| Metric | 6560302:galausd:triple_gx:lsma220_115_15 | 6560302:GALAUSD |
|---|---|---|
| Time in Market | 36.0% | 99.0% |
| Cumulative Return | 926.22% | -35.13% |
| Max Drawdown | -40.28% | -84.64% |
| Sharpe | 1.5 | 0.41 |
| Sortino | 3.06 | 0.65 |
| Payoff Ratio | 1.52 | 1.2 |
| Profit Factor | 1.52 | 1.06 |
| Common Sense Ratio | 1.83 | 1.1 |
| CPC Index | 1.09 | 0.63 |
| Tail Ratio | 1.21 | 1.04 |
| Outlier Win Ratio | 13.38 | 3.62 |
| Outlier Loss Ratio | 3.3 | 2.74 |
| Volatility (ann.) | 79.93% | 115.43% |
| R^2 | 0.48 | 0.48 |
| Calmar | 3.69 | -0.18 |
| Skew | 3.93 | 1.33 |
| Kurtosis | 37.05 | 8.62 |
| Expected Daily % | 0.25% | -0.05% |
| Expected Monthly % | 7.8% | -1.39% |
| Expected Yearly % | 78.98% | -10.25% |
| Kelly Criterion | 12.58% | 7.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.55% | -9.81% |
| Expected Shortfall (cVaR) | -6.55% | -9.81% |
| Year | 6560302:GALAUSD | 6560302:galausd:triple_gx:lsma220_115_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -34.96 | 9.65 | -0.28 | + |
| 2023 | 82.58 | 297.70 | 3.60 | + |
| 2024 | 12.27 | 142.74 | 11.63 | + |
| 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.) | 148.42% | -15.56% |
| 5Y (ann.) | 148.42% | -15.56% |
| Metric | 6560302:galausd:triple_gx:lsma220_115_15 | 6560302:GALAUSD |
|---|---|---|
| Max Drawdown | -40.28% | -84.64% |
| Longest DD Days | 223.0 | 446.0 |
| Avg. Drawdown | -14.42% | -40.51% |
| Avg. Drawdown Days | 52.0 | 154.0 |
| Recovery Factor | 23.0 | -0.42 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-23 | 2024-11-24 | -40.28 | 185 |
| 2024-03-11 | 2024-05-22 | -35.43 | 72 |
| 2023-03-20 | 2023-10-29 | -34.14 | 223 |
| 2024-12-08 | 2025-05-31 | -32.66 | 174 |
| 2024-01-05 | 2024-03-09 | -17.81 | 64 |
| 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 |
| 2023-11-18 | 2023-12-08 | -9.62 | 20 |
| Metric | 6560302:galausd:triple_gx:lsma220_115_15 | 6560302:GALAUSD |
|---|---|---|
| Best Day | 47.68% | 47.68% |
| Worst Day | -20.92% | -20.92% |
| Best Week | 115.91% | 115.91% |
| Worst Week | -19.84% | -33.29% |
| Best Month | 94.81% | 221.62% |
| Worst Month | -20.58% | -40.46% |
| Best Year | 297.7% | 82.58% |
| Worst Year | -3.05% | -51.34% |
| Avg. Up Day | 5.76% | 5.78% |
| Avg. Down Day | -3.79% | -4.8% |
| Avg. Up Week | 18.85% | 22.56% |
| Avg. Down Week | -6.62% | -10.53% |
| Avg. Up Month | 36.48% | 53.11% |
| Avg. Down Month | -6.76% | -20.9% |
| Win Days % | 47.27% | 49.24% |
| Win Month % | 51.85% | 38.71% |
| Win Week % | 53.52% | 41.3% |
| Win Quarter % | 54.55% | 45.45% |
| Win Year % | 75.0% | 50.0% |