| Metric | 6562602:galausd:triple_gx:lsma220_105_20 | 6562602:GALAUSD |
|---|---|---|
| Time in Market | 42.0% | 99.0% |
| Cumulative Return | 85.64% | -62.34% |
| Max Drawdown | -33.68% | -79.22% |
| Sharpe | 1.19 | -0.31 |
| Sortino | 1.93 | -0.44 |
| Payoff Ratio | 1.4 | 1.07 |
| Profit Factor | 1.31 | 0.96 |
| Common Sense Ratio | 1.67 | 0.93 |
| CPC Index | 0.85 | 0.52 |
| Tail Ratio | 1.28 | 0.97 |
| Outlier Win Ratio | 11.14 | 3.42 |
| Outlier Loss Ratio | 3.27 | 2.39 |
| Volatility (ann.) | 70.41% | 108.95% |
| R^2 | 0.42 | 0.42 |
| Calmar | 2.41 | -0.77 |
| Skew | 0.66 | 0.05 |
| Kurtosis | 7.68 | 0.92 |
| Expected Daily % | 0.16% | -0.26% |
| Expected Monthly % | 4.87% | -7.24% |
| Expected Yearly % | 36.25% | -38.63% |
| Kelly Criterion | 7.85% | 4.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.83% | -9.47% |
| Expected Shortfall (cVaR) | -5.83% | -9.47% |
| Year | 6562602:GALAUSD | 6562602:galausd:triple_gx:lsma220_105_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -22.61 | 114.53 | -5.07 | + |
| 2025 | -51.34 | -13.47 | 0.26 | + |
| Metric | 6562602:galausd:triple_gx:lsma220_105_20 | 6562602:GALAUSD |
|---|---|---|
| MTD | -14.0% | -1.74% |
| 3M | -7.73% | -16.6% |
| 6M | 10.47% | -58.27% |
| YTD | -13.47% | -51.34% |
| 1Y | 92.59% | -61.13% |
| 3Y (ann.) | 81.16% | -60.86% |
| 5Y (ann.) | 81.16% | -60.86% |
| Metric | 6562602:galausd:triple_gx:lsma220_105_20 | 6562602:GALAUSD |
|---|---|---|
| Max Drawdown | -33.68% | -79.22% |
| Longest DD Days | 174.0 | 180.0 |
| Avg. Drawdown | -11.27% | -32.24% |
| Avg. Drawdown Days | 29.0 | 74.0 |
| Recovery Factor | 2.54 | -0.79 |
| Ulcer Index | inf | 1.11 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-31 | 2024-11-11 | -33.68 | 72 |
| 2024-12-08 | 2025-05-31 | -30.79 | 174 |
| 2024-11-19 | 2024-11-23 | -11.71 | 4 |
| 2024-11-12 | 2024-11-16 | -11.19 | 4 |
| 2024-08-09 | 2024-08-30 | -10.80 | 21 |
| 2024-05-22 | 2024-07-20 | -10.61 | 59 |
| 2024-08-04 | 2024-08-08 | -8.43 | 4 |
| 2024-11-25 | 2024-11-28 | -7.83 | 3 |
| 2024-11-17 | 2024-11-18 | -7.65 | 1 |
| 2024-12-06 | 2024-12-07 | -1.75 | 1 |
| Metric | 6562602:galausd:triple_gx:lsma220_105_20 | 6562602: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 | 138.15% | 126.43% |
| Worst Month | -19.4% | -37.16% |
| Best Year | 114.53% | -22.61% |
| Worst Year | -13.47% | -51.34% |
| Avg. Up Day | 5.05% | 5.07% |
| Avg. Down Day | -3.61% | -4.76% |
| Avg. Up Week | 14.49% | 19.15% |
| Avg. Down Week | -7.57% | -13.43% |
| Avg. Up Month | 74.01% | 68.7% |
| Avg. Down Month | -6.46% | -16.64% |
| Win Days % | 46.25% | 50.67% |
| Win Month % | 30.77% | 23.08% |
| Win Week % | 57.14% | 38.6% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |