| Metric | 6570444:galausd:triple_gx:lsma210_80_40 | 6570444:GALAUSD |
|---|---|---|
| Time in Market | 33.0% | 99.0% |
| Cumulative Return | 41.65% | -62.34% |
| Max Drawdown | -31.07% | -79.22% |
| Sharpe | 0.84 | -0.31 |
| Sortino | 1.3 | -0.44 |
| Payoff Ratio | 1.2 | 1.0 |
| Profit Factor | 1.23 | 0.96 |
| Common Sense Ratio | 1.41 | 0.93 |
| CPC Index | 0.74 | 0.49 |
| Tail Ratio | 1.14 | 0.97 |
| Outlier Win Ratio | 14.71 | 3.32 |
| Outlier Loss Ratio | 2.83 | 2.41 |
| Volatility (ann.) | 64.58% | 108.95% |
| R^2 | 0.35 | 0.35 |
| Calmar | 1.28 | -0.77 |
| Skew | 0.55 | 0.05 |
| Kurtosis | 10.88 | 0.92 |
| Expected Daily % | 0.09% | -0.26% |
| Expected Monthly % | 2.71% | -7.24% |
| Expected Yearly % | 19.02% | -38.63% |
| Kelly Criterion | 8.19% | 1.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.41% | -9.47% |
| Expected Shortfall (cVaR) | -5.41% | -9.47% |
| Year | 6570444:GALAUSD | 6570444:galausd:triple_gx:lsma210_80_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -22.61 | 68.80 | -3.04 | + |
| 2025 | -51.34 | -16.08 | 0.31 | + |
| Metric | 6570444:galausd:triple_gx:lsma210_80_40 | 6570444:GALAUSD |
|---|---|---|
| MTD | -14.71% | -1.74% |
| 3M | -14.71% | -16.6% |
| 6M | 7.13% | -58.27% |
| YTD | -16.08% | -51.34% |
| 1Y | 41.65% | -61.13% |
| 3Y (ann.) | 39.72% | -60.86% |
| 5Y (ann.) | 39.72% | -60.86% |
| Metric | 6570444:galausd:triple_gx:lsma210_80_40 | 6570444:GALAUSD |
|---|---|---|
| Max Drawdown | -31.07% | -79.22% |
| Longest DD Days | 174.0 | 180.0 |
| Avg. Drawdown | -12.14% | -32.24% |
| Avg. Drawdown Days | 43.0 | 74.0 |
| Recovery Factor | 1.34 | -0.79 |
| Ulcer Index | inf | 1.11 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-05-31 | -31.07 | 174 |
| 2024-07-22 | 2024-11-16 | -24.31 | 117 |
| 2024-11-19 | 2024-11-23 | -11.71 | 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 |
| 2024-12-01 | 2024-12-02 | -0.63 | 1 |
| Metric | 6570444:galausd:triple_gx:lsma210_80_40 | 6570444:GALAUSD |
|---|---|---|
| Best Day | 18.46% | 18.46% |
| Worst Day | -20.92% | -20.92% |
| Best Week | 49.01% | 49.01% |
| Worst Week | -15.08% | -33.29% |
| Best Month | 75.79% | 126.43% |
| Worst Month | -14.71% | -37.16% |
| Best Year | 68.8% | -22.61% |
| Worst Year | -16.08% | -51.34% |
| Avg. Up Day | 4.8% | 4.81% |
| Avg. Down Day | -4.02% | -4.79% |
| Avg. Up Week | 16.36% | 20.03% |
| Avg. Down Week | -6.55% | -12.84% |
| Avg. Up Month | 75.79% | 126.43% |
| Avg. Down Month | -8.58% | -18.08% |
| Win Days % | 50.0% | 50.67% |
| Win Month % | 42.86% | 23.08% |
| Win Week % | 41.67% | 38.6% |
| Win Quarter % | 25.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |