| Metric | 7179970:nearusd:triple_gx:lsma200_40_35 | 7179970:NEARUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 10.22% | -62.86% |
| Max Drawdown | -48.19% | -77.09% |
| Sharpe | 0.41 | -0.38 |
| Sortino | 0.61 | -0.54 |
| Payoff Ratio | 1.01 | 0.86 |
| Profit Factor | 1.1 | 0.95 |
| Common Sense Ratio | 1.24 | 0.86 |
| CPC Index | 0.53 | 0.41 |
| Tail Ratio | 1.13 | 0.91 |
| Outlier Win Ratio | 14.26 | 2.68 |
| Outlier Loss Ratio | 3.44 | 2.47 |
| Volatility (ann.) | 48.78% | 97.12% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.18 | -0.74 |
| Skew | 0.51 | 0.15 |
| Kurtosis | 9.62 | 0.98 |
| Expected Daily % | 0.02% | -0.23% |
| Expected Monthly % | 0.65% | -6.39% |
| Expected Yearly % | 4.98% | -39.06% |
| Kelly Criterion | -4.3% | -8.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.14% | -8.46% |
| Expected Shortfall (cVaR) | -4.14% | -8.46% |
| Year | 7179970:NEARUSD | 7179970:nearusd:triple_gx:lsma200_40_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -38.88 | 40.60 | -1.04 | + |
| 2025 | -39.23 | -21.61 | 0.55 | + |
| Metric | 7179970:nearusd:triple_gx:lsma200_40_35 | 7179970:NEARUSD |
|---|---|---|
| MTD | 4.66% | 38.65% |
| 3M | -16.15% | 44.92% |
| 6M | -21.61% | -48.26% |
| YTD | -21.61% | -39.23% |
| 1Y | -3.86% | -53.74% |
| 3Y (ann.) | 8.61% | -56.86% |
| 5Y (ann.) | 8.61% | -56.86% |
| Metric | 7179970:nearusd:triple_gx:lsma200_40_35 | 7179970:NEARUSD |
|---|---|---|
| Max Drawdown | -48.19% | -77.09% |
| Longest DD Days | 237.0 | 425.0 |
| Avg. Drawdown | -9.27% | -40.17% |
| Avg. Drawdown Days | 28.0 | 214.0 |
| Recovery Factor | 0.21 | -0.82 |
| Ulcer Index | inf | 1.18 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-07-20 | -48.19 | 237 |
| 2024-09-28 | 2024-11-11 | -16.95 | 44 |
| 2024-08-14 | 2024-09-19 | -10.74 | 36 |
| 2024-11-19 | 2024-11-22 | -8.95 | 3 |
| 2024-06-26 | 2024-07-02 | -8.83 | 6 |
| 2024-08-11 | 2024-08-13 | -7.11 | 2 |
| 2024-11-12 | 2024-11-16 | -7.04 | 4 |
| 2024-11-17 | 2024-11-18 | -4.21 | 1 |
| 2024-06-22 | 2024-06-25 | -4.09 | 3 |
| 2024-07-19 | 2024-07-26 | -2.86 | 7 |
| Metric | 7179970:nearusd:triple_gx:lsma200_40_35 | 7179970:NEARUSD |
|---|---|---|
| Best Day | 17.87% | 19.78% |
| Worst Day | -11.2% | -16.86% |
| Best Week | 19.62% | 28.3% |
| Worst Week | -16.32% | -30.59% |
| Best Month | 40.7% | 73.26% |
| Worst Month | -26.81% | -33.64% |
| Best Year | 40.6% | -38.88% |
| Worst Year | -21.61% | -39.23% |
| Avg. Up Day | 3.53% | 3.56% |
| Avg. Down Day | -3.51% | -4.13% |
| Avg. Up Week | 5.72% | 15.14% |
| Avg. Down Week | -7.51% | -11.75% |
| Avg. Up Month | 18.45% | 47.72% |
| Avg. Down Month | -16.45% | -21.15% |
| Win Days % | 47.68% | 49.88% |
| Win Month % | 69.23% | 20.0% |
| Win Week % | 51.28% | 40.62% |
| Win Quarter % | 66.67% | 16.67% |
| Win Year % | 50.0% | 0.0% |