| Metric | 7173115:nearusd:triple_gx:lsma200_45_20 | 7173115:NEARUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 568.14% | 41.58% |
| Max Drawdown | -66.67% | -79.33% |
| Sharpe | 1.23 | 0.61 |
| Sortino | 2.19 | 0.95 |
| Payoff Ratio | 1.33 | 1.08 |
| Profit Factor | 1.35 | 1.09 |
| Common Sense Ratio | 1.65 | 1.15 |
| CPC Index | 0.87 | 0.59 |
| Tail Ratio | 1.23 | 1.06 |
| Outlier Win Ratio | 12.26 | 3.64 |
| Outlier Loss Ratio | 3.24 | 2.99 |
| Volatility (ann.) | 71.9% | 101.08% |
| R^2 | 0.51 | 0.51 |
| Calmar | 1.34 | 0.16 |
| Skew | 2.41 | 0.84 |
| Kurtosis | 20.74 | 4.92 |
| Expected Daily % | 0.18% | 0.03% |
| Expected Monthly % | 5.27% | 0.94% |
| Expected Yearly % | 60.77% | 9.08% |
| Kelly Criterion | 9.31% | 3.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.95% | -8.53% |
| Expected Shortfall (cVaR) | -5.95% | -8.53% |
| Year | 7173115:NEARUSD | 7173115:nearusd:triple_gx:lsma200_45_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -22.46 | -3.05 | 0.14 | + |
| 2023 | 191.21 | 354.42 | 1.85 | + |
| 2024 | 34.42 | 199.68 | 5.80 | + |
| 2025 | -53.36 | -49.39 | 0.93 | + |
| Metric | 7173115:nearusd:triple_gx:lsma200_45_20 | 7173115:NEARUSD |
|---|---|---|
| MTD | 24.63% | 8.96% |
| 3M | 12.45% | -15.65% |
| 6M | -11.41% | -18.24% |
| YTD | -49.39% | -53.36% |
| 1Y | -49.9% | -58.87% |
| 3Y (ann.) | 89.45% | 12.41% |
| 5Y (ann.) | 89.45% | 12.41% |
| Metric | 7173115:nearusd:triple_gx:lsma200_45_20 | 7173115:NEARUSD |
|---|---|---|
| Max Drawdown | -66.67% | -79.33% |
| Longest DD Days | 333.0 | 611.0 |
| Avg. Drawdown | -9.45% | -16.4% |
| Avg. Drawdown Days | 26.0 | 59.0 |
| Recovery Factor | 8.52 | 0.52 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-11-16 | -66.67 | 333 |
| 2023-03-18 | 2023-11-01 | -34.93 | 228 |
| 2024-03-15 | 2024-04-22 | -28.24 | 38 |
| 2024-08-03 | 2024-09-26 | -22.06 | 54 |
| 2024-09-29 | 2024-11-10 | -16.80 | 42 |
| 2023-12-27 | 2024-03-02 | -15.90 | 66 |
| 2023-01-15 | 2023-01-20 | -12.36 | 5 |
| 2023-11-06 | 2023-11-12 | -12.22 | 6 |
| 2024-04-23 | 2024-06-21 | -10.64 | 59 |
| 2023-02-21 | 2023-03-17 | -10.23 | 24 |
| Metric | 7173115:nearusd:triple_gx:lsma200_45_20 | 7173115:NEARUSD |
|---|---|---|
| Best Day | 38.81% | 38.81% |
| Worst Day | -15.59% | -17.06% |
| Best Week | 53.56% | 53.56% |
| Worst Week | -16.69% | -30.59% |
| Best Month | 78.19% | 94.04% |
| Worst Month | -17.46% | -33.64% |
| Best Year | 354.42% | 191.21% |
| Worst Year | -49.39% | -53.36% |
| Avg. Up Day | 4.89% | 4.92% |
| Avg. Down Day | -3.67% | -4.55% |
| Avg. Up Week | 12.4% | 16.34% |
| Avg. Down Week | -6.12% | -10.65% |
| Avg. Up Month | 44.96% | 55.07% |
| Avg. Down Month | -8.63% | -14.77% |
| Win Days % | 48.15% | 49.86% |
| Win Month % | 47.06% | 35.14% |
| Win Week % | 50.54% | 42.77% |
| Win Quarter % | 61.54% | 30.77% |
| Win Year % | 50.0% | 50.0% |