| Metric | 7175627:nearusd:triple_gx:lsma235_45_25 | 7175627:NEARUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 265.24% | 79.43% |
| Max Drawdown | -69.83% | -79.33% |
| Sharpe | 0.98 | 0.7 |
| Sortino | 1.68 | 1.09 |
| Payoff Ratio | 1.28 | 1.1 |
| Profit Factor | 1.26 | 1.11 |
| Common Sense Ratio | 1.45 | 1.19 |
| CPC Index | 0.77 | 0.61 |
| Tail Ratio | 1.16 | 1.08 |
| Outlier Win Ratio | 12.33 | 3.57 |
| Outlier Loss Ratio | 3.19 | 2.96 |
| Volatility (ann.) | 70.27% | 101.79% |
| R^2 | 0.48 | 0.48 |
| Calmar | 0.81 | 0.28 |
| Skew | 2.08 | 0.86 |
| Kurtosis | 18.8 | 4.89 |
| Expected Daily % | 0.12% | 0.06% |
| Expected Monthly % | 3.77% | 1.68% |
| Expected Yearly % | 54.0% | 21.52% |
| Kelly Criterion | 6.63% | 4.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.86% | -8.57% |
| Expected Shortfall (cVaR) | -5.86% | -8.57% |
| Year | 7175627:NEARUSD | 7175627:nearusd:triple_gx:lsma235_45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 186.19 | 305.28 | 1.64 | + |
| 2024 | 34.42 | 172.96 | 5.02 | + |
| 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.) | 56.88% | 22.54% |
| 5Y (ann.) | 56.88% | 22.54% |
| Metric | 7175627:nearusd:triple_gx:lsma235_45_25 | 7175627:NEARUSD |
|---|---|---|
| Max Drawdown | -69.83% | -79.33% |
| Longest DD Days | 326.0 | 611.0 |
| Avg. Drawdown | -11.61% | -14.6% |
| Avg. Drawdown Days | 39.0 | 57.0 |
| Recovery Factor | 3.8 | 1.0 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-25 | 2025-11-16 | -69.83 | 326 |
| 2024-06-26 | 2024-11-22 | -41.06 | 149 |
| 2023-02-21 | 2023-10-29 | -29.37 | 250 |
| 2024-03-15 | 2024-06-20 | -28.24 | 97 |
| 2023-12-27 | 2024-03-06 | -15.90 | 70 |
| 2023-11-21 | 2023-12-20 | -14.30 | 29 |
| 2023-01-15 | 2023-01-20 | -12.36 | 5 |
| 2023-11-06 | 2023-11-12 | -12.22 | 6 |
| 2023-11-13 | 2023-11-16 | -9.81 | 3 |
| 2023-01-24 | 2023-01-25 | -7.51 | 1 |
| Metric | 7175627:nearusd:triple_gx:lsma235_45_25 | 7175627: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 | 68.23% | 94.04% |
| Worst Month | -18.54% | -33.64% |
| Best Year | 305.28% | 186.19% |
| Worst Year | -66.98% | -53.36% |
| Avg. Up Day | 4.74% | 4.76% |
| Avg. Down Day | -3.7% | -4.31% |
| Avg. Up Week | 12.7% | 16.7% |
| Avg. Down Week | -6.92% | -9.03% |
| Avg. Up Month | 45.55% | 61.2% |
| Avg. Down Month | -8.51% | -12.46% |
| Win Days % | 47.54% | 50.0% |
| Win Month % | 45.45% | 34.29% |
| Win Week % | 48.31% | 43.79% |
| Win Quarter % | 50.0% | 33.33% |
| Win Year % | 66.67% | 66.67% |