| Metric | 6572139:galausd:triple_gx:lsma215_80_45 | 6572139:GALAUSD |
|---|---|---|
| Time in Market | 32.0% | 99.0% |
| Cumulative Return | 837.17% | -56.89% |
| Max Drawdown | -46.84% | -84.64% |
| Sharpe | 1.47 | 0.28 |
| Sortino | 2.91 | 0.44 |
| Payoff Ratio | 1.3 | 1.2 |
| Profit Factor | 1.51 | 1.04 |
| Common Sense Ratio | 1.82 | 1.07 |
| CPC Index | 1.03 | 0.62 |
| Tail Ratio | 1.2 | 1.02 |
| Outlier Win Ratio | 14.36 | 3.62 |
| Outlier Loss Ratio | 2.96 | 2.9 |
| Volatility (ann.) | 78.49% | 116.18% |
| R^2 | 0.46 | 0.46 |
| Calmar | 2.96 | -0.33 |
| Skew | 3.91 | 1.26 |
| Kurtosis | 38.97 | 8.49 |
| Expected Daily % | 0.24% | -0.09% |
| Expected Monthly % | 7.49% | -2.68% |
| Expected Yearly % | 74.97% | -18.97% |
| Kelly Criterion | 15.19% | 6.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.44% | -9.91% |
| Expected Shortfall (cVaR) | -6.44% | -9.91% |
| Year | 6572139:GALAUSD | 6572139:galausd:triple_gx:lsma215_80_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.78 | -18.26 | 0.32 | + |
| 2023 | 82.58 | 415.57 | 5.03 | + |
| 2024 | 12.27 | 201.10 | 16.39 | + |
| 2025 | -51.34 | -26.14 | 0.51 | + |
| Metric | 6572139:galausd:triple_gx:lsma215_80_45 | 6572139:GALAUSD |
|---|---|---|
| MTD | -17.07% | -1.74% |
| 3M | -17.07% | -16.6% |
| 6M | -17.38% | -58.27% |
| YTD | -26.14% | -51.34% |
| 1Y | 14.48% | -61.13% |
| 3Y (ann.) | 138.65% | -27.89% |
| 5Y (ann.) | 138.65% | -27.89% |
| Metric | 6572139:galausd:triple_gx:lsma215_80_45 | 6572139:GALAUSD |
|---|---|---|
| Max Drawdown | -46.84% | -84.64% |
| Longest DD Days | 257.0 | 446.0 |
| Avg. Drawdown | -12.75% | -41.95% |
| Avg. Drawdown Days | 45.0 | 155.0 |
| Recovery Factor | 17.87 | -0.67 |
| Ulcer Index | inf | 2.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-05-31 | -46.84 | 174 |
| 2024-03-11 | 2024-11-23 | -35.43 | 257 |
| 2022-11-12 | 2023-01-08 | -22.94 | 57 |
| 2023-03-20 | 2023-10-25 | -19.54 | 219 |
| 2024-03-03 | 2024-03-09 | -14.01 | 6 |
| 2023-11-12 | 2023-11-17 | -13.77 | 5 |
| 2023-10-30 | 2023-11-06 | -12.44 | 7 |
| 2023-11-18 | 2024-01-10 | -12.31 | 53 |
| 2023-01-14 | 2023-01-23 | -11.87 | 9 |
| 2023-03-15 | 2023-03-17 | -11.43 | 2 |
| Metric | 6572139:galausd:triple_gx:lsma215_80_45 | 6572139:GALAUSD |
|---|---|---|
| Best Day | 47.68% | 47.68% |
| Worst Day | -20.92% | -22.16% |
| Best Week | 115.91% | 115.91% |
| Worst Week | -15.08% | -33.29% |
| Best Month | 127.95% | 221.62% |
| Worst Month | -18.26% | -40.46% |
| Best Year | 415.57% | 82.58% |
| Worst Year | -26.14% | -56.78% |
| Avg. Up Day | 5.67% | 5.68% |
| Avg. Down Day | -4.35% | -4.73% |
| Avg. Up Week | 19.51% | 21.8% |
| Avg. Down Week | -8.01% | -11.78% |
| Avg. Up Month | 53.92% | 81.96% |
| Avg. Down Month | -10.24% | -20.06% |
| Win Days % | 52.03% | 49.19% |
| Win Month % | 64.71% | 35.48% |
| Win Week % | 56.36% | 40.58% |
| Win Quarter % | 44.44% | 45.45% |
| Win Year % | 50.0% | 50.0% |