| Metric | 7180149:nearusd:triple_gx:lsma205_45_35 | 7180149:NEARUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 901.9% | 69.58% |
| Max Drawdown | -33.74% | -78.56% |
| Sharpe | 1.67 | 0.69 |
| Sortino | 3.24 | 1.08 |
| Payoff Ratio | 1.5 | 1.24 |
| Profit Factor | 1.59 | 1.11 |
| Common Sense Ratio | 2.33 | 1.2 |
| CPC Index | 1.16 | 0.68 |
| Tail Ratio | 1.46 | 1.09 |
| Outlier Win Ratio | 15.32 | 3.64 |
| Outlier Loss Ratio | 3.49 | 2.87 |
| Volatility (ann.) | 64.29% | 100.46% |
| R^2 | 0.41 | 0.41 |
| Calmar | 4.15 | 0.28 |
| Skew | 3.08 | 0.79 |
| Kurtosis | 28.28 | 4.46 |
| Expected Daily % | 0.24% | 0.05% |
| Expected Monthly % | 7.47% | 1.66% |
| Expected Yearly % | 77.91% | 14.11% |
| Kelly Criterion | 14.46% | 9.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.24% | -8.46% |
| Expected Shortfall (cVaR) | -5.24% | -8.46% |
| Year | 7180149:NEARUSD | 7180149:nearusd:triple_gx:lsma205_45_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -28.71 | 7.43 | -0.26 | + |
| 2023 | 191.21 | 329.11 | 1.72 | + |
| 2024 | 34.42 | 153.61 | 4.46 | + |
| 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.) | 139.95% | 22.21% |
| 5Y (ann.) | 139.95% | 22.21% |
| Metric | 7180149:nearusd:triple_gx:lsma205_45_35 | 7180149:NEARUSD |
|---|---|---|
| Max Drawdown | -33.74% | -78.56% |
| Longest DD Days | 241.0 | 492.0 |
| Avg. Drawdown | -7.16% | -18.27% |
| Avg. Drawdown Days | 24.0 | 58.0 |
| Recovery Factor | 26.73 | 0.89 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-15 | 2024-11-11 | -33.74 | 241 |
| 2024-12-25 | 2025-07-20 | -26.96 | 207 |
| 2023-12-27 | 2024-03-06 | -22.43 | 70 |
| 2023-07-21 | 2023-11-01 | -14.93 | 103 |
| 2023-01-15 | 2023-01-20 | -12.36 | 5 |
| 2023-11-21 | 2023-12-20 | -12.22 | 29 |
| 2023-11-06 | 2023-11-12 | -12.22 | 6 |
| 2023-01-30 | 2023-03-17 | -10.31 | 46 |
| 2023-11-13 | 2023-11-16 | -9.81 | 3 |
| 2024-11-19 | 2024-11-22 | -8.95 | 3 |
| Metric | 7180149:nearusd:triple_gx:lsma205_45_35 | 7180149:NEARUSD |
|---|---|---|
| Best Day | 38.81% | 38.81% |
| Worst Day | -15.59% | -16.86% |
| Best Week | 46.59% | 53.56% |
| Worst Week | -14.64% | -30.59% |
| Best Month | 65.49% | 94.04% |
| Worst Month | -17.1% | -33.64% |
| Best Year | 329.11% | 191.21% |
| Worst Year | -14.3% | -39.23% |
| Avg. Up Day | 4.96% | 4.98% |
| Avg. Down Day | -3.32% | -4.0% |
| Avg. Up Week | 10.96% | 17.51% |
| Avg. Down Week | -4.6% | -8.98% |
| Avg. Up Month | 37.02% | 58.78% |
| Avg. Down Month | -7.67% | -16.23% |
| Win Days % | 48.73% | 49.63% |
| Win Month % | 64.0% | 31.25% |
| Win Week % | 53.42% | 43.26% |
| Win Quarter % | 75.0% | 33.33% |
| Win Year % | 75.0% | 50.0% |