| Metric | 7178182:nearusd:triple_gx:lsma215_55_30 | 7178182:NEARUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 1,022.18% | 82.59% |
| Max Drawdown | -42.56% | -78.56% |
| Sharpe | 1.65 | 0.72 |
| Sortino | 3.04 | 1.13 |
| Payoff Ratio | 1.34 | 1.21 |
| Profit Factor | 1.51 | 1.11 |
| Common Sense Ratio | 2.29 | 1.21 |
| CPC Index | 1.02 | 0.67 |
| Tail Ratio | 1.51 | 1.09 |
| Outlier Win Ratio | 12.57 | 3.65 |
| Outlier Loss Ratio | 3.39 | 3.02 |
| Volatility (ann.) | 70.56% | 100.79% |
| R^2 | 0.49 | 0.49 |
| Calmar | 3.59 | 0.33 |
| Skew | 2.34 | 0.79 |
| Kurtosis | 20.24 | 4.43 |
| Expected Daily % | 0.25% | 0.06% |
| Expected Monthly % | 7.85% | 1.9% |
| Expected Yearly % | 83.03% | 16.24% |
| Kelly Criterion | 12.95% | 8.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.76% | -8.48% |
| Expected Shortfall (cVaR) | -5.76% | -8.48% |
| Year | 7178182:NEARUSD | 7178182:nearusd:triple_gx:lsma215_55_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -23.24 | 7.87 | -0.34 | + |
| 2023 | 191.21 | 282.74 | 1.48 | + |
| 2024 | 34.42 | 271.76 | 7.90 | + |
| 2025 | -39.23 | -26.89 | 0.69 | + |
| Metric | 7178182:nearusd:triple_gx:lsma215_55_30 | 7178182:NEARUSD |
|---|---|---|
| MTD | 0.42% | 38.65% |
| 3M | -1.51% | 44.92% |
| 6M | -26.89% | -48.26% |
| YTD | -26.89% | -39.23% |
| 1Y | 20.05% | -53.74% |
| 3Y (ann.) | 152.94% | 26.0% |
| 5Y (ann.) | 152.94% | 26.0% |
| Metric | 7178182:nearusd:triple_gx:lsma215_55_30 | 7178182:NEARUSD |
|---|---|---|
| Max Drawdown | -42.56% | -78.56% |
| Longest DD Days | 233.0 | 492.0 |
| Avg. Drawdown | -8.82% | -17.8% |
| Avg. Drawdown Days | 25.0 | 58.0 |
| Recovery Factor | 24.02 | 1.05 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-29 | 2025-07-20 | -42.56 | 233 |
| 2023-01-30 | 2023-08-23 | -30.86 | 205 |
| 2024-03-15 | 2024-06-21 | -28.24 | 98 |
| 2023-12-27 | 2024-03-06 | -25.33 | 70 |
| 2024-09-29 | 2024-11-11 | -17.80 | 43 |
| 2024-06-26 | 2024-08-13 | -15.38 | 48 |
| 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 | 2023-10-30 | -11.62 | 67 |
| Metric | 7178182:nearusd:triple_gx:lsma215_55_30 | 7178182: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 | -15.61% | -33.64% |
| Best Year | 282.74% | 191.21% |
| Worst Year | -26.89% | -39.23% |
| Avg. Up Day | 4.86% | 4.88% |
| Avg. Down Day | -3.63% | -4.03% |
| Avg. Up Week | 12.25% | 16.35% |
| Avg. Down Week | -6.55% | -8.31% |
| Avg. Up Month | 41.05% | 58.78% |
| Avg. Down Month | -7.1% | -16.21% |
| Win Days % | 50.14% | 49.74% |
| Win Month % | 55.56% | 31.25% |
| Win Week % | 61.11% | 43.57% |
| Win Quarter % | 75.0% | 33.33% |
| Win Year % | 75.0% | 50.0% |