| Metric | 7178177:nearusd:triple_gx:lsma205_55_30 | 7178177:NEARUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 876.31% | 69.58% |
| Max Drawdown | -48.36% | -78.56% |
| Sharpe | 1.57 | 0.69 |
| Sortino | 2.88 | 1.08 |
| Payoff Ratio | 1.34 | 1.22 |
| Profit Factor | 1.48 | 1.11 |
| Common Sense Ratio | 2.2 | 1.2 |
| CPC Index | 0.99 | 0.67 |
| Tail Ratio | 1.48 | 1.09 |
| Outlier Win Ratio | 12.79 | 3.66 |
| Outlier Loss Ratio | 3.37 | 3.02 |
| Volatility (ann.) | 70.03% | 100.46% |
| R^2 | 0.49 | 0.49 |
| Calmar | 2.85 | 0.28 |
| Skew | 2.38 | 0.79 |
| Kurtosis | 20.62 | 4.46 |
| Expected Daily % | 0.24% | 0.05% |
| Expected Monthly % | 7.38% | 1.66% |
| Expected Yearly % | 76.77% | 14.11% |
| Kelly Criterion | 11.87% | 8.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.73% | -8.46% |
| Expected Shortfall (cVaR) | -5.73% | -8.46% |
| Year | 7178177:NEARUSD | 7178177:nearusd:triple_gx:lsma205_55_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -28.71 | -2.63 | 0.09 | + |
| 2023 | 191.21 | 353.84 | 1.85 | + |
| 2024 | 34.42 | 253.34 | 7.36 | + |
| 2025 | -39.23 | -37.48 | 0.96 | + |
| Metric | 7178177:nearusd:triple_gx:lsma205_55_30 | 7178177:NEARUSD |
|---|---|---|
| MTD | 0.42% | 38.65% |
| 3M | -15.78% | 44.92% |
| 6M | -37.48% | -48.26% |
| YTD | -37.48% | -39.23% |
| 1Y | 2.67% | -53.74% |
| 3Y (ann.) | 137.61% | 22.21% |
| 5Y (ann.) | 137.61% | 22.21% |
| Metric | 7178177:nearusd:triple_gx:lsma205_55_30 | 7178177:NEARUSD |
|---|---|---|
| Max Drawdown | -48.36% | -78.56% |
| Longest DD Days | 233.0 | 492.0 |
| Avg. Drawdown | -9.23% | -18.27% |
| Avg. Drawdown Days | 25.0 | 58.0 |
| Recovery Factor | 18.12 | 0.89 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-29 | 2025-07-20 | -48.36 | 233 |
| 2024-03-15 | 2024-06-21 | -28.24 | 98 |
| 2023-12-27 | 2024-03-06 | -25.33 | 70 |
| 2024-07-03 | 2024-09-21 | -20.44 | 80 |
| 2023-01-30 | 2023-06-26 | -18.98 | 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 | -10.57 | 66 |
| Metric | 7178177:nearusd:triple_gx:lsma205_55_30 | 7178177:NEARUSD |
|---|---|---|
| Best Day | 38.81% | 38.81% |
| Worst Day | -15.59% | -16.86% |
| Best Week | 46.59% | 53.56% |
| Worst Week | -16.69% | -30.59% |
| Best Month | 66.42% | 94.04% |
| Worst Month | -27.83% | -33.64% |
| Best Year | 353.84% | 191.21% |
| Worst Year | -37.48% | -39.23% |
| Avg. Up Day | 4.9% | 4.92% |
| Avg. Down Day | -3.65% | -4.03% |
| Avg. Up Week | 12.23% | 16.35% |
| Avg. Down Week | -6.26% | -7.67% |
| Avg. Up Month | 41.05% | 58.78% |
| Avg. Down Month | -7.67% | -16.72% |
| Win Days % | 49.45% | 49.63% |
| Win Month % | 51.85% | 31.25% |
| Win Week % | 59.15% | 43.26% |
| Win Quarter % | 75.0% | 33.33% |
| Win Year % | 50.0% | 50.0% |