| Metric | 6562808:galausd:triple_gx:lsma230_115_20 | 6562808:GALAUSD |
|---|---|---|
| Time in Market | 42.0% | 99.0% |
| Cumulative Return | 88.07% | -62.34% |
| Max Drawdown | -31.45% | -79.22% |
| Sharpe | 1.22 | -0.31 |
| Sortino | 1.99 | -0.44 |
| Payoff Ratio | 1.44 | 1.09 |
| Profit Factor | 1.32 | 0.96 |
| Common Sense Ratio | 1.79 | 0.93 |
| CPC Index | 0.87 | 0.53 |
| Tail Ratio | 1.36 | 0.97 |
| Outlier Win Ratio | 11.51 | 3.42 |
| Outlier Loss Ratio | 3.42 | 2.39 |
| Volatility (ann.) | 69.32% | 108.95% |
| R^2 | 0.41 | 0.41 |
| Calmar | 2.65 | -0.77 |
| Skew | 0.7 | 0.05 |
| Kurtosis | 8.26 | 0.92 |
| Expected Daily % | 0.17% | -0.26% |
| Expected Monthly % | 4.98% | -7.24% |
| Expected Yearly % | 37.14% | -38.63% |
| Kelly Criterion | 7.74% | 5.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.74% | -9.47% |
| Expected Shortfall (cVaR) | -5.74% | -9.47% |
| Year | 6562808:GALAUSD | 6562808:galausd:triple_gx:lsma230_115_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -22.61 | 102.12 | -4.52 | + |
| 2025 | -51.34 | -6.95 | 0.14 | + |
| Metric | 6562808:galausd:triple_gx:lsma230_115_20 | 6562808:GALAUSD |
|---|---|---|
| MTD | -12.52% | -1.74% |
| 3M | -0.78% | -16.6% |
| 6M | 18.78% | -58.27% |
| YTD | -6.95% | -51.34% |
| 1Y | 95.11% | -61.13% |
| 3Y (ann.) | 83.43% | -60.86% |
| 5Y (ann.) | 83.43% | -60.86% |
| Metric | 6562808:galausd:triple_gx:lsma230_115_20 | 6562808:GALAUSD |
|---|---|---|
| Max Drawdown | -31.45% | -79.22% |
| Longest DD Days | 174.0 | 180.0 |
| Avg. Drawdown | -10.9% | -32.24% |
| Avg. Drawdown Days | 32.0 | 74.0 |
| Recovery Factor | 2.8 | -0.79 |
| Ulcer Index | inf | 1.11 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-28 | 2024-11-11 | -31.45 | 44 |
| 2024-12-08 | 2025-05-31 | -30.49 | 174 |
| 2024-05-22 | 2024-08-30 | -12.41 | 100 |
| 2024-11-19 | 2024-11-23 | -11.71 | 4 |
| 2024-11-12 | 2024-11-16 | -11.19 | 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 |
| 2024-12-06 | 2024-12-07 | -1.75 | 1 |
| 2024-12-01 | 2024-12-02 | -0.63 | 1 |
| Metric | 6562808:galausd:triple_gx:lsma230_115_20 | 6562808: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 | 124.11% | 126.43% |
| Worst Month | -19.4% | -37.16% |
| Best Year | 102.12% | -22.61% |
| Worst Year | -6.95% | -51.34% |
| Avg. Up Day | 5.03% | 5.05% |
| Avg. Down Day | -3.49% | -4.63% |
| Avg. Up Week | 13.9% | 19.15% |
| Avg. Down Week | -7.41% | -13.64% |
| Avg. Up Month | 66.99% | 68.7% |
| Avg. Down Month | -8.13% | -16.1% |
| Win Days % | 45.57% | 50.67% |
| Win Month % | 46.15% | 23.08% |
| Win Week % | 60.0% | 38.6% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |