| Metric | 7176759:nearusd:triple_gx:lsma235_85_25 | 7176759:NEARUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 649.13% | 79.43% |
| Max Drawdown | -64.03% | -79.33% |
| Sharpe | 1.32 | 0.7 |
| Sortino | 2.29 | 1.09 |
| Payoff Ratio | 1.24 | 1.08 |
| Profit Factor | 1.35 | 1.11 |
| Common Sense Ratio | 1.65 | 1.19 |
| CPC Index | 0.84 | 0.6 |
| Tail Ratio | 1.22 | 1.08 |
| Outlier Win Ratio | 11.33 | 3.57 |
| Outlier Loss Ratio | 3.32 | 2.98 |
| Volatility (ann.) | 71.35% | 101.79% |
| R^2 | 0.49 | 0.49 |
| Calmar | 1.58 | 0.28 |
| Skew | 1.95 | 0.86 |
| Kurtosis | 17.55 | 4.89 |
| Expected Daily % | 0.19% | 0.06% |
| Expected Monthly % | 5.92% | 1.68% |
| Expected Yearly % | 95.67% | 21.52% |
| Kelly Criterion | 9.39% | 3.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.88% | -8.57% |
| Expected Shortfall (cVaR) | -5.88% | -8.57% |
| Year | 7176759:NEARUSD | 7176759:nearusd:triple_gx:lsma235_85_25 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 186.19 | 312.02 | 1.68 | + |
| 2024 | 34.42 | 379.90 | 11.04 | + |
| 2025 | -53.36 | -62.11 | 1.16 | - |
| Metric | 7176759:nearusd:triple_gx:lsma235_85_25 | 7176759:NEARUSD |
|---|---|---|
| MTD | -17.52% | 8.96% |
| 3M | -28.76% | -15.65% |
| 6M | -37.78% | -18.24% |
| YTD | -62.11% | -53.36% |
| 1Y | -49.6% | -58.87% |
| 3Y (ann.) | 101.38% | 22.54% |
| 5Y (ann.) | 101.38% | 22.54% |
| Metric | 7176759:nearusd:triple_gx:lsma235_85_25 | 7176759:NEARUSD |
|---|---|---|
| Max Drawdown | -64.03% | -79.33% |
| Longest DD Days | 298.0 | 611.0 |
| Avg. Drawdown | -9.31% | -14.6% |
| Avg. Drawdown Days | 27.0 | 57.0 |
| Recovery Factor | 10.14 | 1.0 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-11-16 | -64.03 | 298 |
| 2024-03-15 | 2024-04-22 | -28.24 | 38 |
| 2023-12-27 | 2024-03-06 | -25.33 | 70 |
| 2023-01-30 | 2023-10-27 | -24.65 | 270 |
| 2024-09-29 | 2024-11-09 | -17.74 | 41 |
| 2024-07-20 | 2024-08-13 | -16.98 | 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 | 7176759:nearusd:triple_gx:lsma235_85_25 | 7176759:NEARUSD |
|---|---|---|
| Best Day | 38.81% | 38.81% |
| Worst Day | -15.59% | -17.06% |
| Best Week | 46.59% | 53.56% |
| Worst Week | -16.69% | -30.59% |
| Best Month | 97.71% | 94.04% |
| Worst Month | -17.52% | -33.64% |
| Best Year | 379.9% | 186.19% |
| Worst Year | -62.11% | -53.36% |
| Avg. Up Day | 4.51% | 4.53% |
| Avg. Down Day | -3.63% | -4.21% |
| Avg. Up Week | 11.49% | 15.24% |
| Avg. Down Week | -5.95% | -9.4% |
| Avg. Up Month | 51.53% | 61.2% |
| Avg. Down Month | -6.4% | -13.07% |
| Win Days % | 49.78% | 50.0% |
| Win Month % | 51.52% | 34.29% |
| Win Week % | 51.65% | 43.79% |
| Win Quarter % | 58.33% | 33.33% |
| Win Year % | 66.67% | 66.67% |