| Metric | 7180149:nearusd:triple_gx:lsma205_45_35 | 7180149:NEARUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 52.7% | -62.86% |
| Max Drawdown | -26.96% | -77.09% |
| Sharpe | 0.96 | -0.38 |
| Sortino | 1.55 | -0.54 |
| Payoff Ratio | 1.14 | 0.98 |
| Profit Factor | 1.25 | 0.95 |
| Common Sense Ratio | 1.42 | 0.86 |
| CPC Index | 0.7 | 0.46 |
| Tail Ratio | 1.14 | 0.91 |
| Outlier Win Ratio | 13.21 | 2.85 |
| Outlier Loss Ratio | 3.27 | 2.27 |
| Volatility (ann.) | 50.7% | 97.12% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.6 | -0.74 |
| Skew | 1.13 | 0.15 |
| Kurtosis | 8.66 | 0.98 |
| Expected Daily % | 0.1% | -0.23% |
| Expected Monthly % | 2.86% | -6.39% |
| Expected Yearly % | 23.57% | -39.06% |
| Kelly Criterion | 3.96% | -1.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.23% | -8.46% |
| Expected Shortfall (cVaR) | -4.23% | -8.46% |
| Year | 7180149:NEARUSD | 7180149:nearusd:triple_gx:lsma205_45_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -38.88 | 78.19 | -2.01 | + |
| 2025 | -39.23 | -14.30 | 0.36 | + |
| Metric | 7180149:nearusd:triple_gx:lsma205_45_35 | 7180149:NEARUSD |
|---|---|---|
| MTD | 7.66% | 38.65% |
| 3M | -4.51% | 44.92% |
| 6M | -14.3% | -48.26% |
| YTD | -14.3% | -39.23% |
| 1Y | 58.03% | -53.74% |
| 3Y (ann.) | 43.24% | -56.86% |
| 5Y (ann.) | 43.24% | -56.86% |
| Metric | 7180149:nearusd:triple_gx:lsma205_45_35 | 7180149:NEARUSD |
|---|---|---|
| Max Drawdown | -26.96% | -77.09% |
| Longest DD Days | 207.0 | 425.0 |
| Avg. Drawdown | -8.56% | -40.17% |
| Avg. Drawdown Days | 25.0 | 214.0 |
| Recovery Factor | 1.95 | -0.82 |
| Ulcer Index | inf | 1.18 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-25 | 2025-07-20 | -26.96 | 207 |
| 2024-07-03 | 2024-08-13 | -19.84 | 41 |
| 2024-08-14 | 2024-09-19 | -10.56 | 36 |
| 2024-11-19 | 2024-11-22 | -8.95 | 3 |
| 2024-10-08 | 2024-11-09 | -8.95 | 32 |
| 2024-06-26 | 2024-07-02 | -8.83 | 6 |
| 2024-09-22 | 2024-10-07 | -7.64 | 15 |
| 2024-11-12 | 2024-11-16 | -7.04 | 4 |
| 2024-12-20 | 2024-12-23 | -6.32 | 3 |
| 2024-11-25 | 2024-11-28 | -6.12 | 3 |
| Metric | 7180149:nearusd:triple_gx:lsma205_45_35 | 7180149:NEARUSD |
|---|---|---|
| Best Day | 17.87% | 19.78% |
| Worst Day | -10.14% | -16.86% |
| Best Week | 28.3% | 28.3% |
| Worst Week | -14.64% | -30.59% |
| Best Month | 65.49% | 73.26% |
| Worst Month | -17.1% | -33.64% |
| Best Year | 78.19% | -38.88% |
| Worst Year | -14.3% | -39.23% |
| Avg. Up Day | 3.71% | 3.74% |
| Avg. Down Day | -3.24% | -3.82% |
| Avg. Up Week | 5.88% | 14.47% |
| Avg. Down Week | -5.04% | -11.29% |
| Avg. Up Month | 28.5% | 47.72% |
| Avg. Down Month | -9.08% | -17.68% |
| Win Days % | 48.75% | 49.88% |
| Win Month % | 53.85% | 20.0% |
| Win Week % | 52.63% | 40.62% |
| Win Quarter % | 66.67% | 16.67% |
| Win Year % | 50.0% | 0.0% |