| Metric | 7180001:nearusd:triple_gx:lsma235_40_35 | 7180001:NEARUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 826.93% | 133.76% |
| Max Drawdown | -42.93% | -78.56% |
| Sharpe | 1.66 | 0.82 |
| Sortino | 3.21 | 1.3 |
| Payoff Ratio | 1.48 | 1.21 |
| Profit Factor | 1.6 | 1.13 |
| Common Sense Ratio | 2.19 | 1.24 |
| CPC Index | 1.14 | 0.68 |
| Tail Ratio | 1.37 | 1.1 |
| Outlier Win Ratio | 15.2 | 3.56 |
| Outlier Loss Ratio | 3.58 | 2.82 |
| Volatility (ann.) | 64.31% | 101.08% |
| R^2 | 0.41 | 0.41 |
| Calmar | 3.25 | 0.5 |
| Skew | 3.1 | 0.8 |
| Kurtosis | 29.02 | 4.42 |
| Expected Daily % | 0.24% | 0.09% |
| Expected Monthly % | 7.45% | 2.78% |
| Expected Yearly % | 110.06% | 32.72% |
| Kelly Criterion | 12.98% | 8.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.24% | -8.47% |
| Expected Shortfall (cVaR) | -5.24% | -8.47% |
| Year | 7180001:NEARUSD | 7180001:nearusd:triple_gx:lsma235_40_35 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 186.19 | 427.37 | 2.30 | + |
| 2024 | 34.42 | 94.51 | 2.75 | + |
| 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.) | 139.4% | 39.5% |
| 5Y (ann.) | 139.4% | 39.5% |
| Metric | 7180001:nearusd:triple_gx:lsma235_40_35 | 7180001:NEARUSD |
|---|---|---|
| Max Drawdown | -42.93% | -78.56% |
| Longest DD Days | 241.0 | 492.0 |
| Avg. Drawdown | -7.2% | -14.56% |
| Avg. Drawdown Days | 23.0 | 50.0 |
| Recovery Factor | 19.26 | 1.7 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-07-20 | -42.93 | 237 |
| 2024-03-15 | 2024-11-11 | -34.48 | 241 |
| 2023-12-27 | 2024-03-06 | -22.09 | 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 | 7180001:nearusd:triple_gx:lsma235_40_35 | 7180001: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 | 65.53% | 94.04% |
| Worst Month | -23.25% | -33.64% |
| Best Year | 427.37% | 186.19% |
| Worst Year | -9.64% | -39.23% |
| Avg. Up Day | 4.93% | 4.95% |
| Avg. Down Day | -3.33% | -4.08% |
| Avg. Up Week | 10.19% | 15.52% |
| Avg. Down Week | -5.53% | -8.92% |
| Avg. Up Month | 36.26% | 58.38% |
| Avg. Down Month | -7.24% | -15.74% |
| Win Days % | 48.05% | 49.95% |
| Win Month % | 60.0% | 32.26% |
| Win Week % | 60.0% | 44.85% |
| Win Quarter % | 72.73% | 36.36% |
| Win Year % | 66.67% | 66.67% |