| Metric | 7177891:nearusd:triple_gx:lsma200_45_30 | 7177891:NEARUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 643.88% | 41.58% |
| Max Drawdown | -68.96% | -79.33% |
| Sharpe | 1.34 | 0.61 |
| Sortino | 2.44 | 0.95 |
| Payoff Ratio | 1.37 | 1.12 |
| Profit Factor | 1.4 | 1.09 |
| Common Sense Ratio | 1.73 | 1.15 |
| CPC Index | 0.91 | 0.61 |
| Tail Ratio | 1.23 | 1.06 |
| Outlier Win Ratio | 13.52 | 3.57 |
| Outlier Loss Ratio | 3.62 | 2.97 |
| Volatility (ann.) | 65.4% | 101.08% |
| R^2 | 0.42 | 0.42 |
| Calmar | 1.4 | 0.16 |
| Skew | 2.6 | 0.84 |
| Kurtosis | 23.86 | 4.92 |
| Expected Daily % | 0.19% | 0.03% |
| Expected Monthly % | 5.57% | 0.94% |
| Expected Yearly % | 65.15% | 9.08% |
| Kelly Criterion | 9.28% | 4.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.39% | -8.53% |
| Expected Shortfall (cVaR) | -5.39% | -8.53% |
| Year | 7177891:NEARUSD | 7177891:nearusd:triple_gx:lsma200_45_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -22.46 | 7.17 | -0.32 | + |
| 2023 | 191.21 | 327.48 | 1.71 | + |
| 2024 | 34.42 | 381.77 | 11.09 | + |
| 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.) | 96.42% | 12.41% |
| 5Y (ann.) | 96.42% | 12.41% |
| Metric | 7177891:nearusd:triple_gx:lsma200_45_30 | 7177891:NEARUSD |
|---|---|---|
| Max Drawdown | -68.96% | -79.33% |
| Longest DD Days | 326.0 | 611.0 |
| Avg. Drawdown | -6.9% | -16.4% |
| Avg. Drawdown Days | 19.0 | 59.0 |
| Recovery Factor | 9.34 | 0.52 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-25 | 2025-11-16 | -68.96 | 326 |
| 2024-03-15 | 2024-06-19 | -28.24 | 96 |
| 2023-12-27 | 2024-03-06 | -17.90 | 70 |
| 2023-11-21 | 2023-12-20 | -14.50 | 29 |
| 2023-01-15 | 2023-01-20 | -12.36 | 5 |
| 2023-11-06 | 2023-11-12 | -12.22 | 6 |
| 2023-03-17 | 2023-06-21 | -11.25 | 96 |
| 2023-08-24 | 2023-10-29 | -10.32 | 66 |
| 2024-09-26 | 2024-11-09 | -10.13 | 44 |
| 2023-11-13 | 2023-11-16 | -9.81 | 3 |
| Metric | 7177891:nearusd:triple_gx:lsma200_45_30 | 7177891:NEARUSD |
|---|---|---|
| Best Day | 38.81% | 38.81% |
| Worst Day | -15.59% | -17.06% |
| Best Week | 45.28% | 53.56% |
| Worst Week | -23.71% | -30.59% |
| Best Month | 63.85% | 94.04% |
| Worst Month | -25.91% | -33.64% |
| Best Year | 381.77% | 191.21% |
| Worst Year | -66.3% | -53.36% |
| Avg. Up Day | 4.63% | 4.65% |
| Avg. Down Day | -3.38% | -4.16% |
| Avg. Up Week | 11.09% | 15.87% |
| Avg. Down Week | -5.81% | -9.45% |
| Avg. Up Month | 42.93% | 61.65% |
| Avg. Down Month | -7.16% | -14.67% |
| Win Days % | 47.58% | 49.86% |
| Win Month % | 53.12% | 35.14% |
| Win Week % | 55.68% | 42.77% |
| Win Quarter % | 69.23% | 30.77% |
| Win Year % | 75.0% | 50.0% |