| Metric | 7176758:nearusd:triple_gx:lsma225_85_25 | 7176758:NEARUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 1,546.27% | 125.44% |
| Max Drawdown | -45.39% | -78.56% |
| Sharpe | 1.84 | 0.8 |
| Sortino | 3.35 | 1.27 |
| Payoff Ratio | 1.31 | 1.13 |
| Profit Factor | 1.55 | 1.12 |
| Common Sense Ratio | 2.18 | 1.24 |
| CPC Index | 1.06 | 0.63 |
| Tail Ratio | 1.4 | 1.1 |
| Outlier Win Ratio | 11.32 | 3.63 |
| Outlier Loss Ratio | 3.24 | 3.04 |
| Volatility (ann.) | 72.75% | 100.61% |
| R^2 | 0.53 | 0.53 |
| Calmar | 4.33 | 0.47 |
| Skew | 2.1 | 0.81 |
| Kurtosis | 17.8 | 4.49 |
| Expected Daily % | 0.3% | 0.09% |
| Expected Monthly % | 9.15% | 2.57% |
| Expected Yearly % | 101.43% | 22.53% |
| Kelly Criterion | 15.51% | 5.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.9% | -8.44% |
| Expected Shortfall (cVaR) | -5.9% | -8.44% |
| Year | 7176758:NEARUSD | 7176758:nearusd:triple_gx:lsma225_85_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -5.22 | 0.00 | -0.00 | + |
| 2023 | 191.21 | 279.52 | 1.46 | + |
| 2024 | 34.42 | 510.76 | 14.84 | + |
| 2025 | -39.23 | -28.98 | 0.74 | + |
| Metric | 7176758:nearusd:triple_gx:lsma225_85_25 | 7176758:NEARUSD |
|---|---|---|
| MTD | 5.94% | 38.65% |
| 3M | -0.89% | 44.92% |
| 6M | -28.98% | -48.26% |
| YTD | -28.98% | -39.23% |
| 1Y | 22.89% | -53.74% |
| 3Y (ann.) | 196.39% | 37.07% |
| 5Y (ann.) | 196.39% | 37.07% |
| Metric | 7176758:nearusd:triple_gx:lsma225_85_25 | 7176758:NEARUSD |
|---|---|---|
| Max Drawdown | -45.39% | -78.56% |
| Longest DD Days | 273.0 | 492.0 |
| Avg. Drawdown | -9.19% | -13.56% |
| Avg. Drawdown Days | 24.0 | 46.0 |
| Recovery Factor | 34.07 | 1.6 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-07-20 | -45.39 | 179 |
| 2023-01-30 | 2023-10-30 | -30.60 | 273 |
| 2024-03-15 | 2024-04-22 | -28.24 | 38 |
| 2023-12-27 | 2024-03-06 | -25.33 | 70 |
| 2024-09-29 | 2024-11-09 | -17.74 | 41 |
| 2024-07-20 | 2024-08-13 | -16.28 | 24 |
| 2024-08-14 | 2024-09-24 | -12.66 | 41 |
| 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 |
| Metric | 7176758:nearusd:triple_gx:lsma225_85_25 | 7176758:NEARUSD |
|---|---|---|
| Best Day | 38.81% | 38.81% |
| Worst Day | -15.59% | -16.86% |
| Best Week | 46.59% | 53.56% |
| Worst Week | -16.69% | -30.59% |
| Best Month | 97.71% | 94.04% |
| Worst Month | -17.61% | -33.64% |
| Best Year | 510.76% | 191.21% |
| Worst Year | -28.98% | -39.23% |
| Avg. Up Day | 4.81% | 4.83% |
| Avg. Down Day | -3.67% | -4.27% |
| Avg. Up Week | 12.51% | 15.62% |
| Avg. Down Week | -5.74% | -9.05% |
| Avg. Up Month | 45.83% | 58.78% |
| Avg. Down Month | -7.93% | -13.67% |
| Win Days % | 52.06% | 49.84% |
| Win Month % | 58.62% | 31.25% |
| Win Week % | 58.44% | 44.6% |
| Win Quarter % | 72.73% | 33.33% |
| Win Year % | 66.67% | 50.0% |