| Metric | 6562804:galausd:triple_gx:lsma220_115_20 | 6562804:GALAUSD |
|---|---|---|
| Time in Market | 37.0% | 99.0% |
| Cumulative Return | 840.12% | -66.45% |
| Max Drawdown | -57.88% | -89.71% |
| Sharpe | 1.31 | 0.23 |
| Sortino | 2.48 | 0.36 |
| Payoff Ratio | 1.43 | 1.18 |
| Profit Factor | 1.41 | 1.03 |
| Common Sense Ratio | 1.7 | 1.06 |
| CPC Index | 0.97 | 0.6 |
| Tail Ratio | 1.2 | 1.03 |
| Outlier Win Ratio | 12.4 | 3.47 |
| Outlier Loss Ratio | 3.45 | 2.97 |
| Volatility (ann.) | 78.91% | 113.21% |
| R^2 | 0.49 | 0.49 |
| Calmar | 1.9 | -0.34 |
| Skew | 3.42 | 1.19 |
| Kurtosis | 34.01 | 8.11 |
| Expected Daily % | 0.2% | -0.1% |
| Expected Monthly % | 6.24% | -2.91% |
| Expected Yearly % | 75.1% | -23.89% |
| Kelly Criterion | 11.39% | 6.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.51% | -9.68% |
| Expected Shortfall (cVaR) | -6.51% | -9.68% |
| Year | 6562804:GALAUSD | 6562804:galausd:triple_gx:lsma220_115_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -34.96 | 7.23 | -0.21 | + |
| 2023 | 82.58 | 303.87 | 3.68 | + |
| 2024 | 12.27 | 328.19 | 26.75 | + |
| 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.) | 101.68% | -33.53% |
| 5Y (ann.) | 109.91% | -30.33% |
| Metric | 6562804:galausd:triple_gx:lsma220_115_20 | 6562804:GALAUSD |
|---|---|---|
| Max Drawdown | -57.88% | -89.71% |
| Longest DD Days | 343.0 | 615.0 |
| Avg. Drawdown | -12.37% | -41.36% |
| Avg. Drawdown Days | 38.0 | 182.0 |
| Recovery Factor | 14.52 | -0.74 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-11-16 | -57.88 | 343 |
| 2024-03-11 | 2024-04-20 | -35.43 | 40 |
| 2024-09-28 | 2024-11-11 | -31.45 | 44 |
| 2023-03-20 | 2023-10-26 | -24.81 | 220 |
| 2022-11-12 | 2023-01-08 | -14.92 | 57 |
| 2023-11-23 | 2024-03-02 | -14.33 | 100 |
| 2024-03-03 | 2024-03-09 | -14.01 | 6 |
| 2023-11-12 | 2023-11-22 | -13.77 | 10 |
| 2023-10-30 | 2023-11-06 | -12.44 | 7 |
| 2023-01-14 | 2023-03-13 | -11.87 | 58 |
| Metric | 6562804:galausd:triple_gx:lsma220_115_20 | 6562804:GALAUSD |
|---|---|---|
| Best Day | 47.68% | 47.68% |
| Worst Day | -20.92% | -20.92% |
| Best Week | 115.91% | 115.91% |
| Worst Week | -20.61% | -33.29% |
| Best Month | 124.11% | 221.62% |
| Worst Month | -27.42% | -40.46% |
| Best Year | 328.19% | 82.58% |
| Worst Year | -49.3% | -74.83% |
| Avg. Up Day | 5.45% | 5.47% |
| Avg. Down Day | -3.8% | -4.65% |
| Avg. Up Week | 19.09% | 22.48% |
| Avg. Down Week | -7.04% | -10.62% |
| Avg. Up Month | 49.73% | 63.11% |
| Avg. Down Month | -7.97% | -19.95% |
| Win Days % | 47.79% | 49.31% |
| Win Month % | 43.75% | 37.84% |
| Win Week % | 50.0% | 40.74% |
| Win Quarter % | 61.54% | 38.46% |
| Win Year % | 75.0% | 50.0% |