| Metric | 6560302:galausd:triple_gx:lsma220_115_15 | 6560302:GALAUSD |
|---|---|---|
| Time in Market | 42.0% | 99.0% |
| Cumulative Return | 35.02% | -62.34% |
| Max Drawdown | -40.28% | -79.22% |
| Sharpe | 0.76 | -0.31 |
| Sortino | 1.2 | -0.44 |
| Payoff Ratio | 1.33 | 0.97 |
| Profit Factor | 1.19 | 0.96 |
| Common Sense Ratio | 1.43 | 0.93 |
| CPC Index | 0.71 | 0.47 |
| Tail Ratio | 1.2 | 0.97 |
| Outlier Win Ratio | 12.03 | 3.33 |
| Outlier Loss Ratio | 3.3 | 2.35 |
| Volatility (ann.) | 67.97% | 108.95% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.83 | -0.77 |
| Skew | 0.66 | 0.05 |
| Kurtosis | 8.65 | 0.92 |
| Expected Daily % | 0.08% | -0.26% |
| Expected Monthly % | 2.34% | -7.24% |
| Expected Yearly % | 16.2% | -38.63% |
| Kelly Criterion | 3.06% | -0.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.71% | -9.47% |
| Expected Shortfall (cVaR) | -5.71% | -9.47% |
| Year | 6560302:GALAUSD | 6560302:galausd:triple_gx:lsma220_115_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -22.61 | 39.27 | -1.74 | + |
| 2025 | -51.34 | -3.05 | 0.06 | + |
| Metric | 6560302:galausd:triple_gx:lsma220_115_15 | 6560302:GALAUSD |
|---|---|---|
| MTD | -3.9% | -1.74% |
| 3M | 0.67% | -16.6% |
| 6M | 20.12% | -58.27% |
| YTD | -3.05% | -51.34% |
| 1Y | 31.8% | -61.13% |
| 3Y (ann.) | 33.42% | -60.86% |
| 5Y (ann.) | 33.42% | -60.86% |
| Metric | 6560302:galausd:triple_gx:lsma220_115_15 | 6560302:GALAUSD |
|---|---|---|
| Max Drawdown | -40.28% | -79.22% |
| Longest DD Days | 185.0 | 180.0 |
| Avg. Drawdown | -13.89% | -32.24% |
| Avg. Drawdown Days | 61.0 | 74.0 |
| Recovery Factor | 0.87 | -0.79 |
| Ulcer Index | inf | 1.11 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-23 | 2024-11-24 | -40.28 | 185 |
| 2024-12-08 | 2025-05-31 | -32.66 | 174 |
| 2024-11-25 | 2024-11-28 | -7.83 | 3 |
| 2024-12-06 | 2024-12-07 | -1.75 | 1 |
| 2024-12-01 | 2024-12-02 | -0.63 | 1 |
| 2024-05-20 | 2024-05-21 | -0.18 | 1 |
| Metric | 6560302:galausd:triple_gx:lsma220_115_15 | 6560302:GALAUSD |
|---|---|---|
| Best Day | 18.46% | 18.46% |
| Worst Day | -20.92% | -20.92% |
| Best Week | 49.01% | 49.01% |
| Worst Week | -19.84% | -33.29% |
| Best Month | 94.81% | 126.43% |
| Worst Month | -20.58% | -37.16% |
| Best Year | 39.27% | -22.61% |
| Worst Year | -3.05% | -51.34% |
| Avg. Up Day | 4.8% | 4.84% |
| Avg. Down Day | -3.6% | -4.98% |
| Avg. Up Week | 14.27% | 17.63% |
| Avg. Down Week | -7.27% | -12.44% |
| Avg. Up Month | 48.74% | 68.7% |
| Avg. Down Month | -8.14% | -20.3% |
| Win Days % | 44.59% | 50.67% |
| Win Month % | 41.67% | 23.08% |
| Win Week % | 52.94% | 38.6% |
| Win Quarter % | 20.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |