.3 | -0.42 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-11 | 2024-12-02 | -50.00 | 266 |
| 2023-07-18 | 2023-10-26 | -25.14 | 100 |
| 2024-12-14 | 2025-05-31 | -20.96 | 168 |
| 2023-03-20 | 2023-07-17 | -17.23 | 119 |
| 2024-01-05 | 2024-03-02 | -16.59 | 57 |
| 2024-03-03 | 2024-03-09 | -14.01 | 6 |
| 2022-11-12 | 2023-01-08 | -13.00 | 57 |
| 2023-01-14 | 2023-03-13 | -12.55 | 58 |
| 2023-10-30 | 2023-11-06 | -12.44 | 7 |
| 2023-03-15 | 2023-03-17 | -11.43 | 2 |
| Metric | 6560105:galausd:triple_gx:lsma220_105_15 | 6560105:GALAUSD |
|---|---|---|
| Best Day | 47.68% | 47.68% |
| Worst Day | -12.12% | -20.92% |
| Best Week | 115.91% | 115.91% |
| Worst Week | -19.84% | -33.29% |
| Best Month | 94.81% | 221.62% |
| Worst Month | -26.49% | -40.46% |
| Best Year | 344.61% | 82.58% |
| Worst Year | -3.05% | -51.34% |
| Avg. Up Day | 5.81% | 5.83% |
| Avg. Down Day | -3.72% | -4.79% |
| Avg. Up Week | 20.14% | 22.75% |
| Avg. Down Week | -6.18% | -10.55% |
| Avg. Up Month | 39.83% | 56.71% |
| Avg. Down Month | -7.18% | -20.9% |
| Win Days % | 47.13% | 49.24% |
| Win Month % | 50.0% | 38.71% |
| Win Week % | 52.86% | 41.3% |
| Win Quarter % | 54.55% | 45.45% |
| Win Year % | 75.0% | 50.0% |