| Metric | 7173148:nearusd:triple_gx:lsma230_45_20 | 7173148:NEARUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 392.41% | 118.18% |
| Max Drawdown | -60.2% | -78.56% |
| Sharpe | 1.21 | 0.79 |
| Sortino | 2.11 | 1.25 |
| Payoff Ratio | 1.33 | 1.12 |
| Profit Factor | 1.34 | 1.12 |
| Common Sense Ratio | 1.64 | 1.23 |
| CPC Index | 0.86 | 0.63 |
| Tail Ratio | 1.22 | 1.1 |
| Outlier Win Ratio | 12.53 | 3.62 |
| Outlier Loss Ratio | 3.11 | 2.99 |
| Volatility (ann.) | 71.96% | 100.87% |
| R^2 | 0.51 | 0.51 |
| Calmar | 1.43 | 0.45 |
| Skew | 2.12 | 0.81 |
| Kurtosis | 19.18 | 4.45 |
| Expected Daily % | 0.17% | 0.08% |
| Expected Monthly % | 5.11% | 2.47% |
| Expected Yearly % | 48.96% | 21.54% |
| Kelly Criterion | 9.11% | 5.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.96% | -8.46% |
| Expected Shortfall (cVaR) | -5.96% | -8.46% |
| Year | 7173148:NEARUSD | 7173148:nearusd:triple_gx:lsma230_45_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -8.28 | 0.00 | -0.00 | + |
| 2023 | 191.21 | 321.96 | 1.68 | + |
| 2024 | 34.42 | 137.81 | 4.00 | + |
| 2025 | -39.23 | -50.93 | 1.30 | - |
| Metric | 7173148:nearusd:triple_gx:lsma230_45_20 | 7173148:NEARUSD |
|---|---|---|
| MTD | -3.02% | 38.65% |
| 3M | -13.06% | 44.92% |
| 6M | -50.93% | -48.26% |
| YTD | -50.93% | -39.23% |
| 1Y | -50.74% | -53.74% |
| 3Y (ann.) | 86.2% | 35.56% |
| 5Y (ann.) | 86.2% | 35.56% |
| Metric | 7173148:nearusd:triple_gx:lsma230_45_20 | 7173148:NEARUSD |
|---|---|---|
| Max Drawdown | -60.2% | -78.56% |
| Longest DD Days | 257.0 | 492.0 |
| Avg. Drawdown | -10.13% | -14.23% |
| Avg. Drawdown Days | 27.0 | 48.0 |
| Recovery Factor | 6.52 | 1.5 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-07-20 | -60.20 | 214 |
| 2024-07-28 | 2024-11-11 | -39.82 | 106 |
| 2023-02-21 | 2023-11-05 | -39.06 | 257 |
| 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 |
| 2023-11-13 | 2023-11-16 | -9.81 | 3 |
| 2024-11-19 | 2024-11-22 | -8.95 | 3 |
| Metric | 7173148:nearusd:triple_gx:lsma230_45_20 | 7173148: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 | 321.96% | 191.21% |
| Worst Year | -50.93% | -39.23% |
| Avg. Up Day | 5.04% | 5.06% |
| Avg. Down Day | -3.78% | -4.51% |
| Avg. Up Week | 11.52% | 16.53% |
| Avg. Down Week | -7.12% | -10.71% |
| Avg. Up Month | 58.69% | 66.72% |
| Avg. Down Month | -9.87% | -13.71% |
| Win Days % | 48.06% | 49.78% |
| Win Month % | 41.38% | 31.25% |
| Win Week % | 55.84% | 44.2% |
| Win Quarter % | 54.55% | 33.33% |
| Win Year % | 66.67% | 50.0% |