| Metric | 7178337:nearusd:triple_gx:lsma210_60_30 | 7178337:NEARUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 382.4% | 35.03% |
| Max Drawdown | -73.07% | -79.33% |
| Sharpe | 1.1 | 0.6 |
| Sortino | 1.9 | 0.93 |
| Payoff Ratio | 1.31 | 1.18 |
| Profit Factor | 1.31 | 1.09 |
| Common Sense Ratio | 1.64 | 1.16 |
| CPC Index | 0.81 | 0.64 |
| Tail Ratio | 1.25 | 1.06 |
| Outlier Win Ratio | 12.77 | 3.64 |
| Outlier Loss Ratio | 3.35 | 3.02 |
| Volatility (ann.) | 69.96% | 101.31% |
| R^2 | 0.48 | 0.48 |
| Calmar | 0.97 | 0.14 |
| Skew | 2.07 | 0.85 |
| Kurtosis | 19.25 | 4.92 |
| Expected Daily % | 0.15% | 0.03% |
| Expected Monthly % | 4.47% | 0.84% |
| Expected Yearly % | 48.2% | 7.8% |
| Kelly Criterion | 7.37% | 7.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.81% | -8.56% |
| Expected Shortfall (cVaR) | -5.81% | -8.56% |
| Year | 7178337:NEARUSD | 7178337:nearusd:triple_gx:lsma210_60_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -26.05 | 1.20 | -0.05 | + |
| 2023 | 191.21 | 307.93 | 1.61 | + |
| 2024 | 34.42 | 321.50 | 9.34 | + |
| 2025 | -53.36 | -72.28 | 1.35 | - |
| Metric | 7178337:nearusd:triple_gx:lsma210_60_30 | 7178337:NEARUSD |
|---|---|---|
| MTD | -25.91% | 8.96% |
| 3M | -49.94% | -15.65% |
| 6M | -58.21% | -18.24% |
| YTD | -72.28% | -53.36% |
| 1Y | -65.1% | -58.87% |
| 3Y (ann.) | 70.62% | 10.73% |
| 5Y (ann.) | 70.62% | 10.73% |
| Metric | 7178337:nearusd:triple_gx:lsma210_60_30 | 7178337:NEARUSD |
|---|---|---|
| Max Drawdown | -73.07% | -79.33% |
| Longest DD Days | 298.0 | 611.0 |
| Avg. Drawdown | -8.85% | -16.14% |
| Avg. Drawdown Days | 23.0 | 58.0 |
| Recovery Factor | 5.23 | 0.44 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-11-16 | -73.07 | 298 |
| 2024-03-15 | 2024-04-22 | -28.24 | 38 |
| 2023-12-27 | 2024-03-06 | -25.33 | 70 |
| 2023-01-30 | 2023-06-26 | -18.96 | 147 |
| 2024-08-14 | 2024-09-26 | -17.86 | 43 |
| 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 |
| Metric | 7178337:nearusd:triple_gx:lsma210_60_30 | 7178337:NEARUSD |
|---|---|---|
| Best Day | 38.81% | 38.81% |
| Worst Day | -17.06% | -17.06% |
| Best Week | 45.28% | 53.56% |
| Worst Week | -23.71% | -30.59% |
| Best Month | 83.33% | 94.04% |
| Worst Month | -27.83% | -33.64% |
| Best Year | 321.5% | 191.21% |
| Worst Year | -72.28% | -53.36% |
| Avg. Up Day | 4.76% | 4.78% |
| Avg. Down Day | -3.65% | -4.06% |
| Avg. Up Week | 11.39% | 15.41% |
| Avg. Down Week | -7.05% | -8.46% |
| Avg. Up Month | 46.22% | 61.65% |
| Avg. Down Month | -9.4% | -14.96% |
| Win Days % | 47.54% | 49.77% |
| Win Month % | 50.0% | 33.33% |
| Win Week % | 54.02% | 43.04% |
| Win Quarter % | 69.23% | 30.77% |
| Win Year % | 75.0% | 50.0% |