| Metric | 7179990:nearusd:triple_gx:lsma215_40_35 | 7179990:NEARUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 482.52% | 40.16% |
| Max Drawdown | -59.9% | -79.33% |
| Sharpe | 1.26 | 0.61 |
| Sortino | 2.3 | 0.95 |
| Payoff Ratio | 1.41 | 1.16 |
| Profit Factor | 1.41 | 1.09 |
| Common Sense Ratio | 1.86 | 1.16 |
| CPC Index | 0.93 | 0.63 |
| Tail Ratio | 1.32 | 1.06 |
| Outlier Win Ratio | 15.17 | 3.44 |
| Outlier Loss Ratio | 3.76 | 2.94 |
| Volatility (ann.) | 62.47% | 101.51% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.38 | 0.15 |
| Skew | 2.9 | 0.84 |
| Kurtosis | 28.89 | 4.89 |
| Expected Daily % | 0.16% | 0.03% |
| Expected Monthly % | 5.02% | 0.94% |
| Expected Yearly % | 55.36% | 8.81% |
| Kelly Criterion | 8.8% | 6.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.16% | -8.57% |
| Expected Shortfall (cVaR) | -5.16% | -8.57% |
| Year | 7179990:NEARUSD | 7179990:nearusd:triple_gx:lsma215_40_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -23.24 | 7.43 | -0.32 | + |
| 2023 | 191.21 | 423.47 | 2.21 | + |
| 2024 | 34.42 | 88.41 | 2.57 | + |
| 2025 | -53.36 | -45.02 | 0.84 | + |
| Metric | 7179990:nearusd:triple_gx:lsma215_40_35 | 7179990:NEARUSD |
|---|---|---|
| MTD | -3.06% | 8.96% |
| 3M | -27.42% | -15.65% |
| 6M | -40.0% | -18.24% |
| YTD | -45.02% | -53.36% |
| 1Y | -50.37% | -58.87% |
| 3Y (ann.) | 82.42% | 12.21% |
| 5Y (ann.) | 82.42% | 12.21% |
| Metric | 7179990:nearusd:triple_gx:lsma215_40_35 | 7179990:NEARUSD |
|---|---|---|
| Max Drawdown | -59.9% | -79.33% |
| Longest DD Days | 356.0 | 611.0 |
| Avg. Drawdown | -7.23% | -17.85% |
| Avg. Drawdown Days | 26.0 | 65.0 |
| Recovery Factor | 8.06 | 0.51 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-11-16 | -59.90 | 356 |
| 2024-03-15 | 2024-11-11 | -31.40 | 241 |
| 2023-12-27 | 2024-03-06 | -20.91 | 70 |
| 2023-11-21 | 2023-12-20 | -13.55 | 29 |
| 2023-11-06 | 2023-11-12 | -12.22 | 6 |
| 2023-08-24 | 2023-10-30 | -11.70 | 67 |
| 2023-01-15 | 2023-01-20 | -11.17 | 5 |
| 2023-11-13 | 2023-11-16 | -9.81 | 3 |
| 2024-11-19 | 2024-11-22 | -8.95 | 3 |
| 2023-01-24 | 2023-01-25 | -7.51 | 1 |
| Metric | 7179990:nearusd:triple_gx:lsma215_40_35 | 7179990:NEARUSD |
|---|---|---|
| Best Day | 38.81% | 38.81% |
| Worst Day | -15.59% | -17.06% |
| Best Week | 40.51% | 53.56% |
| Worst Week | -16.37% | -30.59% |
| Best Month | 54.09% | 94.04% |
| Worst Month | -23.25% | -33.64% |
| Best Year | 423.47% | 191.21% |
| Worst Year | -45.02% | -53.36% |
| Avg. Up Day | 4.64% | 4.67% |
| Avg. Down Day | -3.28% | -4.03% |
| Avg. Up Week | 9.45% | 15.79% |
| Avg. Down Week | -6.52% | -9.92% |
| Avg. Up Month | 38.83% | 61.65% |
| Avg. Down Month | -8.23% | -16.74% |
| Win Days % | 46.59% | 49.81% |
| Win Month % | 51.72% | 33.33% |
| Win Week % | 57.47% | 42.68% |
| Win Quarter % | 61.54% | 30.77% |
| Win Year % | 75.0% | 50.0% |