| Metric | 7177739:nearusd:triple_gx:lsma200_40_30 | 7177739:NEARUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 536.97% | 84.45% |
| Max Drawdown | -56.5% | -78.56% |
| Sharpe | 1.37 | 0.72 |
| Sortino | 2.56 | 1.13 |
| Payoff Ratio | 1.39 | 1.17 |
| Profit Factor | 1.44 | 1.11 |
| Common Sense Ratio | 1.94 | 1.21 |
| CPC Index | 0.96 | 0.65 |
| Tail Ratio | 1.34 | 1.09 |
| Outlier Win Ratio | 14.73 | 3.65 |
| Outlier Loss Ratio | 3.36 | 2.88 |
| Volatility (ann.) | 66.16% | 100.3% |
| R^2 | 0.44 | 0.44 |
| Calmar | 1.79 | 0.33 |
| Skew | 2.83 | 0.79 |
| Kurtosis | 25.46 | 4.47 |
| Expected Daily % | 0.19% | 0.06% |
| Expected Monthly % | 5.77% | 1.87% |
| Expected Yearly % | 58.87% | 16.54% |
| Kelly Criterion | 9.92% | 6.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.45% | -8.44% |
| Expected Shortfall (cVaR) | -5.45% | -8.44% |
| Year | 7177739:NEARUSD | 7177739:nearusd:triple_gx:lsma200_40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -22.46 | 7.17 | -0.32 | + |
| 2023 | 191.21 | 278.65 | 1.46 | + |
| 2024 | 34.42 | 172.23 | 5.00 | + |
| 2025 | -39.23 | -42.34 | 1.08 | - |
| Metric | 7177739:nearusd:triple_gx:lsma200_40_30 | 7177739:NEARUSD |
|---|---|---|
| MTD | 0.42% | 38.65% |
| 3M | -14.29% | 44.92% |
| 6M | -42.34% | -48.26% |
| YTD | -42.34% | -39.23% |
| 1Y | -33.83% | -53.74% |
| 3Y (ann.) | 101.3% | 26.03% |
| 5Y (ann.) | 101.3% | 26.03% |
| Metric | 7177739:nearusd:triple_gx:lsma200_40_30 | 7177739:NEARUSD |
|---|---|---|
| Max Drawdown | -56.5% | -78.56% |
| Longest DD Days | 215.0 | 492.0 |
| Avg. Drawdown | -8.08% | -16.35% |
| Avg. Drawdown Days | 22.0 | 52.0 |
| Recovery Factor | 9.5 | 1.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-20 | -56.50 | 215 |
| 2024-03-15 | 2024-06-19 | -28.24 | 96 |
| 2024-09-14 | 2024-11-11 | -20.93 | 58 |
| 2023-11-21 | 2023-12-20 | -17.55 | 29 |
| 2023-12-27 | 2024-03-06 | -15.90 | 70 |
| 2024-08-14 | 2024-09-12 | -15.64 | 29 |
| 2023-01-28 | 2023-07-13 | -12.93 | 166 |
| 2023-01-15 | 2023-01-20 | -12.36 | 5 |
| 2023-11-06 | 2023-11-12 | -12.22 | 6 |
| 2023-08-24 | 2023-10-29 | -10.32 | 66 |
| Metric | 7177739:nearusd:triple_gx:lsma200_40_30 | 7177739: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 | 63.32% | 94.04% |
| Worst Month | -23.51% | -33.64% |
| Best Year | 278.65% | 191.21% |
| Worst Year | -42.34% | -39.23% |
| Avg. Up Day | 4.91% | 4.93% |
| Avg. Down Day | -3.53% | -4.23% |
| Avg. Up Week | 13.61% | 18.94% |
| Avg. Down Week | -6.3% | -10.03% |
| Avg. Up Month | 32.45% | 58.78% |
| Avg. Down Month | -10.81% | -14.68% |
| Win Days % | 47.6% | 49.79% |
| Win Month % | 62.96% | 33.33% |
| Win Week % | 52.05% | 43.66% |
| Win Quarter % | 83.33% | 33.33% |
| Win Year % | 75.0% | 50.0% |