| Metric | 7179997:nearusd:triple_gx:lsma225_40_35 | 7179997:NEARUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 529.41% | 73.05% |
| Max Drawdown | -50.66% | -79.33% |
| Sharpe | 1.31 | 0.68 |
| Sortino | 2.42 | 1.07 |
| Payoff Ratio | 1.41 | 1.15 |
| Profit Factor | 1.43 | 1.1 |
| Common Sense Ratio | 1.71 | 1.19 |
| CPC Index | 0.95 | 0.63 |
| Tail Ratio | 1.2 | 1.07 |
| Outlier Win Ratio | 15.17 | 3.45 |
| Outlier Loss Ratio | 3.66 | 2.86 |
| Volatility (ann.) | 62.35% | 101.37% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.75 | 0.26 |
| Skew | 2.96 | 0.86 |
| Kurtosis | 29.28 | 4.95 |
| Expected Daily % | 0.17% | 0.05% |
| Expected Monthly % | 5.24% | 1.54% |
| Expected Yearly % | 58.39% | 14.69% |
| Kelly Criterion | 9.35% | 6.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.14% | -8.54% |
| Expected Shortfall (cVaR) | -5.14% | -8.54% |
| Year | 7179997:NEARUSD | 7179997:nearusd:triple_gx:lsma225_40_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -5.22 | 0.95 | -0.18 | + |
| 2023 | 191.21 | 429.50 | 2.25 | + |
| 2024 | 34.42 | 74.07 | 2.15 | + |
| 2025 | -53.36 | -32.36 | 0.61 | + |
| Metric | 7179997:nearusd:triple_gx:lsma225_40_35 | 7179997:NEARUSD |
|---|---|---|
| MTD | -3.06% | 8.96% |
| 3M | -26.86% | -15.65% |
| 6M | -23.76% | -18.24% |
| YTD | -32.36% | -53.36% |
| 1Y | -38.94% | -58.87% |
| 3Y (ann.) | 88.41% | 20.78% |
| 5Y (ann.) | 88.41% | 20.78% |
| Metric | 7179997:nearusd:triple_gx:lsma225_40_35 | 7179997:NEARUSD |
|---|---|---|
| Max Drawdown | -50.66% | -79.33% |
| Longest DD Days | 356.0 | 611.0 |
| Avg. Drawdown | -7.49% | -13.6% |
| Avg. Drawdown Days | 28.0 | 51.0 |
| Recovery Factor | 10.45 | 0.92 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-11-16 | -50.66 | 356 |
| 2024-03-15 | 2024-11-16 | -36.11 | 246 |
| 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 |
| 2023-01-15 | 2023-01-20 | -11.17 | 5 |
| 2023-11-13 | 2023-11-16 | -9.81 | 3 |
| 2023-08-30 | 2023-10-29 | -8.97 | 60 |
| 2024-11-19 | 2024-11-22 | -8.95 | 3 |
| 2023-03-18 | 2023-03-23 | -7.62 | 5 |
| Metric | 7179997:nearusd:triple_gx:lsma225_40_35 | 7179997: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 | 429.5% | 191.21% |
| Worst Year | -32.36% | -53.36% |
| Avg. Up Day | 4.61% | 4.64% |
| Avg. Down Day | -3.27% | -4.05% |
| Avg. Up Week | 9.58% | 15.11% |
| Avg. Down Week | -5.93% | -9.73% |
| Avg. Up Month | 33.65% | 56.19% |
| Avg. Down Month | -6.98% | -14.52% |
| Win Days % | 46.98% | 49.91% |
| Win Month % | 54.84% | 33.33% |
| Win Week % | 56.82% | 43.59% |
| Win Quarter % | 61.54% | 30.77% |
| Win Year % | 75.0% | 50.0% |