| Metric | 7177928:nearusd:triple_gx:lsma235_45_30 | 7177928:NEARUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 333.86% | 79.43% |
| Max Drawdown | -70.55% | -79.33% |
| Sharpe | 1.08 | 0.7 |
| Sortino | 1.93 | 1.09 |
| Payoff Ratio | 1.31 | 1.14 |
| Profit Factor | 1.31 | 1.11 |
| Common Sense Ratio | 1.47 | 1.19 |
| CPC Index | 0.8 | 0.63 |
| Tail Ratio | 1.13 | 1.08 |
| Outlier Win Ratio | 13.42 | 3.57 |
| Outlier Loss Ratio | 3.48 | 2.93 |
| Volatility (ann.) | 66.86% | 101.79% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.94 | 0.28 |
| Skew | 2.53 | 0.86 |
| Kurtosis | 22.7 | 4.89 |
| Expected Daily % | 0.14% | 0.06% |
| Expected Monthly % | 4.28% | 1.68% |
| Expected Yearly % | 63.1% | 21.52% |
| Kelly Criterion | 6.2% | 6.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.56% | -8.57% |
| Expected Shortfall (cVaR) | -5.56% | -8.57% |
| Year | 7177928:NEARUSD | 7177928:nearusd:triple_gx:lsma235_45_30 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 186.19 | 330.33 | 1.77 | + |
| 2024 | 34.42 | 215.31 | 6.26 | + |
| 2025 | -53.36 | -68.02 | 1.27 | - |
| Metric | 7177928:nearusd:triple_gx:lsma235_45_30 | 7177928:NEARUSD |
|---|---|---|
| MTD | -25.91% | 8.96% |
| 3M | -42.37% | -15.65% |
| 6M | -44.35% | -18.24% |
| YTD | -68.02% | -53.36% |
| 1Y | -60.76% | -58.87% |
| 3Y (ann.) | 66.55% | 22.54% |
| 5Y (ann.) | 66.55% | 22.54% |
| Metric | 7177928:nearusd:triple_gx:lsma235_45_30 | 7177928:NEARUSD |
|---|---|---|
| Max Drawdown | -70.55% | -79.33% |
| Longest DD Days | 326.0 | 611.0 |
| Avg. Drawdown | -8.36% | -14.6% |
| Avg. Drawdown Days | 28.0 | 57.0 |
| Recovery Factor | 4.73 | 1.0 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-25 | 2025-11-16 | -70.55 | 326 |
| 2024-03-15 | 2024-11-11 | -28.50 | 241 |
| 2023-02-22 | 2023-07-13 | -18.50 | 141 |
| 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 |
| 2023-11-13 | 2023-11-16 | -9.81 | 3 |
| 2024-11-19 | 2024-11-22 | -8.95 | 3 |
| 2023-08-30 | 2023-10-26 | -8.64 | 57 |
| Metric | 7177928:nearusd:triple_gx:lsma235_45_30 | 7177928: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 | 71.81% | 94.04% |
| Worst Month | -25.91% | -33.64% |
| Best Year | 330.33% | 186.19% |
| Worst Year | -68.02% | -53.36% |
| Avg. Up Day | 4.61% | 4.62% |
| Avg. Down Day | -3.51% | -4.04% |
| Avg. Up Week | 11.06% | 15.86% |
| Avg. Down Week | -5.91% | -8.87% |
| Avg. Up Month | 49.42% | 66.19% |
| Avg. Down Month | -7.38% | -13.79% |
| Win Days % | 46.73% | 50.0% |
| Win Month % | 40.62% | 34.29% |
| Win Week % | 51.16% | 43.79% |
| Win Quarter % | 66.67% | 33.33% |
| Win Year % | 66.67% | 66.67% |