| Metric | 6560625:galausd:triple_gx:lsma220_30_20 | 6560625:GALAUSD |
|---|---|---|
| Time in Market | 36.0% | 99.0% |
| Cumulative Return | 373.27% | -66.45% |
| Max Drawdown | -53.1% | -89.71% |
| Sharpe | 1.03 | 0.23 |
| Sortino | 1.92 | 0.36 |
| Payoff Ratio | 1.45 | 1.1 |
| Profit Factor | 1.33 | 1.03 |
| Common Sense Ratio | 1.52 | 1.06 |
| CPC Index | 0.88 | 0.56 |
| Tail Ratio | 1.15 | 1.03 |
| Outlier Win Ratio | 13.7 | 3.45 |
| Outlier Loss Ratio | 3.67 | 3.02 |
| Volatility (ann.) | 75.96% | 113.21% |
| R^2 | 0.45 | 0.45 |
| Calmar | 1.27 | -0.34 |
| Skew | 3.67 | 1.19 |
| Kurtosis | 39.38 | 8.11 |
| Expected Daily % | 0.14% | -0.1% |
| Expected Monthly % | 4.29% | -2.91% |
| Expected Yearly % | 47.5% | -23.89% |
| Kelly Criterion | 8.05% | 3.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.33% | -9.68% |
| Expected Shortfall (cVaR) | -6.33% | -9.68% |
| Year | 6560625:GALAUSD | 6560625:galausd:triple_gx:lsma220_30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -34.96 | 14.17 | -0.41 | + |
| 2023 | 82.58 | 329.45 | 3.99 | + |
| 2024 | 12.27 | 16.20 | 1.32 | + |
| 2025 | -74.83 | -16.93 | 0.23 | + |
| Metric | 6560625:galausd:triple_gx:lsma220_30_20 | 6560625:GALAUSD |
|---|---|---|
| MTD | 0.0% | -14.59% |
| 3M | -16.54% | -48.23% |
| 6M | -13.51% | -55.81% |
| YTD | -16.93% | -74.83% |
| 1Y | -11.3% | -67.67% |
| 3Y (ann.) | 60.57% | -33.53% |
| 5Y (ann.) | 67.27% | -30.33% |
| Metric | 6560625:galausd:triple_gx:lsma220_30_20 | 6560625:GALAUSD |
|---|---|---|
| Max Drawdown | -53.1% | -89.71% |
| Longest DD Days | 615.0 | 615.0 |
| Avg. Drawdown | -10.16% | -41.36% |
| Avg. Drawdown Days | 50.0 | 182.0 |
| Recovery Factor | 7.03 | -0.74 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-11 | 2025-11-16 | -53.10 | 615 |
| 2023-12-11 | 2024-03-09 | -21.44 | 89 |
| 2023-07-05 | 2023-10-26 | -20.49 | 113 |
| 2023-02-16 | 2023-03-14 | -20.05 | 26 |
| 2023-01-14 | 2023-02-15 | -13.55 | 32 |
| 2023-10-30 | 2023-11-06 | -12.44 | 7 |
| 2023-03-15 | 2023-03-17 | -11.43 | 2 |
| 2022-11-12 | 2023-01-08 | -9.41 | 57 |
| 2023-05-17 | 2023-07-01 | -8.95 | 45 |
| 2023-01-11 | 2023-01-13 | -8.46 | 2 |
| Metric | 6560625:galausd:triple_gx:lsma220_30_20 | 6560625: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 | 89.59% | 221.62% |
| Worst Month | -23.96% | -40.46% |
| Best Year | 329.45% | 82.58% |
| Worst Year | -16.93% | -74.83% |
| Avg. Up Day | 5.38% | 5.41% |
| Avg. Down Day | -3.7% | -4.92% |
| Avg. Up Week | 14.6% | 19.15% |
| Avg. Down Week | -6.72% | -10.61% |
| Avg. Up Month | 30.14% | 53.16% |
| Avg. Down Month | -7.73% | -18.28% |
| Win Days % | 45.52% | 49.31% |
| Win Month % | 52.94% | 37.84% |
| Win Week % | 52.27% | 40.74% |
| Win Quarter % | 46.15% | 38.46% |
| Win Year % | 75.0% | 50.0% |