| Metric | 7180001:nearusd:triple_gx:lsma235_40_35 | 7180001:NEARUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 22.97% | -62.86% |
| Max Drawdown | -42.93% | -77.09% |
| Sharpe | 0.6 | -0.38 |
| Sortino | 0.93 | -0.54 |
| Payoff Ratio | 1.21 | 0.92 |
| Profit Factor | 1.16 | 0.95 |
| Common Sense Ratio | 1.26 | 0.86 |
| CPC Index | 0.62 | 0.44 |
| Tail Ratio | 1.09 | 0.91 |
| Outlier Win Ratio | 14.71 | 2.76 |
| Outlier Loss Ratio | 3.75 | 2.41 |
| Volatility (ann.) | 48.26% | 97.12% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.45 | -0.74 |
| Skew | 0.91 | 0.15 |
| Kurtosis | 10.18 | 0.98 |
| Expected Daily % | 0.05% | -0.23% |
| Expected Monthly % | 1.39% | -6.39% |
| Expected Yearly % | 10.89% | -39.06% |
| Kelly Criterion | -1.22% | -4.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.08% | -8.46% |
| Expected Shortfall (cVaR) | -4.08% | -8.46% |
| Year | 7180001:NEARUSD | 7180001:nearusd:triple_gx:lsma235_40_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -38.88 | 36.09 | -0.93 | + |
| 2025 | -39.23 | -9.64 | 0.25 | + |
| Metric | 7180001:nearusd:triple_gx:lsma235_40_35 | 7180001:NEARUSD |
|---|---|---|
| MTD | 9.69% | 38.65% |
| 3M | -0.15% | 44.92% |
| 6M | -9.64% | -48.26% |
| YTD | -9.64% | -39.23% |
| 1Y | 21.47% | -53.74% |
| 3Y (ann.) | 19.19% | -56.86% |
| 5Y (ann.) | 19.19% | -56.86% |
| Metric | 7180001:nearusd:triple_gx:lsma235_40_35 | 7180001:NEARUSD |
|---|---|---|
| Max Drawdown | -42.93% | -77.09% |
| Longest DD Days | 237.0 | 425.0 |
| Avg. Drawdown | -11.26% | -40.17% |
| Avg. Drawdown Days | 37.0 | 214.0 |
| Recovery Factor | 0.54 | -0.82 |
| Ulcer Index | inf | 1.18 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-07-20 | -42.93 | 237 |
| 2024-09-28 | 2024-11-06 | -16.95 | 39 |
| 2024-06-21 | 2024-07-14 | -12.10 | 23 |
| 2024-07-27 | 2024-08-13 | -9.68 | 17 |
| 2024-11-19 | 2024-11-22 | -8.95 | 3 |
| 2024-08-14 | 2024-09-21 | -7.83 | 38 |
| 2024-11-12 | 2024-11-16 | -7.04 | 4 |
| 2024-11-17 | 2024-11-18 | -4.21 | 1 |
| 2024-07-19 | 2024-07-26 | -2.86 | 7 |
| 2024-11-07 | 2024-11-08 | -0.07 | 1 |
| Metric | 7180001:nearusd:triple_gx:lsma235_40_35 | 7180001: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 | 65.53% | 73.26% |
| Worst Month | -23.25% | -33.64% |
| Best Year | 36.09% | -38.88% |
| Worst Year | -9.64% | -39.23% |
| Avg. Up Day | 3.74% | 3.78% |
| Avg. Down Day | -3.11% | -4.11% |
| Avg. Up Week | 6.68% | 13.27% |
| Avg. Down Week | -5.53% | -9.87% |
| Avg. Up Month | 27.37% | 47.72% |
| Avg. Down Month | -9.91% | -18.87% |
| Win Days % | 44.67% | 49.88% |
| Win Month % | 53.85% | 20.0% |
| Win Week % | 46.15% | 40.62% |
| Win Quarter % | 50.0% | 16.67% |
| Win Year % | 50.0% | 0.0% |