| Metric | 7179987:nearusd:triple_gx:lsma220_40_35 | 7179987:NEARUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | -7.1% | -62.86% |
| Max Drawdown | -44.0% | -77.09% |
| Sharpe | 0.11 | -0.38 |
| Sortino | 0.16 | -0.54 |
| Payoff Ratio | 1.12 | 0.88 |
| Profit Factor | 1.03 | 0.95 |
| Common Sense Ratio | 1.09 | 0.86 |
| CPC Index | 0.49 | 0.42 |
| Tail Ratio | 1.06 | 0.91 |
| Outlier Win Ratio | 15.07 | 2.69 |
| Outlier Loss Ratio | 3.91 | 2.47 |
| Volatility (ann.) | 47.88% | 97.12% |
| R^2 | 0.24 | 0.24 |
| Calmar | -0.14 | -0.74 |
| Skew | 0.55 | 0.15 |
| Kurtosis | 10.59 | 0.98 |
| Expected Daily % | -0.02% | -0.23% |
| Expected Monthly % | -0.49% | -6.39% |
| Expected Yearly % | -3.62% | -39.06% |
| Kelly Criterion | -8.14% | -7.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.11% | -8.46% |
| Expected Shortfall (cVaR) | -4.11% | -8.46% |
| Year | 7179987:NEARUSD | 7179987:nearusd:triple_gx:lsma220_40_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -38.88 | 4.78 | -0.12 | + |
| 2025 | -39.23 | -11.34 | 0.29 | + |
| Metric | 7179987:nearusd:triple_gx:lsma220_40_35 | 7179987:NEARUSD |
|---|---|---|
| MTD | 15.29% | 38.65% |
| 3M | -9.5% | 44.92% |
| 6M | -11.34% | -48.26% |
| YTD | -11.34% | -39.23% |
| 1Y | -1.7% | -53.74% |
| 3Y (ann.) | -6.06% | -56.86% |
| 5Y (ann.) | -6.06% | -56.86% |
| Metric | 7179987:nearusd:triple_gx:lsma220_40_35 | 7179987:NEARUSD |
|---|---|---|
| Max Drawdown | -44.0% | -77.09% |
| Longest DD Days | 237.0 | 425.0 |
| Avg. Drawdown | -15.46% | -40.17% |
| Avg. Drawdown Days | 65.0 | 214.0 |
| Recovery Factor | -0.16 | -0.82 |
| Ulcer Index | inf | 1.18 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-07-20 | -44.00 | 237 |
| 2024-06-22 | 2024-11-11 | -28.38 | 142 |
| 2024-11-19 | 2024-11-22 | -8.95 | 3 |
| 2024-11-12 | 2024-11-16 | -7.04 | 4 |
| 2024-11-17 | 2024-11-18 | -4.21 | 1 |
| 2024-06-20 | 2024-06-21 | -0.18 | 1 |
| Metric | 7179987:nearusd:triple_gx:lsma220_40_35 | 7179987:NEARUSD |
|---|---|---|
| Best Day | 17.87% | 19.78% |
| Worst Day | -11.2% | -16.86% |
| Best Week | 28.3% | 28.3% |
| Worst Week | -16.32% | -30.59% |
| Best Month | 54.09% | 73.26% |
| Worst Month | -23.25% | -33.64% |
| Best Year | 4.78% | -38.88% |
| Worst Year | -11.34% | -39.23% |
| Avg. Up Day | 3.51% | 3.55% |
| Avg. Down Day | -3.14% | -4.03% |
| Avg. Up Week | 5.78% | 14.6% |
| Avg. Down Week | -7.19% | -11.28% |
| Avg. Up Month | 23.4% | 47.72% |
| Avg. Down Month | -10.66% | -18.38% |
| Win Days % | 42.95% | 49.88% |
| Win Month % | 46.15% | 20.0% |
| Win Week % | 50.0% | 40.62% |
| Win Quarter % | 33.33% | 16.67% |
| Win Year % | 50.0% | 0.0% |