| Metric | 7175930:nearusd:triple_gx:lsma235_55_25 | 7175930:NEARUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 20.84% | -62.86% |
| Max Drawdown | -44.69% | -77.09% |
| Sharpe | 0.56 | -0.38 |
| Sortino | 0.84 | -0.54 |
| Payoff Ratio | 1.02 | 0.82 |
| Profit Factor | 1.13 | 0.95 |
| Common Sense Ratio | 1.21 | 0.86 |
| CPC Index | 0.59 | 0.39 |
| Tail Ratio | 1.07 | 0.91 |
| Outlier Win Ratio | 12.44 | 3.02 |
| Outlier Loss Ratio | 2.97 | 2.61 |
| Volatility (ann.) | 57.32% | 97.12% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.39 | -0.74 |
| Skew | 0.42 | 0.15 |
| Kurtosis | 7.36 | 0.98 |
| Expected Daily % | 0.04% | -0.23% |
| Expected Monthly % | 1.27% | -6.39% |
| Expected Yearly % | 9.93% | -39.06% |
| Kelly Criterion | 3.76% | -10.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.85% | -8.46% |
| Expected Shortfall (cVaR) | -4.85% | -8.46% |
| Year | 7175930:NEARUSD | 7175930:nearusd:triple_gx:lsma235_55_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -38.88 | 83.46 | -2.15 | + |
| 2025 | -39.23 | -34.13 | 0.87 | + |
| Metric | 7175930:nearusd:triple_gx:lsma235_55_25 | 7175930:NEARUSD |
|---|---|---|
| MTD | 7.37% | 38.65% |
| 3M | -9.8% | 44.92% |
| 6M | -34.13% | -48.26% |
| YTD | -34.13% | -39.23% |
| 1Y | 13.0% | -53.74% |
| 3Y (ann.) | 17.43% | -56.86% |
| 5Y (ann.) | 17.43% | -56.86% |
| Metric | 7175930:nearusd:triple_gx:lsma235_55_25 | 7175930:NEARUSD |
|---|---|---|
| Max Drawdown | -44.69% | -77.09% |
| Longest DD Days | 179.0 | 425.0 |
| Avg. Drawdown | -11.24% | -40.17% |
| Avg. Drawdown Days | 36.0 | 214.0 |
| Recovery Factor | 0.47 | -0.82 |
| Ulcer Index | inf | 1.18 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-07-20 | -44.69 | 179 |
| 2024-06-26 | 2024-11-09 | -28.56 | 136 |
| 2024-11-19 | 2024-11-22 | -8.95 | 3 |
| 2024-11-12 | 2024-11-16 | -7.04 | 4 |
| 2024-12-20 | 2024-12-23 | -6.32 | 3 |
| 2024-11-25 | 2024-11-28 | -6.12 | 3 |
| 2024-11-17 | 2024-11-18 | -4.21 | 1 |
| 2024-06-22 | 2024-06-25 | -4.09 | 3 |
| 2024-12-25 | 2025-01-21 | -2.28 | 27 |
| 2024-06-18 | 2024-06-19 | -0.18 | 1 |
| Metric | 7175930:nearusd:triple_gx:lsma235_55_25 | 7175930:NEARUSD |
|---|---|---|
| Best Day | 17.87% | 19.78% |
| Worst Day | -14.69% | -16.86% |
| Best Week | 28.3% | 28.3% |
| Worst Week | -16.69% | -30.59% |
| Best Month | 89.52% | 73.26% |
| Worst Month | -16.78% | -33.64% |
| Best Year | 83.46% | -38.88% |
| Worst Year | -34.13% | -39.23% |
| Avg. Up Day | 3.81% | 3.82% |
| Avg. Down Day | -3.75% | -4.64% |
| Avg. Up Week | 8.47% | 14.05% |
| Avg. Down Week | -5.76% | -11.56% |
| Avg. Up Month | 35.22% | 47.72% |
| Avg. Down Month | -9.27% | -14.82% |
| Win Days % | 51.5% | 49.88% |
| Win Month % | 50.0% | 20.0% |
| Win Week % | 48.65% | 40.62% |
| Win Quarter % | 50.0% | 16.67% |
| Win Year % | 50.0% | 0.0% |