| Metric | 7178173:nearusd:triple_gx:lsma200_55_30 | 7178173:NEARUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 464.83% | 41.58% |
| Max Drawdown | -72.42% | -79.33% |
| Sharpe | 1.18 | 0.61 |
| Sortino | 2.06 | 0.95 |
| Payoff Ratio | 1.32 | 1.15 |
| Profit Factor | 1.33 | 1.09 |
| Common Sense Ratio | 1.66 | 1.15 |
| CPC Index | 0.83 | 0.62 |
| Tail Ratio | 1.24 | 1.06 |
| Outlier Win Ratio | 12.91 | 3.64 |
| Outlier Loss Ratio | 3.45 | 3.0 |
| Volatility (ann.) | 68.74% | 101.08% |
| R^2 | 0.46 | 0.46 |
| Calmar | 1.09 | 0.16 |
| Skew | 2.2 | 0.84 |
| Kurtosis | 20.05 | 4.92 |
| Expected Daily % | 0.16% | 0.03% |
| Expected Monthly % | 4.79% | 0.94% |
| Expected Yearly % | 54.16% | 9.08% |
| Kelly Criterion | 7.45% | 6.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.7% | -8.53% |
| Expected Shortfall (cVaR) | -5.7% | -8.53% |
| Year | 7178173:NEARUSD | 7178173:nearusd:triple_gx:lsma200_55_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -22.46 | 8.03 | -0.36 | + |
| 2023 | 191.21 | 347.57 | 1.82 | + |
| 2024 | 34.42 | 285.18 | 8.29 | + |
| 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.) | 79.04% | 12.41% |
| 5Y (ann.) | 79.04% | 12.41% |
| Metric | 7178173:nearusd:triple_gx:lsma200_55_30 | 7178173:NEARUSD |
|---|---|---|
| Max Drawdown | -72.42% | -79.33% |
| Longest DD Days | 352.0 | 611.0 |
| Avg. Drawdown | -9.02% | -16.4% |
| Avg. Drawdown Days | 26.0 | 59.0 |
| Recovery Factor | 6.42 | 0.52 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-29 | 2025-11-16 | -72.42 | 352 |
| 2024-03-15 | 2024-06-19 | -28.24 | 96 |
| 2023-12-27 | 2024-03-06 | -25.33 | 70 |
| 2024-07-03 | 2024-09-21 | -20.44 | 80 |
| 2023-01-30 | 2023-06-26 | -18.39 | 147 |
| 2024-09-29 | 2024-11-11 | -17.80 | 43 |
| 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 |
| 2023-08-24 | 2023-10-29 | -10.32 | 66 |
| Metric | 7178173:nearusd:triple_gx:lsma200_55_30 | 7178173:NEARUSD |
|---|---|---|
| Best Day | 38.81% | 38.81% |
| Worst Day | -15.59% | -17.06% |
| Best Week | 46.59% | 53.56% |
| Worst Week | -23.71% | -30.59% |
| Best Month | 66.42% | 94.04% |
| Worst Month | -27.83% | -33.64% |
| Best Year | 347.57% | 191.21% |
| Worst Year | -69.67% | -53.36% |
| Avg. Up Day | 4.72% | 4.74% |
| Avg. Down Day | -3.58% | -4.13% |
| Avg. Up Week | 11.75% | 15.76% |
| Avg. Down Week | -7.18% | -8.93% |
| Avg. Up Month | 46.85% | 61.65% |
| Avg. Down Month | -8.37% | -15.02% |
| Win Days % | 47.33% | 49.86% |
| Win Month % | 50.0% | 35.14% |
| Win Week % | 56.98% | 42.77% |
| Win Quarter % | 69.23% | 30.77% |
| Win Year % | 75.0% | 50.0% |