| Metric | 7180000:nearusd:triple_gx:lsma230_40_35 | 7180000:NEARUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 800.45% | 118.18% |
| Max Drawdown | -39.81% | -78.56% |
| Sharpe | 1.64 | 0.79 |
| Sortino | 3.15 | 1.25 |
| Payoff Ratio | 1.44 | 1.19 |
| Profit Factor | 1.58 | 1.12 |
| Common Sense Ratio | 1.99 | 1.23 |
| CPC Index | 1.11 | 0.67 |
| Tail Ratio | 1.25 | 1.1 |
| Outlier Win Ratio | 15.23 | 3.55 |
| Outlier Loss Ratio | 3.54 | 2.82 |
| Volatility (ann.) | 63.96% | 100.87% |
| R^2 | 0.4 | 0.4 |
| Calmar | 3.41 | 0.45 |
| Skew | 3.1 | 0.81 |
| Kurtosis | 29.45 | 4.45 |
| Expected Daily % | 0.24% | 0.08% |
| Expected Monthly % | 7.11% | 2.47% |
| Expected Yearly % | 73.23% | 21.54% |
| Kelly Criterion | 13.13% | 7.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.22% | -8.46% |
| Expected Shortfall (cVaR) | -5.22% | -8.46% |
| Year | 7180000:NEARUSD | 7180000:nearusd:triple_gx:lsma230_40_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -8.28 | 0.00 | -0.00 | + |
| 2023 | 191.21 | 446.31 | 2.33 | + |
| 2024 | 34.42 | 72.95 | 2.12 | + |
| 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.) | 135.61% | 35.56% |
| 5Y (ann.) | 135.61% | 35.56% |
| Metric | 7180000:nearusd:triple_gx:lsma230_40_35 | 7180000:NEARUSD |
|---|---|---|
| Max Drawdown | -39.81% | -78.56% |
| Longest DD Days | 246.0 | 492.0 |
| Avg. Drawdown | -6.97% | -14.23% |
| Avg. Drawdown Days | 23.0 | 48.0 |
| Recovery Factor | 20.11 | 1.5 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-07-20 | -39.81 | 237 |
| 2024-03-15 | 2024-11-16 | -36.52 | 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 | 2023-10-27 | -9.05 | 58 |
| 2024-11-19 | 2024-11-22 | -8.95 | 3 |
| 2023-03-18 | 2023-03-23 | -7.62 | 5 |
| Metric | 7180000:nearusd:triple_gx:lsma230_40_35 | 7180000:NEARUSD |
|---|---|---|
| Best Day | 38.81% | 38.81% |
| Worst Day | -15.59% | -16.86% |
| Best Week | 40.51% | 53.56% |
| Worst Week | -16.32% | -30.59% |
| Best Month | 54.09% | 94.04% |
| Worst Month | -23.25% | -33.64% |
| Best Year | 446.31% | 191.21% |
| Worst Year | -4.7% | -39.23% |
| Avg. Up Day | 4.8% | 4.83% |
| Avg. Down Day | -3.33% | -4.05% |
| Avg. Up Week | 10.46% | 16.02% |
| Avg. Down Week | -5.85% | -10.3% |
| Avg. Up Month | 35.11% | 58.78% |
| Avg. Down Month | -7.09% | -14.75% |
| Win Days % | 48.72% | 49.78% |
| Win Month % | 61.54% | 31.25% |
| Win Week % | 61.11% | 44.2% |
| Win Quarter % | 63.64% | 33.33% |
| Win Year % | 66.67% | 50.0% |