| Metric | 6560119:galausd:triple_gx:lsma225_105_15 | 6560119:GALAUSD |
|---|---|---|
| Time in Market | 35.0% | 99.0% |
| Cumulative Return | 1,006.89% | -43.88% |
| Max Drawdown | -53.72% | -84.64% |
| Sharpe | 1.57 | 0.35 |
| Sortino | 3.31 | 0.56 |
| Payoff Ratio | 1.57 | 1.2 |
| Profit Factor | 1.55 | 1.05 |
| Common Sense Ratio | 1.91 | 1.08 |
| CPC Index | 1.15 | 0.62 |
| Tail Ratio | 1.23 | 1.02 |
| Outlier Win Ratio | 12.98 | 3.45 |
| Outlier Loss Ratio | 3.28 | 2.69 |
| Volatility (ann.) | 77.69% | 114.7% |
| R^2 | 0.46 | 0.46 |
| Calmar | 2.93 | -0.24 |
| Skew | 4.27 | 1.32 |
| Kurtosis | 40.15 | 8.75 |
| Expected Daily % | 0.26% | -0.06% |
| Expected Monthly % | 8.06% | -1.85% |
| Expected Yearly % | 82.4% | -13.45% |
| Kelly Criterion | 13.73% | 6.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.35% | -9.76% |
| Expected Shortfall (cVaR) | -6.35% | -9.76% |
| Year | 6560119:GALAUSD | 6560119:galausd:triple_gx:lsma225_105_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -43.73 | -5.14 | 0.12 | + |
| 2023 | 82.58 | 399.78 | 4.84 | + |
| 2024 | 12.27 | 137.93 | 11.24 | + |
| 2025 | -51.34 | -1.87 | 0.04 | + |
| Metric | 6560119:galausd:triple_gx:lsma225_105_15 | 6560119:GALAUSD |
|---|---|---|
| MTD | -2.73% | -1.74% |
| 3M | 1.89% | -16.6% |
| 6M | 53.19% | -58.27% |
| YTD | -1.87% | -51.34% |
| 1Y | 44.0% | -61.13% |
| 3Y (ann.) | 157.17% | -20.3% |
| 5Y (ann.) | 157.17% | -20.3% |
| Metric | 6560119:galausd:triple_gx:lsma225_105_15 | 6560119:GALAUSD |
|---|---|---|
| Max Drawdown | -53.72% | -84.64% |
| Longest DD Days | 267.0 | 446.0 |
| Avg. Drawdown | -12.25% | -39.83% |
| Avg. Drawdown Days | 47.0 | 153.0 |
| Recovery Factor | 18.74 | -0.52 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-11 | 2024-12-03 | -53.72 | 267 |
| 2023-07-18 | 2023-10-26 | -23.51 | 100 |
| 2024-12-14 | 2025-05-31 | -20.96 | 168 |
| 2024-01-05 | 2024-03-02 | -16.59 | 57 |
| 2024-03-03 | 2024-03-09 | -14.01 | 6 |
| 2023-03-20 | 2023-05-16 | -12.57 | 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 |
| 2023-11-18 | 2024-01-04 | -9.62 | 47 |
| Metric | 6560119:galausd:triple_gx:lsma225_105_15 | 6560119: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 | 399.78% | 82.58% |
| Worst Year | -5.14% | -51.34% |
| Avg. Up Day | 5.77% | 5.79% |
| Avg. Down Day | -3.68% | -4.82% |
| Avg. Up Week | 20.55% | 23.6% |
| Avg. Down Week | -5.83% | -9.65% |
| Avg. Up Month | 43.6% | 63.64% |
| Avg. Down Month | -7.93% | -19.92% |
| Win Days % | 47.35% | 49.18% |
| Win Month % | 50.0% | 35.48% |
| Win Week % | 50.72% | 40.88% |
| Win Quarter % | 54.55% | 45.45% |
| Win Year % | 50.0% | 50.0% |