| Metric | 6562804:galausd:triple_gx:lsma220_115_20 | 6562804:GALAUSD |
|---|---|---|
| Time in Market | 44.0% | 99.0% |
| Cumulative Return | 10.61% | -80.52% |
| Max Drawdown | -57.88% | -86.09% |
| Sharpe | 0.44 | -0.49 |
| Sortino | 0.67 | -0.67 |
| Payoff Ratio | 1.26 | 1.0 |
| Profit Factor | 1.1 | 0.94 |
| Common Sense Ratio | 1.38 | 0.89 |
| CPC Index | 0.62 | 0.47 |
| Tail Ratio | 1.25 | 0.95 |
| Outlier Win Ratio | 11.72 | 3.52 |
| Outlier Loss Ratio | 3.85 | 2.97 |
| Volatility (ann.) | 70.06% | 106.23% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.12 | -0.77 |
| Skew | 0.3 | -0.0 |
| Kurtosis | 8.15 | 1.12 |
| Expected Daily % | 0.02% | -0.3% |
| Expected Monthly % | 0.53% | -8.25% |
| Expected Yearly % | 5.17% | -55.87% |
| Kelly Criterion | 1.06% | 0.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.95% | -9.29% |
| Expected Shortfall (cVaR) | -5.95% | -9.29% |
| Year | 6562804:GALAUSD | 6562804:galausd:triple_gx:lsma220_115_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -22.61 | 118.18 | -5.23 | + |
| 2025 | -74.83 | -49.30 | 0.66 | + |
| Metric | 6562804:galausd:triple_gx:lsma220_115_20 | 6562804:GALAUSD |
|---|---|---|
| MTD | 0.0% | -14.59% |
| 3M | -31.57% | -48.23% |
| 6M | -41.97% | -55.81% |
| YTD | -49.3% | -74.83% |
| 1Y | -3.05% | -67.67% |
| 3Y (ann.) | 6.94% | -66.3% |
| 5Y (ann.) | 6.94% | -66.3% |
| Metric | 6562804:galausd:triple_gx:lsma220_115_20 | 6562804:GALAUSD |
|---|---|---|
| Max Drawdown | -57.88% | -86.09% |
| Longest DD Days | 343.0 | 343.0 |
| Avg. Drawdown | -11.78% | -33.61% |
| Avg. Drawdown Days | 36.0 | 108.0 |
| Recovery Factor | 0.18 | -0.94 |
| Ulcer Index | inf | 1.1 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-11-16 | -57.88 | 343 |
| 2024-09-28 | 2024-11-11 | -31.45 | 44 |
| 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 |
| 2024-09-04 | 2024-09-27 | -4.66 | 23 |
| Metric | 6562804:galausd:triple_gx:lsma220_115_20 | 6562804:GALAUSD |
|---|---|---|
| Best Day | 18.46% | 18.46% |
| Worst Day | -20.92% | -20.92% |
| Best Week | 49.01% | 49.01% |
| Worst Week | -20.61% | -33.29% |
| Best Month | 124.11% | 126.43% |
| Worst Month | -27.42% | -37.16% |
| Best Year | 118.18% | -22.61% |
| Worst Year | -49.3% | -74.83% |
| Avg. Up Day | 4.65% | 4.68% |
| Avg. Down Day | -3.69% | -4.69% |
| Avg. Up Week | 13.91% | 18.16% |
| Avg. Down Week | -7.73% | -12.26% |
| Avg. Up Month | 66.99% | 68.7% |
| Avg. Down Month | -9.24% | -17.57% |
| Win Days % | 44.81% | 50.37% |
| Win Month % | 27.78% | 26.32% |
| Win Week % | 48.0% | 38.27% |
| Win Quarter % | 28.57% | 28.57% |
| Win Year % | 50.0% | 0.0% |