| Metric | 7178347:nearusd:triple_gx:lsma205_60_30 | 7178347:NEARUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | -4.92% | -62.86% |
| Max Drawdown | -44.17% | -77.09% |
| Sharpe | 0.22 | -0.38 |
| Sortino | 0.32 | -0.54 |
| Payoff Ratio | 0.98 | 0.88 |
| Profit Factor | 1.05 | 0.95 |
| Common Sense Ratio | 1.1 | 0.86 |
| CPC Index | 0.51 | 0.42 |
| Tail Ratio | 1.05 | 0.91 |
| Outlier Win Ratio | 12.95 | 3.09 |
| Outlier Loss Ratio | 3.04 | 2.62 |
| Volatility (ann.) | 58.56% | 97.12% |
| R^2 | 0.36 | 0.36 |
| Calmar | -0.09 | -0.74 |
| Skew | 0.49 | 0.15 |
| Kurtosis | 7.82 | 0.98 |
| Expected Daily % | -0.01% | -0.23% |
| Expected Monthly % | -0.34% | -6.39% |
| Expected Yearly % | -2.49% | -39.06% |
| Kelly Criterion | -2.24% | -6.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.01% | -8.46% |
| Expected Shortfall (cVaR) | -5.01% | -8.46% |
| Year | 7178347:NEARUSD | 7178347:nearusd:triple_gx:lsma205_60_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -38.88 | 50.24 | -1.29 | + |
| 2025 | -39.23 | -36.72 | 0.94 | + |
| Metric | 7178347:nearusd:triple_gx:lsma205_60_30 | 7178347:NEARUSD |
|---|---|---|
| MTD | 0.42% | 38.65% |
| 3M | -15.78% | 44.92% |
| 6M | -36.72% | -48.26% |
| YTD | -36.72% | -39.23% |
| 1Y | -9.78% | -53.74% |
| 3Y (ann.) | -4.19% | -56.86% |
| 5Y (ann.) | -4.19% | -56.86% |
| Metric | 7178347:nearusd:triple_gx:lsma205_60_30 | 7178347:NEARUSD |
|---|---|---|
| Max Drawdown | -44.17% | -77.09% |
| Longest DD Days | 179.0 | 425.0 |
| Avg. Drawdown | -10.34% | -40.17% |
| Avg. Drawdown Days | 38.0 | 214.0 |
| Recovery Factor | -0.11 | -0.82 |
| Ulcer Index | inf | 1.18 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-07-20 | -44.17 | 179 |
| 2024-07-03 | 2024-11-11 | -19.09 | 131 |
| 2024-11-19 | 2024-11-22 | -8.95 | 3 |
| 2024-06-26 | 2024-07-02 | -8.83 | 6 |
| 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 |
| 2024-11-29 | 2025-01-21 | -0.70 | 53 |
| 2024-06-19 | 2024-06-20 | -0.18 | 1 |
| Metric | 7178347:nearusd:triple_gx:lsma205_60_30 | 7178347:NEARUSD |
|---|---|---|
| Best Day | 17.87% | 19.78% |
| Worst Day | -14.69% | -16.86% |
| Best Week | 28.3% | 28.3% |
| Worst Week | -16.69% | -30.59% |
| Best Month | 64.93% | 73.26% |
| Worst Month | -27.83% | -33.64% |
| Best Year | 50.24% | -38.88% |
| Worst Year | -36.72% | -39.23% |
| Avg. Up Day | 3.77% | 3.79% |
| Avg. Down Day | -3.85% | -4.3% |
| Avg. Up Week | 8.56% | 14.45% |
| Avg. Down Week | -6.46% | -9.67% |
| Avg. Up Month | 23.83% | 47.72% |
| Avg. Down Month | -10.45% | -15.4% |
| Win Days % | 49.41% | 49.88% |
| Win Month % | 46.15% | 20.0% |
| Win Week % | 45.71% | 40.62% |
| Win Quarter % | 50.0% | 16.67% |
| Win Year % | 50.0% | 0.0% |