| Metric | 6570896:galausd:triple_gx:lsma210_100_40 | 6570896:GALAUSD |
|---|---|---|
| Time in Market | 35.0% | 99.0% |
| Cumulative Return | 55.03% | -62.34% |
| Max Drawdown | -39.6% | -79.22% |
| Sharpe | 0.95 | -0.31 |
| Sortino | 1.53 | -0.44 |
| Payoff Ratio | 1.25 | 1.06 |
| Profit Factor | 1.26 | 0.96 |
| Common Sense Ratio | 1.57 | 0.93 |
| CPC Index | 0.77 | 0.52 |
| Tail Ratio | 1.24 | 0.97 |
| Outlier Win Ratio | 13.93 | 3.47 |
| Outlier Loss Ratio | 2.94 | 2.41 |
| Volatility (ann.) | 67.6% | 108.95% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.32 | -0.77 |
| Skew | 0.75 | 0.05 |
| Kurtosis | 9.86 | 0.92 |
| Expected Daily % | 0.12% | -0.26% |
| Expected Monthly % | 3.43% | -7.24% |
| Expected Yearly % | 24.51% | -38.63% |
| Kelly Criterion | 7.92% | 4.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.64% | -9.47% |
| Expected Shortfall (cVaR) | -5.64% | -9.47% |
| Year | 6570896:GALAUSD | 6570896:galausd:triple_gx:lsma210_100_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -22.61 | 84.74 | -3.75 | + |
| 2025 | -51.34 | -16.08 | 0.31 | + |
| Metric | 6570896:galausd:triple_gx:lsma210_100_40 | 6570896:GALAUSD |
|---|---|---|
| MTD | -14.71% | -1.74% |
| 3M | -14.71% | -16.6% |
| 6M | -6.13% | -58.27% |
| YTD | -16.08% | -51.34% |
| 1Y | 55.03% | -61.13% |
| 3Y (ann.) | 52.37% | -60.86% |
| 5Y (ann.) | 52.37% | -60.86% |
| Metric | 6570896:galausd:triple_gx:lsma210_100_40 | 6570896:GALAUSD |
|---|---|---|
| Max Drawdown | -39.6% | -79.22% |
| Longest DD Days | 174.0 | 180.0 |
| Avg. Drawdown | -11.38% | -32.24% |
| Avg. Drawdown Days | 25.0 | 74.0 |
| Recovery Factor | 1.39 | -0.79 |
| Ulcer Index | inf | 1.11 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-05-31 | -39.60 | 174 |
| 2024-10-23 | 2024-11-16 | -24.65 | 24 |
| 2024-07-22 | 2024-08-23 | -24.31 | 32 |
| 2024-11-19 | 2024-11-23 | -11.71 | 4 |
| 2024-10-15 | 2024-10-20 | -8.19 | 5 |
| 2024-11-25 | 2024-11-28 | -7.83 | 3 |
| 2024-11-17 | 2024-11-18 | -7.65 | 1 |
| 2024-08-25 | 2024-10-12 | -6.85 | 48 |
| 2024-10-21 | 2024-10-22 | -2.49 | 1 |
| 2024-12-06 | 2024-12-07 | -1.75 | 1 |
| Metric | 6570896:galausd:triple_gx:lsma210_100_40 | 6570896: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 | 90.9% | 126.43% |
| Worst Month | -14.71% | -37.16% |
| Best Year | 84.74% | -22.61% |
| Worst Year | -16.08% | -51.34% |
| Avg. Up Day | 4.96% | 4.96% |
| Avg. Down Day | -3.97% | -4.66% |
| Avg. Up Week | 19.01% | 21.15% |
| Avg. Down Week | -7.09% | -11.81% |
| Avg. Up Month | 90.9% | 126.43% |
| Avg. Down Month | -6.61% | -18.11% |
| Win Days % | 48.87% | 50.67% |
| Win Month % | 42.86% | 23.08% |
| Win Week % | 40.0% | 38.6% |
| Win Quarter % | 50.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |