| Metric | 7173135:nearusd:triple_gx:lsma220_45_20 | 7173135:NEARUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 470.54% | 113.33% |
| Max Drawdown | -60.85% | -78.56% |
| Sharpe | 1.28 | 0.78 |
| Sortino | 2.24 | 1.23 |
| Payoff Ratio | 1.34 | 1.11 |
| Profit Factor | 1.37 | 1.12 |
| Common Sense Ratio | 1.7 | 1.23 |
| CPC Index | 0.89 | 0.62 |
| Tail Ratio | 1.25 | 1.1 |
| Outlier Win Ratio | 12.38 | 3.63 |
| Outlier Loss Ratio | 3.12 | 2.99 |
| Volatility (ann.) | 71.93% | 100.57% |
| R^2 | 0.51 | 0.51 |
| Calmar | 1.57 | 0.43 |
| Skew | 2.1 | 0.81 |
| Kurtosis | 18.98 | 4.47 |
| Expected Daily % | 0.18% | 0.08% |
| Expected Monthly % | 5.59% | 2.4% |
| Expected Yearly % | 54.55% | 20.85% |
| Kelly Criterion | 10.08% | 4.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.94% | -8.44% |
| Expected Shortfall (cVaR) | -5.94% | -8.44% |
| Year | 7173135:NEARUSD | 7173135:nearusd:triple_gx:lsma220_45_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -10.32 | -4.76 | 0.46 | + |
| 2023 | 191.21 | 366.07 | 1.91 | + |
| 2024 | 34.42 | 173.91 | 5.05 | + |
| 2025 | -39.23 | -53.08 | 1.35 | - |
| Metric | 7173135:nearusd:triple_gx:lsma220_45_20 | 7173135:NEARUSD |
|---|---|---|
| MTD | -3.02% | 38.65% |
| 3M | -16.86% | 44.92% |
| 6M | -53.08% | -48.26% |
| YTD | -53.08% | -39.23% |
| 1Y | -45.7% | -53.74% |
| 3Y (ann.) | 95.8% | 33.96% |
| 5Y (ann.) | 95.8% | 33.96% |
| Metric | 7173135:nearusd:triple_gx:lsma220_45_20 | 7173135:NEARUSD |
|---|---|---|
| Max Drawdown | -60.85% | -78.56% |
| Longest DD Days | 228.0 | 492.0 |
| Avg. Drawdown | -10.39% | -15.09% |
| Avg. Drawdown Days | 28.0 | 51.0 |
| Recovery Factor | 7.73 | 1.44 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-07-20 | -60.85 | 214 |
| 2024-07-28 | 2024-11-11 | -34.07 | 106 |
| 2023-03-18 | 2023-11-01 | -33.27 | 228 |
| 2024-03-15 | 2024-06-25 | -28.24 | 102 |
| 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 |
| 2024-06-26 | 2024-07-16 | -10.26 | 20 |
| 2023-02-21 | 2023-03-17 | -10.23 | 24 |
| 2022-12-18 | 2023-01-08 | -9.81 | 21 |
| Metric | 7173135:nearusd:triple_gx:lsma220_45_20 | 7173135:NEARUSD |
|---|---|---|
| Best Day | 38.81% | 38.81% |
| Worst Day | -16.43% | -16.86% |
| Best Week | 53.56% | 53.56% |
| Worst Week | -17.45% | -30.59% |
| Best Month | 78.19% | 94.04% |
| Worst Month | -25.93% | -33.64% |
| Best Year | 366.07% | 191.21% |
| Worst Year | -53.08% | -39.23% |
| Avg. Up Day | 5.0% | 5.03% |
| Avg. Down Day | -3.73% | -4.53% |
| Avg. Up Week | 12.0% | 16.53% |
| Avg. Down Week | -6.53% | -10.62% |
| Avg. Up Month | 51.42% | 61.65% |
| Avg. Down Month | -10.08% | -14.14% |
| Win Days % | 48.5% | 49.79% |
| Win Month % | 46.67% | 31.25% |
| Win Week % | 54.43% | 43.88% |
| Win Quarter % | 50.0% | 33.33% |
| Win Year % | 50.0% | 50.0% |