| Metric | 7178213:nearusd:triple_gx:lsma235_55_30 | 7178213:NEARUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | -55.18% | -71.49% |
| Max Drawdown | -69.96% | -77.91% |
| Sharpe | -0.68 | -0.35 |
| Sortino | -0.95 | -0.5 |
| Payoff Ratio | 0.99 | 0.88 |
| Profit Factor | 0.86 | 0.95 |
| Common Sense Ratio | 0.8 | 0.86 |
| CPC Index | 0.37 | 0.42 |
| Tail Ratio | 0.93 | 0.9 |
| Outlier Win Ratio | 12.95 | 2.79 |
| Outlier Loss Ratio | 3.35 | 2.62 |
| Volatility (ann.) | 55.46% | 99.35% |
| R^2 | 0.31 | 0.31 |
| Calmar | -0.59 | -0.73 |
| Skew | 0.26 | 0.45 |
| Kurtosis | 7.52 | 3.02 |
| Expected Daily % | -0.15% | -0.23% |
| Expected Monthly % | -4.14% | -6.39% |
| Expected Yearly % | -33.05% | -46.61% |
| Kelly Criterion | -14.29% | -7.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.88% | -8.65% |
| Expected Shortfall (cVaR) | -4.88% | -8.65% |
| Year | 7178213:NEARUSD | 7178213:nearusd:triple_gx:lsma235_55_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -38.88 | 35.71 | -0.92 | + |
| 2025 | -53.36 | -66.97 | 1.26 | - |
| Metric | 7178213:nearusd:triple_gx:lsma235_55_30 | 7178213:NEARUSD |
|---|---|---|
| MTD | -25.91% | 8.96% |
| 3M | -37.79% | -15.65% |
| 6M | -46.5% | -18.24% |
| YTD | -66.97% | -53.36% |
| 1Y | -62.1% | -58.87% |
| 3Y (ann.) | -41.35% | -56.59% |
| 5Y (ann.) | -41.35% | -56.59% |
| Metric | 7178213:nearusd:triple_gx:lsma235_55_30 | 7178213:NEARUSD |
|---|---|---|
| Max Drawdown | -69.96% | -77.91% |
| Longest DD Days | 352.0 | 544.0 |
| Avg. Drawdown | -15.9% | -40.58% |
| Avg. Drawdown Days | 63.0 | 273.0 |
| Recovery Factor | -0.79 | -0.92 |
| Ulcer Index | inf | 1.15 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-29 | 2025-11-16 | -69.96 | 352 |
| 2024-06-26 | 2024-11-11 | -26.67 | 138 |
| 2024-11-19 | 2024-11-22 | -8.95 | 3 |
| 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 |
| 2024-06-20 | 2024-06-21 | -0.18 | 1 |
| Metric | 7178213:nearusd:triple_gx:lsma235_55_30 | 7178213: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 | 82.17% | 73.26% |
| Worst Month | -25.91% | -33.64% |
| Best Year | 35.71% | -38.88% |
| Worst Year | -66.97% | -53.36% |
| Avg. Up Day | 3.62% | 3.64% |
| Avg. Down Day | -3.65% | -4.16% |
| Avg. Up Week | 7.45% | 12.45% |
| Avg. Down Week | -6.86% | -9.9% |
| Avg. Up Month | 42.34% | 52.25% |
| Avg. Down Month | -8.76% | -16.72% |
| Win Days % | 43.11% | 50.0% |
| Win Month % | 27.78% | 26.32% |
| Win Week % | 36.96% | 39.51% |
| Win Quarter % | 14.29% | 14.29% |
| Win Year % | 50.0% | 0.0% |