| Metric | 7175627:nearusd:triple_gx:lsma235_45_25 | 7175627:NEARUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | -59.21% | -71.49% |
| Max Drawdown | -69.83% | -77.91% |
| Sharpe | -0.71 | -0.35 |
| Sortino | -0.99 | -0.5 |
| Payoff Ratio | 0.97 | 0.82 |
| Profit Factor | 0.86 | 0.95 |
| Common Sense Ratio | 0.8 | 0.86 |
| CPC Index | 0.38 | 0.39 |
| Tail Ratio | 0.92 | 0.9 |
| Outlier Win Ratio | 11.19 | 2.8 |
| Outlier Loss Ratio | 3.03 | 2.63 |
| Volatility (ann.) | 58.92% | 99.35% |
| R^2 | 0.35 | 0.35 |
| Calmar | -0.64 | -0.73 |
| Skew | 0.15 | 0.45 |
| Kurtosis | 5.62 | 3.02 |
| Expected Daily % | -0.16% | -0.23% |
| Expected Monthly % | -4.61% | -6.39% |
| Expected Yearly % | -36.13% | -46.61% |
| Kelly Criterion | -11.19% | -11.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.19% | -8.65% |
| Expected Shortfall (cVaR) | -5.19% | -8.65% |
| Year | 7175627:NEARUSD | 7175627:nearusd:triple_gx:lsma235_45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -38.88 | 23.56 | -0.61 | + |
| 2025 | -53.36 | -66.98 | 1.26 | - |
| Metric | 7175627:nearusd:triple_gx:lsma235_45_25 | 7175627:NEARUSD |
|---|---|---|
| MTD | -17.52% | 8.96% |
| 3M | -30.98% | -15.65% |
| 6M | -39.5% | -18.24% |
| YTD | -66.98% | -53.36% |
| 1Y | -60.64% | -58.87% |
| 3Y (ann.) | -44.91% | -56.59% |
| 5Y (ann.) | -44.91% | -56.59% |
| Metric | 7175627:nearusd:triple_gx:lsma235_45_25 | 7175627:NEARUSD |
|---|---|---|
| Max Drawdown | -69.83% | -77.91% |
| Longest DD Days | 326.0 | 544.0 |
| Avg. Drawdown | -21.24% | -40.58% |
| Avg. Drawdown Days | 84.0 | 273.0 |
| Recovery Factor | -0.85 | -0.92 |
| Ulcer Index | inf | 1.15 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-25 | 2025-11-16 | -69.83 | 326 |
| 2024-06-26 | 2024-11-22 | -41.06 | 149 |
| 2024-12-21 | 2024-12-23 | -6.15 | 2 |
| 2024-11-25 | 2024-12-20 | -6.12 | 25 |
| 2024-06-22 | 2024-06-25 | -4.09 | 3 |
| 2024-06-18 | 2024-06-19 | -0.18 | 1 |
| Metric | 7175627:nearusd:triple_gx:lsma235_45_25 | 7175627:NEARUSD |
|---|---|---|
| Best Day | 17.87% | 31.81% |
| Worst Day | -14.69% | -17.06% |
| Best Week | 28.3% | 31.87% |
| Worst Week | -16.69% | -30.59% |
| Best Month | 68.23% | 73.26% |
| Worst Month | -18.54% | -33.64% |
| Best Year | 23.56% | -38.88% |
| Worst Year | -66.98% | -53.36% |
| Avg. Up Day | 3.7% | 3.72% |
| Avg. Down Day | -3.81% | -4.56% |
| Avg. Up Week | 6.89% | 12.67% |
| Avg. Down Week | -7.03% | -9.61% |
| Avg. Up Month | 36.02% | 52.25% |
| Avg. Down Month | -10.16% | -14.62% |
| Win Days % | 45.23% | 50.0% |
| Win Month % | 27.78% | 26.32% |
| Win Week % | 37.74% | 39.51% |
| Win Quarter % | 28.57% | 14.29% |
| Win Year % | 50.0% | 0.0% |