| Metric | 7483956:xyousd:triple_gx:lsma65_40_25 | 7483956:XYOUSD |
|---|---|---|
| Time in Market | 47.0% | 99.0% |
| Cumulative Return | 89.26% | -24.71% |
| Max Drawdown | -44.36% | -83.48% |
| Sharpe | -0.6 | 1.19 |
| Sortino | -0.66 | 7.95 |
| Payoff Ratio | 0.24 | 0.23 |
| Profit Factor | 0.54 | 1.98 |
| Common Sense Ratio | 0.12 | 0.09 |
| CPC Index | 0.86 | 1.83 |
| Tail Ratio | 0.71 | 1.22 |
| Outlier Win Ratio | 22.71 | 3.29 |
| Outlier Loss Ratio | 3.08 | 7.88 |
| Volatility (ann.) | 145.16% | 173.18% |
| R^2 | 0.7 | 0.7 |
| Calmar | -0.54 | -0.42 |
| Skew | -16.06 | 12.04 |
| Kurtosis | 385.91 | 162.95 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | 22.94% | 25.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5639.28% | -4477.07% |
| Expected Shortfall (cVaR) | -38242.67% | -37438.1% |
| Year | 7483956:XYOUSD | 7483956:xyousd:triple_gx:lsma65_40_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 144.02 | 186.41 | 1.29 | + |
| 2025 | -69.15 | -33.92 | 0.49 | + |
| Metric | 7483956:xyousd:triple_gx:lsma65_40_25 | 7483956:XYOUSD |
|---|---|---|
| MTD | 0.0% | -17.26% |
| 3M | -9.16% | -44.23% |
| 6M | -33.09% | -52.36% |
| YTD | -33.92% | -69.15% |
| 1Y | 106.97% | 3.54% |
| 3Y (ann.) | -100.0% | -100.0% |
| 5Y (ann.) | -100.0% | -100.0% |
| Metric | 7483956:xyousd:triple_gx:lsma65_40_25 | 7483956:XYOUSD |
|---|---|---|
| Max Drawdown | -44.36% | -83.48% |
| Longest DD Days | 217.0 | 341.0 |
| Avg. Drawdown | -30.57% | -36.87% |
| Avg. Drawdown Days | 88.0 | 108.0 |
| Recovery Factor | -0.54 | -0.42 |
| Ulcer Index | 1.48 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-13 | 2025-11-16 | -44.36 | 217 |
| 2024-12-10 | 2025-04-12 | -41.60 | 123 |
| 2024-06-23 | 2024-11-19 | -32.99 | 149 |
| 2024-12-04 | 2024-12-09 | -24.30 | 5 |
| 2024-11-20 | 2024-12-03 | -23.14 | 13 |
| 2024-05-28 | 2024-06-21 | -17.06 | 24 |
| Metric | 7483956:xyousd:triple_gx:lsma65_40_25 | 7483956:XYOUSD |
|---|---|---|
| Best Day | 31154.11% | 45057.68% |
| Worst Day | -71582.75% | -5103.26% |
| Best Week | 2504.17% | 2190.04% |
| Worst Week | -11759.81% | -4456.12% |
| Best Month | 4083.88% | 812.42% |
| Worst Month | -100.0% | -659.2% |
| Best Year | -100.0% | -100.0% |
| Worst Year | -100.0% | -100.0% |
| Avg. Up Day | 1082.56% | 1029.04% |
| Avg. Down Day | -276.55% | -235.77% |
| Avg. Up Week | 863.3% | 284.22% |
| Avg. Down Week | -801.67% | -263.29% |
| Avg. Up Month | 4083.88% | 71.65% |
| Avg. Down Month | -100.0% | -121.84% |
| Win Days % | 22.18% | 25.92% |
| Win Month % | 17.65% | 21.05% |
| Win Week % | 22.0% | 30.0% |
| Win Quarter % | 0.0% | 14.29% |
| Win Year % | 0.0% | 0.0% |