| Metric | 7178347:nearusd:triple_gx:lsma205_60_30 | 7178347:NEARUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 706.83% | 69.58% |
| Max Drawdown | -44.17% | -78.56% |
| Sharpe | 1.47 | 0.69 |
| Sortino | 2.68 | 1.08 |
| Payoff Ratio | 1.34 | 1.21 |
| Profit Factor | 1.45 | 1.11 |
| Common Sense Ratio | 2.05 | 1.2 |
| CPC Index | 0.96 | 0.66 |
| Tail Ratio | 1.41 | 1.09 |
| Outlier Win Ratio | 13.03 | 3.66 |
| Outlier Loss Ratio | 3.33 | 3.02 |
| Volatility (ann.) | 69.87% | 100.46% |
| R^2 | 0.49 | 0.49 |
| Calmar | 2.74 | 0.28 |
| Skew | 2.4 | 0.79 |
| Kurtosis | 20.88 | 4.46 |
| Expected Daily % | 0.22% | 0.05% |
| Expected Monthly % | 6.74% | 1.66% |
| Expected Yearly % | 68.54% | 14.11% |
| Kelly Criterion | 11.56% | 8.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.73% | -8.46% |
| Expected Shortfall (cVaR) | -5.73% | -8.46% |
| Year | 7178347:NEARUSD | 7178347:nearusd:triple_gx:lsma205_60_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -28.71 | -1.10 | 0.04 | + |
| 2023 | 191.21 | 307.87 | 1.61 | + |
| 2024 | 34.42 | 216.07 | 6.28 | + |
| 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.) | 121.01% | 22.21% |
| 5Y (ann.) | 121.01% | 22.21% |
| Metric | 7178347:nearusd:triple_gx:lsma205_60_30 | 7178347:NEARUSD |
|---|---|---|
| Max Drawdown | -44.17% | -78.56% |
| Longest DD Days | 179.0 | 492.0 |
| Avg. Drawdown | -8.77% | -18.27% |
| Avg. Drawdown Days | 26.0 | 58.0 |
| Recovery Factor | 16.0 | 0.89 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-07-20 | -44.17 | 179 |
| 2024-03-15 | 2024-04-22 | -28.24 | 38 |
| 2023-12-27 | 2024-03-06 | -25.33 | 70 |
| 2024-07-03 | 2024-11-11 | -19.09 | 131 |
| 2023-01-30 | 2023-06-26 | -18.98 | 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 |
| 2023-08-24 | 2023-10-29 | -10.57 | 66 |
| 2023-11-13 | 2023-11-16 | -9.81 | 3 |
| Metric | 7178347:nearusd:triple_gx:lsma205_60_30 | 7178347:NEARUSD |
|---|---|---|
| Best Day | 38.81% | 38.81% |
| Worst Day | -15.59% | -16.86% |
| Best Week | 45.28% | 53.56% |
| Worst Week | -16.69% | -30.59% |
| Best Month | 76.11% | 94.04% |
| Worst Month | -27.83% | -33.64% |
| Best Year | 307.87% | 191.21% |
| Worst Year | -36.72% | -39.23% |
| Avg. Up Day | 4.87% | 4.89% |
| Avg. Down Day | -3.63% | -4.04% |
| Avg. Up Week | 11.83% | 16.34% |
| Avg. Down Week | -5.75% | -7.55% |
| Avg. Up Month | 38.2% | 58.78% |
| Avg. Down Month | -7.61% | -15.61% |
| Win Days % | 49.31% | 49.63% |
| Win Month % | 53.85% | 31.25% |
| Win Week % | 54.79% | 43.26% |
| Win Quarter % | 66.67% | 33.33% |
| Win Year % | 50.0% | 50.0% |