| Metric | 6560569:galausd:triple_gx:lsma145_30_20 | 6560569:GALAUSD |
|---|---|---|
| Time in Market | 34.0% | 99.0% |
| Cumulative Return | 409.29% | -66.68% |
| Max Drawdown | -63.04% | -84.64% |
| Sharpe | 1.1 | 0.2 |
| Sortino | 2.1 | 0.32 |
| Payoff Ratio | 1.46 | 1.16 |
| Profit Factor | 1.38 | 1.03 |
| Common Sense Ratio | 1.59 | 1.05 |
| CPC Index | 0.94 | 0.58 |
| Tail Ratio | 1.15 | 1.02 |
| Outlier Win Ratio | 14.59 | 3.65 |
| Outlier Loss Ratio | 3.41 | 3.05 |
| Volatility (ann.) | 80.45% | 114.02% |
| R^2 | 0.5 | 0.5 |
| Calmar | 1.27 | -0.39 |
| Skew | 3.67 | 1.27 |
| Kurtosis | 37.16 | 8.72 |
| Expected Daily % | 0.16% | -0.11% |
| Expected Monthly % | 4.9% | -3.18% |
| Expected Yearly % | 50.22% | -24.02% |
| Kelly Criterion | 10.18% | 4.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.68% | -9.75% |
| Expected Shortfall (cVaR) | -6.68% | -9.75% |
| Year | 6560569:GALAUSD | 6560569:galausd:triple_gx:lsma145_30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -66.59 | -47.75 | 0.72 | + |
| 2023 | 82.58 | 490.33 | 5.94 | + |
| 2024 | 12.27 | 50.61 | 4.12 | + |
| 2025 | -51.34 | 9.62 | -0.19 | + |
| Metric | 6560569:galausd:triple_gx:lsma145_30_20 | 6560569:GALAUSD |
|---|---|---|
| MTD | 19.56% | -1.74% |
| 3M | 9.11% | -16.6% |
| 6M | -6.46% | -58.27% |
| YTD | 9.62% | -51.34% |
| 1Y | -36.34% | -61.13% |
| 3Y (ann.) | 80.19% | -32.8% |
| 5Y (ann.) | 80.19% | -32.8% |
| Metric | 6560569:galausd:triple_gx:lsma145_30_20 | 6560569:GALAUSD |
|---|---|---|
| Max Drawdown | -63.04% | -84.64% |
| Longest DD Days | 446.0 | 446.0 |
| Avg. Drawdown | -11.35% | -48.93% |
| Avg. Drawdown Days | 38.0 | 200.0 |
| Recovery Factor | 6.49 | -0.79 |
| Ulcer Index | 1.03 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-11 | 2025-05-31 | -63.04 | 446 |
| 2022-11-06 | 2023-01-09 | -49.04 | 64 |
| 2023-01-14 | 2023-03-13 | -15.92 | 58 |
| 2023-10-05 | 2023-10-26 | -15.33 | 21 |
| 2024-03-03 | 2024-03-09 | -14.01 | 6 |
| 2023-04-23 | 2023-08-29 | -12.55 | 128 |
| 2023-10-30 | 2023-11-06 | -12.44 | 7 |
| 2023-03-15 | 2023-03-17 | -11.43 | 2 |
| 2023-01-11 | 2023-01-13 | -8.46 | 2 |
| 2024-01-12 | 2024-02-23 | -7.14 | 42 |
| Metric | 6560569:galausd:triple_gx:lsma145_30_20 | 6560569:GALAUSD |
|---|---|---|
| Best Day | 47.68% | 47.68% |
| Worst Day | -22.16% | -22.16% |
| Best Week | 115.91% | 115.91% |
| Worst Week | -21.03% | -33.29% |
| Best Month | 146.45% | 221.62% |
| Worst Month | -32.56% | -40.46% |
| Best Year | 490.33% | 82.58% |
| Worst Year | -47.75% | -66.59% |
| Avg. Up Day | 5.69% | 5.71% |
| Avg. Down Day | -3.9% | -4.91% |
| Avg. Up Week | 18.97% | 21.93% |
| Avg. Down Week | -7.15% | -11.65% |
| Avg. Up Month | 41.54% | 65.09% |
| Avg. Down Month | -13.68% | -24.55% |
| Win Days % | 46.71% | 48.75% |
| Win Month % | 58.62% | 38.24% |
| Win Week % | 52.56% | 40.54% |
| Win Quarter % | 50.0% | 41.67% |
| Win Year % | 75.0% | 50.0% |