| Metric | 6576035:galausd:triple_gx:lsma230_65_60 | 6576035:GALAUSD |
|---|---|---|
| Time in Market | 30.0% | 99.0% |
| Cumulative Return | 653.29% | -39.76% |
| Max Drawdown | -38.52% | -84.64% |
| Sharpe | 1.47 | 0.38 |
| Sortino | 2.77 | 0.6 |
| Payoff Ratio | 1.3 | 1.18 |
| Profit Factor | 1.53 | 1.06 |
| Common Sense Ratio | 1.91 | 1.09 |
| CPC Index | 1.02 | 0.61 |
| Tail Ratio | 1.25 | 1.03 |
| Outlier Win Ratio | 15.77 | 3.44 |
| Outlier Loss Ratio | 3.0 | 2.78 |
| Volatility (ann.) | 69.86% | 114.96% |
| R^2 | 0.37 | 0.37 |
| Calmar | 3.17 | -0.21 |
| Skew | 3.24 | 1.31 |
| Kurtosis | 33.4 | 8.69 |
| Expected Daily % | 0.22% | -0.05% |
| Expected Monthly % | 6.73% | -1.62% |
| Expected Yearly % | 65.67% | -11.9% |
| Kelly Criterion | 14.19% | 6.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.73% | -9.78% |
| Expected Shortfall (cVaR) | -5.73% | -9.78% |
| Year | 6576035:GALAUSD | 6576035:galausd:triple_gx:lsma230_65_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.61 | -8.51 | 0.21 | + |
| 2023 | 82.58 | 194.25 | 2.35 | + |
| 2024 | 12.27 | 159.99 | 13.04 | + |
| 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.) | 122.03% | -18.15% |
| 5Y (ann.) | 122.03% | -18.15% |
| Metric | 6576035:galausd:triple_gx:lsma230_65_60 | 6576035:GALAUSD |
|---|---|---|
| Max Drawdown | -38.52% | -84.64% |
| Longest DD Days | 257.0 | 446.0 |
| Avg. Drawdown | -13.62% | -39.16% |
| Avg. Drawdown Days | 52.0 | 152.0 |
| Recovery Factor | 16.96 | -0.47 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-05-31 | -38.52 | 174 |
| 2024-03-11 | 2024-11-23 | -38.52 | 257 |
| 2023-03-20 | 2023-10-29 | -38.19 | 223 |
| 2023-11-12 | 2023-11-17 | -13.77 | 5 |
| 2023-10-30 | 2023-11-06 | -12.44 | 7 |
| 2023-11-18 | 2024-03-06 | -12.31 | 109 |
| 2023-01-14 | 2023-01-23 | -11.87 | 9 |
| 2023-03-15 | 2023-03-17 | -11.43 | 2 |
| 2022-11-20 | 2023-01-09 | -10.55 | 50 |
| 2023-01-24 | 2023-01-27 | -9.95 | 3 |
| Metric | 6576035:galausd:triple_gx:lsma230_65_60 | 6576035:GALAUSD |
|---|---|---|
| Best Day | 42.76% | 47.68% |
| Worst Day | -20.92% | -20.92% |
| Best Week | 52.21% | 115.91% |
| Worst Week | -17.23% | -33.29% |
| Best Month | 98.4% | 221.62% |
| Worst Month | -16.58% | -40.46% |
| Best Year | 194.25% | 82.58% |
| Worst Year | -8.51% | -51.34% |
| Avg. Up Day | 5.46% | 5.48% |
| Avg. Down Day | -4.2% | -4.64% |
| Avg. Up Week | 18.07% | 22.36% |
| Avg. Down Week | -6.76% | -9.53% |
| Avg. Up Month | 39.69% | 66.38% |
| Avg. Down Month | -7.91% | -19.06% |
| Win Days % | 51.49% | 49.23% |
| Win Month % | 59.09% | 35.48% |
| Win Week % | 49.09% | 41.18% |
| Win Quarter % | 60.0% | 45.45% |
| Win Year % | 75.0% | 50.0% |