| Metric | 7178179:nearusd:triple_gx:lsma210_55_30 | 7178179:NEARUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 1,124.04% | 75.91% |
| Max Drawdown | -48.36% | -78.56% |
| Sharpe | 1.69 | 0.71 |
| Sortino | 3.12 | 1.11 |
| Payoff Ratio | 1.35 | 1.23 |
| Profit Factor | 1.52 | 1.11 |
| Common Sense Ratio | 2.29 | 1.21 |
| CPC Index | 1.03 | 0.68 |
| Tail Ratio | 1.5 | 1.09 |
| Outlier Win Ratio | 12.39 | 3.66 |
| Outlier Loss Ratio | 3.38 | 3.02 |
| Volatility (ann.) | 70.81% | 100.56% |
| R^2 | 0.5 | 0.5 |
| Calmar | 3.31 | 0.31 |
| Skew | 2.33 | 0.79 |
| Kurtosis | 19.79 | 4.46 |
| Expected Daily % | 0.26% | 0.06% |
| Expected Monthly % | 8.14% | 1.78% |
| Expected Yearly % | 87.05% | 15.17% |
| Kelly Criterion | 12.74% | 8.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.77% | -8.46% |
| Expected Shortfall (cVaR) | -5.77% | -8.46% |
| Year | 7178179:NEARUSD | 7178179:nearusd:triple_gx:lsma210_55_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -26.05 | -0.36 | 0.01 | + |
| 2023 | 191.21 | 353.90 | 1.85 | + |
| 2024 | 34.42 | 332.86 | 9.67 | + |
| 2025 | -39.23 | -37.48 | 0.96 | + |
| Metric | 7178179:nearusd:triple_gx:lsma210_55_30 | 7178179:NEARUSD |
|---|---|---|
| MTD | 0.42% | 38.65% |
| 3M | -15.78% | 44.92% |
| 6M | -37.48% | -48.26% |
| YTD | -37.48% | -39.23% |
| 1Y | 14.12% | -53.74% |
| 3Y (ann.) | 160.21% | 24.06% |
| 5Y (ann.) | 160.21% | 24.06% |
| Metric | 7178179:nearusd:triple_gx:lsma210_55_30 | 7178179:NEARUSD |
|---|---|---|
| Max Drawdown | -48.36% | -78.56% |
| Longest DD Days | 233.0 | 492.0 |
| Avg. Drawdown | -8.67% | -16.1% |
| Avg. Drawdown Days | 21.0 | 52.0 |
| Recovery Factor | 23.25 | 0.97 |
| Ulcer Index | inf | 1.05 |
| 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 |
| 2023-01-30 | 2023-06-26 | -18.96 | 147 |
| 2024-09-29 | 2024-11-09 | -17.74 | 41 |
| 2024-08-04 | 2024-08-10 | -14.85 | 6 |
| 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 |
| 2024-08-14 | 2024-09-19 | -11.09 | 36 |
| Metric | 7178179:nearusd:triple_gx:lsma210_55_30 | 7178179: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 | 82.12% | 94.04% |
| Worst Month | -27.83% | -33.64% |
| Best Year | 353.9% | 191.21% |
| Worst Year | -37.48% | -39.23% |
| Avg. Up Day | 4.95% | 4.96% |
| Avg. Down Day | -3.67% | -4.04% |
| Avg. Up Week | 12.59% | 16.35% |
| Avg. Down Week | -6.23% | -8.06% |
| Avg. Up Month | 43.33% | 58.78% |
| Avg. Down Month | -7.87% | -17.4% |
| Win Days % | 49.86% | 49.68% |
| Win Month % | 55.56% | 31.25% |
| Win Week % | 59.72% | 43.97% |
| Win Quarter % | 75.0% | 33.33% |
| Win Year % | 50.0% | 50.0% |