| Metric | 7178063:nearusd:triple_gx:lsma235_50_30 | 7178063:NEARUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 652.68% | 133.76% |
| Max Drawdown | -49.12% | -78.56% |
| Sharpe | 1.47 | 0.82 |
| Sortino | 2.7 | 1.3 |
| Payoff Ratio | 1.35 | 1.2 |
| Profit Factor | 1.45 | 1.13 |
| Common Sense Ratio | 2.05 | 1.24 |
| CPC Index | 0.96 | 0.67 |
| Tail Ratio | 1.41 | 1.1 |
| Outlier Win Ratio | 13.18 | 3.61 |
| Outlier Loss Ratio | 3.35 | 2.93 |
| Volatility (ann.) | 69.2% | 101.08% |
| R^2 | 0.47 | 0.47 |
| Calmar | 2.46 | 0.5 |
| Skew | 2.5 | 0.8 |
| Kurtosis | 22.17 | 4.42 |
| Expected Daily % | 0.22% | 0.09% |
| Expected Monthly % | 6.73% | 2.78% |
| Expected Yearly % | 95.98% | 32.72% |
| Kelly Criterion | 11.36% | 8.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.68% | -8.47% |
| Expected Shortfall (cVaR) | -5.68% | -8.47% |
| Year | 7178063:NEARUSD | 7178063:nearusd:triple_gx:lsma235_50_30 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 186.19 | 294.86 | 1.58 | + |
| 2024 | 34.42 | 210.08 | 6.10 | + |
| 2025 | -39.23 | -38.53 | 0.98 | + |
| Metric | 7178063:nearusd:triple_gx:lsma235_50_30 | 7178063:NEARUSD |
|---|---|---|
| MTD | 0.42% | 38.65% |
| 3M | -10.67% | 44.92% |
| 6M | -38.53% | -48.26% |
| YTD | -38.53% | -39.23% |
| 1Y | 4.26% | -53.74% |
| 3Y (ann.) | 120.64% | 39.5% |
| 5Y (ann.) | 120.64% | 39.5% |
| Metric | 7178063:nearusd:triple_gx:lsma235_50_30 | 7178063:NEARUSD |
|---|---|---|
| Max Drawdown | -49.12% | -78.56% |
| Longest DD Days | 241.0 | 492.0 |
| Avg. Drawdown | -8.28% | -14.56% |
| Avg. Drawdown Days | 27.0 | 50.0 |
| Recovery Factor | 13.29 | 1.7 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-25 | 2025-07-20 | -49.12 | 207 |
| 2024-03-15 | 2024-11-11 | -28.50 | 241 |
| 2023-12-27 | 2024-03-06 | -25.33 | 70 |
| 2023-01-30 | 2023-07-14 | -21.55 | 165 |
| 2023-01-15 | 2023-01-20 | -12.36 | 5 |
| 2023-11-21 | 2023-12-20 | -12.22 | 29 |
| 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 | 7178063:nearusd:triple_gx:lsma235_50_30 | 7178063:NEARUSD |
|---|---|---|
| Best Day | 38.81% | 38.81% |
| Worst Day | -15.59% | -16.86% |
| Best Week | 48.08% | 53.56% |
| Worst Week | -16.69% | -30.59% |
| Best Month | 76.7% | 94.04% |
| Worst Month | -17.61% | -33.64% |
| Best Year | 294.86% | 186.19% |
| Worst Year | -38.53% | -39.23% |
| Avg. Up Day | 4.78% | 4.79% |
| Avg. Down Day | -3.55% | -4.01% |
| Avg. Up Week | 11.85% | 17.09% |
| Avg. Down Week | -4.96% | -8.19% |
| Avg. Up Month | 37.34% | 58.38% |
| Avg. Down Month | -7.95% | -15.05% |
| Win Days % | 49.15% | 49.95% |
| Win Month % | 57.14% | 32.26% |
| Win Week % | 54.17% | 44.85% |
| Win Quarter % | 81.82% | 36.36% |
| Win Year % | 66.67% | 66.67% |