| Metric | 7178213:nearusd:triple_gx:lsma235_55_30 | 7178213:NEARUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 349.27% | 79.43% |
| Max Drawdown | -69.96% | -79.33% |
| Sharpe | 1.09 | 0.7 |
| Sortino | 1.9 | 1.09 |
| Payoff Ratio | 1.29 | 1.16 |
| Profit Factor | 1.3 | 1.11 |
| Common Sense Ratio | 1.57 | 1.19 |
| CPC Index | 0.8 | 0.64 |
| Tail Ratio | 1.2 | 1.08 |
| Outlier Win Ratio | 12.97 | 3.57 |
| Outlier Loss Ratio | 3.35 | 2.95 |
| Volatility (ann.) | 68.89% | 101.79% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.98 | 0.28 |
| Skew | 2.26 | 0.86 |
| Kurtosis | 20.43 | 4.89 |
| Expected Daily % | 0.14% | 0.06% |
| Expected Monthly % | 4.39% | 1.68% |
| Expected Yearly % | 65.01% | 21.52% |
| Kelly Criterion | 6.62% | 6.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.73% | -8.57% |
| Expected Shortfall (cVaR) | -5.73% | -8.57% |
| Year | 7178213:NEARUSD | 7178213:nearusd:triple_gx:lsma235_55_30 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 186.19 | 395.47 | 2.12 | + |
| 2024 | 34.42 | 174.56 | 5.07 | + |
| 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.) | 68.59% | 22.54% |
| 5Y (ann.) | 68.59% | 22.54% |
| Metric | 7178213:nearusd:triple_gx:lsma235_55_30 | 7178213:NEARUSD |
|---|---|---|
| Max Drawdown | -69.96% | -79.33% |
| Longest DD Days | 352.0 | 611.0 |
| Avg. Drawdown | -9.18% | -14.6% |
| Avg. Drawdown Days | 31.0 | 57.0 |
| Recovery Factor | 4.99 | 1.0 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-29 | 2025-11-16 | -69.96 | 352 |
| 2024-03-15 | 2024-11-11 | -30.97 | 241 |
| 2023-12-27 | 2024-03-06 | -25.33 | 70 |
| 2023-01-30 | 2023-06-26 | -19.32 | 147 |
| 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 |
| 2023-11-13 | 2023-11-16 | -9.81 | 3 |
| 2023-06-27 | 2023-07-13 | -9.23 | 16 |
| 2024-11-19 | 2024-11-22 | -8.95 | 3 |
| Metric | 7178213:nearusd:triple_gx:lsma235_55_30 | 7178213: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 | 82.17% | 94.04% |
| Worst Month | -25.91% | -33.64% |
| Best Year | 395.47% | 186.19% |
| Worst Year | -66.97% | -53.36% |
| Avg. Up Day | 4.68% | 4.7% |
| Avg. Down Day | -3.64% | -4.05% |
| Avg. Up Week | 11.34% | 15.43% |
| Avg. Down Week | -6.59% | -8.65% |
| Avg. Up Month | 46.09% | 61.2% |
| Avg. Down Month | -7.74% | -15.55% |
| Win Days % | 47.47% | 50.0% |
| Win Month % | 46.88% | 34.29% |
| Win Week % | 53.66% | 43.79% |
| Win Quarter % | 58.33% | 33.33% |
| Win Year % | 66.67% | 66.67% |