| Metric | 7175930:nearusd:triple_gx:lsma235_55_25 | 7175930:NEARUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 898.79% | 133.76% |
| Max Drawdown | -44.69% | -78.56% |
| Sharpe | 1.61 | 0.82 |
| Sortino | 2.92 | 1.3 |
| Payoff Ratio | 1.34 | 1.14 |
| Profit Factor | 1.48 | 1.13 |
| Common Sense Ratio | 1.96 | 1.24 |
| CPC Index | 1.01 | 0.64 |
| Tail Ratio | 1.32 | 1.1 |
| Outlier Win Ratio | 12.22 | 3.61 |
| Outlier Loss Ratio | 3.18 | 2.99 |
| Volatility (ann.) | 71.39% | 101.08% |
| R^2 | 0.5 | 0.5 |
| Calmar | 3.28 | 0.5 |
| Skew | 2.25 | 0.8 |
| Kurtosis | 19.48 | 4.42 |
| Expected Daily % | 0.25% | 0.09% |
| Expected Monthly % | 7.71% | 2.78% |
| Expected Yearly % | 115.36% | 32.72% |
| Kelly Criterion | 14.42% | 5.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.83% | -8.47% |
| Expected Shortfall (cVaR) | -5.83% | -8.47% |
| Year | 7175930:NEARUSD | 7175930:nearusd:triple_gx:lsma235_55_25 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 186.19 | 352.21 | 1.89 | + |
| 2024 | 34.42 | 235.33 | 6.84 | + |
| 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.) | 146.52% | 39.5% |
| 5Y (ann.) | 146.52% | 39.5% |
| Metric | 7175930:nearusd:triple_gx:lsma235_55_25 | 7175930:NEARUSD |
|---|---|---|
| Max Drawdown | -44.69% | -78.56% |
| Longest DD Days | 179.0 | 492.0 |
| Avg. Drawdown | -9.32% | -14.56% |
| Avg. Drawdown Days | 26.0 | 50.0 |
| Recovery Factor | 20.11 | 1.7 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-07-20 | -44.69 | 179 |
| 2023-12-27 | 2024-03-06 | -29.63 | 70 |
| 2024-06-26 | 2024-11-09 | -28.56 | 136 |
| 2024-03-15 | 2024-06-19 | -28.24 | 96 |
| 2023-03-18 | 2023-08-18 | -23.89 | 153 |
| 2023-01-15 | 2023-01-20 | -12.36 | 5 |
| 2023-11-21 | 2023-12-19 | -12.22 | 28 |
| 2023-11-06 | 2023-11-12 | -12.22 | 6 |
| 2023-01-28 | 2023-03-17 | -10.41 | 48 |
| 2023-11-13 | 2023-11-16 | -9.81 | 3 |
| Metric | 7175930:nearusd:triple_gx:lsma235_55_25 | 7175930:NEARUSD |
|---|---|---|
| Best Day | 38.81% | 38.81% |
| Worst Day | -15.59% | -16.86% |
| Best Week | 53.56% | 53.56% |
| Worst Week | -16.69% | -30.59% |
| Best Month | 89.52% | 94.04% |
| Worst Month | -16.78% | -33.64% |
| Best Year | 352.21% | 186.19% |
| Worst Year | -34.13% | -39.23% |
| Avg. Up Day | 4.86% | 4.87% |
| Avg. Down Day | -3.62% | -4.28% |
| Avg. Up Week | 13.09% | 16.87% |
| Avg. Down Week | -5.21% | -9.23% |
| Avg. Up Month | 44.34% | 58.38% |
| Avg. Down Month | -7.26% | -12.88% |
| Win Days % | 50.96% | 49.95% |
| Win Month % | 55.17% | 32.26% |
| Win Week % | 52.63% | 44.85% |
| Win Quarter % | 63.64% | 36.36% |
| Win Year % | 66.67% | 66.67% |