| Metric | 7483956:xyousd:triple_gx:lsma65_40_25 | 7483956:XYOUSD |
|---|---|---|
| Time in Market | 43.0% | 98.0% |
| Cumulative Return | 693.48% | -59.26% |
| Max Drawdown | -45.26% | -83.48% |
| Sharpe | -0.74 | 0.19 |
| Sortino | -0.81 | 0.91 |
| Payoff Ratio | 0.3 | 0.29 |
| Profit Factor | 0.48 | 1.11 |
| Common Sense Ratio | 733102731.61 | 0.42 |
| CPC Index | 0.78 | 0.02 |
| Tail Ratio | 0.55 | 0.87 |
| Outlier Win Ratio | 18.47 | 3.02 |
| Outlier Loss Ratio | 3.84 | 8.25 |
| Volatility (ann.) | 129.08% | 153.0% |
| R^2 | 0.71 | 0.71 |
| Calmar | -0.53 | -0.53 |
| Skew | -22.2 | 17.36 |
| Kurtosis | 776.1 | 351.54 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | -17186173767.76% | -600.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3868.66% | -3120.03% |
| Expected Shortfall (cVaR) | -33122736166907.98% | -35216.4% |
| Year | 7483956:XYOUSD | 7483956:xyousd:triple_gx:lsma65_40_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -78.76 | -20.96 | 0.27 | + |
| 2023 | 109.84 | 124.35 | 1.13 | + |
| 2024 | 196.25 | 577.17 | 2.94 | + |
| 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 | -45.26% | -83.48% |
| Longest DD Days | 329.0 | 672.0 |
| Avg. Drawdown | -26.25% | -65.04% |
| Avg. Drawdown Days | 85.0 | 322.0 |
| Recovery Factor | -0.53 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-05 | 2022-07-27 | -45.26 | 83 |
| 2023-01-05 | 2023-11-30 | -44.97 | 329 |
| 2025-04-13 | 2025-11-16 | -44.36 | 217 |
| 2024-12-10 | 2025-04-12 | -41.60 | 123 |
| 2022-07-29 | 2023-01-03 | -40.47 | 158 |
| 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 |
| 2024-04-23 | 2024-06-22 | -21.46 | 60 |
| 2024-03-04 | 2024-03-07 | -18.90 | 3 |
| Metric | 7483956:xyousd:triple_gx:lsma65_40_25 | 7483956:XYOUSD |
|---|---|---|
| Best Day | 31154.11% | 45057.68% |
| Worst Day | -71582.75% | -5103.26% |
| Best Week | 2596.87% | 2516.99% |
| Worst Week | -15132.12% | -15132.12% |
| Best Month | 4083.88% | 812.42% |
| Worst Month | -100.0% | -861.37% |
| Best Year | -100.0% | -100.0% |
| Worst Year | -100.0% | -100.0% |
| Avg. Up Day | 681.54% | 655.82% |
| Avg. Down Day | -289.3% | -248.11% |
| Avg. Up Week | 720.52% | 299.36% |
| Avg. Down Week | -763.44% | -472.7% |
| Avg. Up Month | 4083.88% | 71.65% |
| Avg. Down Month | -100.0% | -158.09% |
| Win Days % | 22.66% | 24.59% |
| Win Month % | 13.16% | 11.63% |
| Win Week % | 20.75% | 23.24% |
| Win Quarter % | 0.0% | 6.67% |
| Win Year % | 0.0% | 0.0% |