| Metric | 7178173:nearusd:triple_gx:lsma200_55_30 | 7178173:NEARUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | -45.89% | -71.49% |
| Max Drawdown | -72.42% | -77.91% |
| Sharpe | -0.4 | -0.35 |
| Sortino | -0.56 | -0.5 |
| Payoff Ratio | 0.97 | 0.86 |
| Profit Factor | 0.92 | 0.95 |
| Common Sense Ratio | 0.88 | 0.86 |
| CPC Index | 0.41 | 0.41 |
| Tail Ratio | 0.95 | 0.9 |
| Outlier Win Ratio | 11.27 | 2.79 |
| Outlier Loss Ratio | 3.13 | 2.63 |
| Volatility (ann.) | 58.94% | 99.35% |
| R^2 | 0.35 | 0.35 |
| Calmar | -0.46 | -0.73 |
| Skew | 0.24 | 0.45 |
| Kurtosis | 6.43 | 3.02 |
| Expected Daily % | -0.11% | -0.23% |
| Expected Monthly % | -3.18% | -6.39% |
| Expected Yearly % | -26.44% | -46.61% |
| Kelly Criterion | -8.97% | -8.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.14% | -8.65% |
| Expected Shortfall (cVaR) | -5.14% | -8.65% |
| Year | 7178173:NEARUSD | 7178173:nearusd:triple_gx:lsma200_55_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -38.88 | 78.41 | -2.02 | + |
| 2025 | -53.36 | -69.67 | 1.31 | - |
| Metric | 7178173:nearusd:triple_gx:lsma200_55_30 | 7178173:NEARUSD |
|---|---|---|
| MTD | -25.91% | 8.96% |
| 3M | -37.97% | -15.65% |
| 6M | -53.73% | -18.24% |
| YTD | -69.67% | -53.36% |
| 1Y | -65.19% | -58.87% |
| 3Y (ann.) | -33.52% | -56.59% |
| 5Y (ann.) | -33.52% | -56.59% |
| Metric | 7178173:nearusd:triple_gx:lsma200_55_30 | 7178173:NEARUSD |
|---|---|---|
| Max Drawdown | -72.42% | -77.91% |
| Longest DD Days | 352.0 | 544.0 |
| Avg. Drawdown | -12.2% | -40.58% |
| Avg. Drawdown Days | 38.0 | 273.0 |
| Recovery Factor | -0.63 | -0.92 |
| Ulcer Index | inf | 1.15 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-29 | 2025-11-16 | -72.42 | 352 |
| 2024-07-03 | 2024-09-21 | -20.44 | 80 |
| 2024-09-29 | 2024-11-11 | -17.80 | 43 |
| 2024-11-19 | 2024-11-22 | -8.95 | 3 |
| 2024-06-26 | 2024-07-02 | -8.83 | 6 |
| 2024-11-12 | 2024-11-16 | -7.04 | 4 |
| 2024-11-25 | 2024-11-28 | -6.12 | 3 |
| 2024-11-17 | 2024-11-18 | -4.21 | 1 |
| 2024-06-22 | 2024-06-25 | -4.09 | 3 |
| 2024-09-25 | 2024-09-26 | -3.80 | 1 |
| Metric | 7178173:nearusd:triple_gx:lsma200_55_30 | 7178173:NEARUSD |
|---|---|---|
| Best Day | 17.87% | 31.81% |
| Worst Day | -14.69% | -17.06% |
| Best Week | 28.3% | 31.87% |
| Worst Week | -23.71% | -30.59% |
| Best Month | 63.85% | 73.26% |
| Worst Month | -27.83% | -33.64% |
| Best Year | 78.41% | -38.88% |
| Worst Year | -69.67% | -53.36% |
| Avg. Up Day | 3.67% | 3.69% |
| Avg. Down Day | -3.76% | -4.29% |
| Avg. Up Week | 7.84% | 12.74% |
| Avg. Down Week | -7.62% | -9.87% |
| Avg. Up Month | 48.98% | 52.25% |
| Avg. Down Month | -10.39% | -16.05% |
| Win Days % | 46.22% | 50.0% |
| Win Month % | 33.33% | 26.32% |
| Win Week % | 44.68% | 39.51% |
| Win Quarter % | 42.86% | 14.29% |
| Win Year % | 50.0% | 0.0% |