| Metric | 6576035:galausd:triple_gx:lsma230_65_60 | 6576035:GALAUSD |
|---|---|---|
| Time in Market | 28.0% | 99.0% |
| Cumulative Return | 83.82% | -62.34% |
| Max Drawdown | -38.52% | -79.22% |
| Sharpe | 1.29 | -0.31 |
| Sortino | 2.12 | -0.44 |
| Payoff Ratio | 1.37 | 1.18 |
| Profit Factor | 1.45 | 0.96 |
| Common Sense Ratio | 2.32 | 0.93 |
| CPC Index | 0.94 | 0.57 |
| Tail Ratio | 1.61 | 0.97 |
| Outlier Win Ratio | 17.56 | 3.32 |
| Outlier Loss Ratio | 3.29 | 2.31 |
| Volatility (ann.) | 58.45% | 108.95% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.06 | -0.77 |
| Skew | 0.78 | 0.05 |
| Kurtosis | 15.16 | 0.92 |
| Expected Daily % | 0.16% | -0.26% |
| Expected Monthly % | 4.79% | -7.24% |
| Expected Yearly % | 35.58% | -38.63% |
| Kelly Criterion | 9.39% | 8.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.83% | -9.47% |
| Expected Shortfall (cVaR) | -4.83% | -9.47% |
| Year | 6576035:GALAUSD | 6576035:galausd:triple_gx:lsma230_65_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -22.61 | 70.80 | -3.13 | + |
| 2025 | -51.34 | 7.62 | -0.15 | + |
| Metric | 6576035:galausd:triple_gx:lsma230_65_60 | 6576035:GALAUSD |
|---|---|---|
| MTD | -2.44% | -1.74% |
| 3M | -2.44% | -16.6% |
| 6M | 1.84% | -58.27% |
| YTD | 7.62% | -51.34% |
| 1Y | 83.82% | -61.13% |
| 3Y (ann.) | 79.46% | -60.86% |
| 5Y (ann.) | 79.46% | -60.86% |
| Metric | 6576035:galausd:triple_gx:lsma230_65_60 | 6576035:GALAUSD |
|---|---|---|
| Max Drawdown | -38.52% | -79.22% |
| Longest DD Days | 174.0 | 180.0 |
| Avg. Drawdown | -8.94% | -32.24% |
| Avg. Drawdown Days | 19.0 | 74.0 |
| Recovery Factor | 2.18 | -0.79 |
| Ulcer Index | inf | 1.11 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-05-31 | -38.52 | 174 |
| 2024-10-13 | 2024-11-10 | -30.89 | 28 |
| 2024-07-22 | 2024-08-20 | -11.92 | 29 |
| 2024-11-18 | 2024-11-23 | -11.87 | 5 |
| 2024-11-25 | 2024-11-28 | -7.83 | 3 |
| 2024-10-08 | 2024-10-12 | -6.60 | 4 |
| 2024-09-05 | 2024-09-07 | -4.14 | 2 |
| 2024-12-06 | 2024-12-07 | -1.75 | 1 |
| 2024-10-05 | 2024-10-06 | -1.46 | 1 |
| 2024-12-01 | 2024-12-02 | -0.63 | 1 |
| Metric | 6576035:galausd:triple_gx:lsma230_65_60 | 6576035:GALAUSD |
|---|---|---|
| Best Day | 18.46% | 18.46% |
| Worst Day | -20.92% | -20.92% |
| Best Week | 49.01% | 49.01% |
| Worst Week | -17.23% | -33.29% |
| Best Month | 98.4% | 126.43% |
| Worst Month | -15.14% | -37.16% |
| Best Year | 70.8% | -22.61% |
| Worst Year | 7.62% | -51.34% |
| Avg. Up Day | 5.09% | 5.11% |
| Avg. Down Day | -3.72% | -4.33% |
| Avg. Up Week | 18.22% | 20.93% |
| Avg. Down Week | -6.99% | -12.65% |
| Avg. Up Month | 52.72% | 72.11% |
| Avg. Down Month | -8.19% | -14.59% |
| Win Days % | 47.62% | 50.67% |
| Win Month % | 50.0% | 23.08% |
| Win Week % | 45.83% | 38.6% |
| Win Quarter % | 75.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |