| Metric | 6560123:galausd:triple_gx:lsma230_105_15 | 6560123:GALAUSD |
|---|---|---|
| Time in Market | 43.0% | 99.0% |
| Cumulative Return | -40.96% | -80.52% |
| Max Drawdown | -66.29% | -86.09% |
| Sharpe | -0.19 | -0.49 |
| Sortino | -0.28 | -0.67 |
| Payoff Ratio | 1.09 | 0.87 |
| Profit Factor | 0.96 | 0.94 |
| Common Sense Ratio | 0.93 | 0.89 |
| CPC Index | 0.46 | 0.41 |
| Tail Ratio | 0.97 | 0.95 |
| Outlier Win Ratio | 12.82 | 3.41 |
| Outlier Loss Ratio | 3.73 | 2.99 |
| Volatility (ann.) | 66.78% | 106.23% |
| R^2 | 0.4 | 0.4 |
| Calmar | -0.45 | -0.77 |
| Skew | 0.39 | -0.0 |
| Kurtosis | 7.32 | 1.12 |
| Expected Daily % | -0.1% | -0.3% |
| Expected Monthly % | -2.74% | -8.25% |
| Expected Yearly % | -23.17% | -55.87% |
| Kelly Criterion | -6.73% | -6.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.78% | -9.29% |
| Expected Shortfall (cVaR) | -5.78% | -9.29% |
| Year | 6560123:GALAUSD | 6560123:galausd:triple_gx:lsma230_105_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -22.61 | 57.57 | -2.55 | + |
| 2025 | -74.83 | -62.53 | 0.84 | + |
| Metric | 6560123:galausd:triple_gx:lsma230_105_15 | 6560123:GALAUSD |
|---|---|---|
| MTD | 0.0% | -14.59% |
| 3M | -48.71% | -48.23% |
| 6M | -57.23% | -55.81% |
| YTD | -62.53% | -74.83% |
| 1Y | -12.38% | -67.67% |
| 3Y (ann.) | -29.56% | -66.3% |
| 5Y (ann.) | -29.56% | -66.3% |
| Metric | 6560123:galausd:triple_gx:lsma230_105_15 | 6560123:GALAUSD |
|---|---|---|
| Max Drawdown | -66.29% | -86.09% |
| Longest DD Days | 337.0 | 343.0 |
| Avg. Drawdown | -17.52% | -33.61% |
| Avg. Drawdown Days | 76.0 | 108.0 |
| Recovery Factor | -0.62 | -0.94 |
| Ulcer Index | inf | 1.1 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-14 | 2025-11-16 | -66.29 | 337 |
| 2024-05-23 | 2024-11-30 | -46.37 | 191 |
| 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 | 6560123:galausd:triple_gx:lsma230_105_15 | 6560123:GALAUSD |
|---|---|---|
| Best Day | 18.46% | 18.46% |
| Worst Day | -18.55% | -20.92% |
| Best Week | 49.01% | 49.01% |
| Worst Week | -20.61% | -33.29% |
| Best Month | 94.81% | 126.43% |
| Worst Month | -26.49% | -37.16% |
| Best Year | 57.57% | -22.61% |
| Worst Year | -62.53% | -74.83% |
| Avg. Up Day | 4.3% | 4.32% |
| Avg. Down Day | -3.93% | -4.94% |
| Avg. Up Week | 12.34% | 15.51% |
| Avg. Down Week | -8.54% | -11.37% |
| Avg. Up Month | 48.74% | 68.7% |
| Avg. Down Month | -13.18% | -19.68% |
| Win Days % | 44.26% | 50.37% |
| Win Month % | 29.41% | 26.32% |
| Win Week % | 48.0% | 38.27% |
| Win Quarter % | 14.29% | 28.57% |
| Win Year % | 50.0% | 0.0% |