| Metric | 7180000:nearusd:triple_gx:lsma230_40_35 | 7180000:NEARUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 13.59% | -62.86% |
| Max Drawdown | -39.81% | -77.09% |
| Sharpe | 0.46 | -0.38 |
| Sortino | 0.7 | -0.54 |
| Payoff Ratio | 1.13 | 0.88 |
| Profit Factor | 1.12 | 0.95 |
| Common Sense Ratio | 1.19 | 0.86 |
| CPC Index | 0.57 | 0.42 |
| Tail Ratio | 1.07 | 0.91 |
| Outlier Win Ratio | 14.42 | 2.69 |
| Outlier Loss Ratio | 3.74 | 2.41 |
| Volatility (ann.) | 47.66% | 97.12% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.29 | -0.74 |
| Skew | 0.76 | 0.15 |
| Kurtosis | 10.03 | 0.98 |
| Expected Daily % | 0.03% | -0.23% |
| Expected Monthly % | 0.85% | -6.39% |
| Expected Yearly % | 6.58% | -39.06% |
| Kelly Criterion | -3.37% | -7.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.04% | -8.46% |
| Expected Shortfall (cVaR) | -4.04% | -8.46% |
| Year | 7180000:NEARUSD | 7180000:nearusd:triple_gx:lsma230_40_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -38.88 | 19.19 | -0.49 | + |
| 2025 | -39.23 | -4.70 | 0.12 | + |
| Metric | 7180000:nearusd:triple_gx:lsma230_40_35 | 7180000:NEARUSD |
|---|---|---|
| MTD | 9.69% | 38.65% |
| 3M | 1.58% | 44.92% |
| 6M | -4.7% | -48.26% |
| YTD | -4.7% | -39.23% |
| 1Y | 12.03% | -53.74% |
| 3Y (ann.) | 11.42% | -56.86% |
| 5Y (ann.) | 11.42% | -56.86% |
| Metric | 7180000:nearusd:triple_gx:lsma230_40_35 | 7180000:NEARUSD |
|---|---|---|
| Max Drawdown | -39.81% | -77.09% |
| Longest DD Days | 237.0 | 425.0 |
| Avg. Drawdown | -13.12% | -40.17% |
| Avg. Drawdown Days | 64.0 | 214.0 |
| Recovery Factor | 0.34 | -0.82 |
| Ulcer Index | inf | 1.18 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-07-20 | -39.81 | 237 |
| 2024-06-22 | 2024-11-09 | -18.52 | 140 |
| 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 | 7180000:nearusd:triple_gx:lsma230_40_35 | 7180000:NEARUSD |
|---|---|---|
| Best Day | 17.87% | 19.78% |
| Worst Day | -10.89% | -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 | 19.19% | -38.88% |
| Worst Year | -4.7% | -39.23% |
| Avg. Up Day | 3.55% | 3.59% |
| Avg. Down Day | -3.14% | -4.09% |
| Avg. Up Week | 6.13% | 13.27% |
| Avg. Down Week | -6.39% | -11.71% |
| Avg. Up Month | 23.56% | 47.72% |
| Avg. Down Month | -8.55% | -17.02% |
| Win Days % | 45.16% | 49.88% |
| Win Month % | 50.0% | 20.0% |
| Win Week % | 52.5% | 40.62% |
| Win Quarter % | 33.33% | 16.67% |
| Win Year % | 50.0% | 0.0% |