| Metric | 7177891:nearusd:triple_gx:lsma200_45_30 | 7177891:NEARUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | -22.07% | -71.49% |
| Max Drawdown | -68.96% | -77.91% |
| Sharpe | -0.03 | -0.35 |
| Sortino | -0.04 | -0.5 |
| Payoff Ratio | 1.02 | 0.84 |
| Profit Factor | 0.99 | 0.95 |
| Common Sense Ratio | 0.97 | 0.86 |
| CPC Index | 0.48 | 0.4 |
| Tail Ratio | 0.98 | 0.9 |
| Outlier Win Ratio | 11.38 | 2.72 |
| Outlier Loss Ratio | 3.26 | 2.58 |
| Volatility (ann.) | 54.84% | 99.35% |
| R^2 | 0.3 | 0.3 |
| Calmar | -0.22 | -0.73 |
| Skew | 0.48 | 0.45 |
| Kurtosis | 6.3 | 3.02 |
| Expected Daily % | -0.05% | -0.23% |
| Expected Monthly % | -1.3% | -6.39% |
| Expected Yearly % | -11.72% | -46.61% |
| Kelly Criterion | -4.7% | -9.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.73% | -8.65% |
| Expected Shortfall (cVaR) | -4.73% | -8.65% |
| Year | 7177891:NEARUSD | 7177891:nearusd:triple_gx:lsma200_45_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -38.88 | 131.21 | -3.37 | + |
| 2025 | -53.36 | -66.30 | 1.24 | - |
| Metric | 7177891:nearusd:triple_gx:lsma200_45_30 | 7177891:NEARUSD |
|---|---|---|
| MTD | -25.91% | 8.96% |
| 3M | -42.54% | -15.65% |
| 6M | -45.89% | -18.24% |
| YTD | -66.3% | -53.36% |
| 1Y | -58.64% | -58.87% |
| 3Y (ann.) | -15.28% | -56.59% |
| 5Y (ann.) | -15.28% | -56.59% |
| Metric | 7177891:nearusd:triple_gx:lsma200_45_30 | 7177891:NEARUSD |
|---|---|---|
| Max Drawdown | -68.96% | -77.91% |
| Longest DD Days | 326.0 | 544.0 |
| Avg. Drawdown | -9.1% | -40.58% |
| Avg. Drawdown Days | 29.0 | 273.0 |
| Recovery Factor | -0.32 | -0.92 |
| Ulcer Index | inf | 1.15 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-25 | 2025-11-16 | -68.96 | 326 |
| 2024-09-26 | 2024-11-09 | -10.13 | 44 |
| 2024-06-26 | 2024-08-08 | -9.75 | 43 |
| 2024-09-14 | 2024-09-19 | -9.54 | 5 |
| 2024-08-14 | 2024-09-09 | -9.46 | 26 |
| 2024-11-19 | 2024-11-22 | -8.95 | 3 |
| 2024-08-11 | 2024-08-13 | -7.11 | 2 |
| 2024-11-12 | 2024-11-16 | -7.04 | 4 |
| 2024-12-21 | 2024-12-23 | -6.15 | 2 |
| 2024-11-25 | 2024-11-28 | -6.12 | 3 |
| Metric | 7177891:nearusd:triple_gx:lsma200_45_30 | 7177891:NEARUSD |
|---|---|---|
| Best Day | 17.87% | 31.81% |
| Worst Day | -11.54% | -17.06% |
| Best Week | 28.3% | 31.87% |
| Worst Week | -23.71% | -30.59% |
| Best Month | 63.85% | 73.26% |
| Worst Month | -25.91% | -33.64% |
| Best Year | 131.21% | -38.88% |
| Worst Year | -66.3% | -53.36% |
| Avg. Up Day | 3.58% | 3.6% |
| Avg. Down Day | -3.52% | -4.3% |
| Avg. Up Week | 6.94% | 12.48% |
| Avg. Down Week | -6.15% | -9.68% |
| Avg. Up Month | 41.84% | 52.25% |
| Avg. Down Month | -8.62% | -15.65% |
| Win Days % | 47.21% | 50.0% |
| Win Month % | 38.89% | 26.32% |
| Win Week % | 44.0% | 39.51% |
| Win Quarter % | 42.86% | 14.29% |
| Win Year % | 50.0% | 0.0% |