| Metric | 7483960:xyousd:triple_gx:lsma70_40_25 | 7483960:XYOUSD |
|---|---|---|
| Time in Market | 44.0% | 99.0% |
| Cumulative Return | 296.95% | 42.21% |
| Max Drawdown | -32.77% | -78.53% |
| Sharpe | -1.02 | 1.43 |
| Sortino | -1.03 | 10.97 |
| Payoff Ratio | 4.77 | 1.69 |
| Profit Factor | 0.29 | 2.32 |
| Common Sense Ratio | 2.89 | 0.29 |
| CPC Index | 1.98 | 1.67 |
| Tail Ratio | 0.8 | 1.37 |
| Outlier Win Ratio | 46.31 | 4.28 |
| Outlier Loss Ratio | 2.22 | 7.99 |
| Volatility (ann.) | 170.07% | 201.72% |
| R^2 | 0.71 | 0.71 |
| Calmar | -0.54 | -0.42 |
| Skew | -18.82 | 12.01 |
| Kurtosis | 363.19 | 162.62 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | 4.36% | 20.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6301.63% | -4666.16% |
| Expected Shortfall (cVaR) | -1835.81% | -5929.87% |
| Year | 7483960:XYOUSD | 7483960:xyousd:triple_gx:lsma70_40_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 144.02 | 213.72 | 1.48 | + |
| 2025 | -41.72 | 26.53 | -0.64 | + |
| Metric | 7483960:xyousd:triple_gx:lsma70_40_25 | 7483960:XYOUSD |
|---|---|---|
| MTD | 0.0% | -16.85% |
| 3M | 7.8% | -17.23% |
| 6M | 151.03% | 23.88% |
| YTD | 26.53% | -41.72% |
| 1Y | 304.12% | 39.87% |
| 3Y (ann.) | -100.0% | -100.0% |
| 5Y (ann.) | -100.0% | -100.0% |
| Metric | 7483960:xyousd:triple_gx:lsma70_40_25 | 7483960:XYOUSD |
|---|---|---|
| Max Drawdown | -32.77% | -78.53% |
| Longest DD Days | 149.0 | 182.0 |
| Avg. Drawdown | -23.55% | -35.88% |
| Avg. Drawdown Days | 51.0 | 75.0 |
| Recovery Factor | -0.54 | -0.42 |
| Ulcer Index | 1.23 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-23 | 2024-11-19 | -32.77 | 149 |
| 2024-12-10 | 2025-01-28 | -25.18 | 49 |
| 2024-12-04 | 2024-12-09 | -24.30 | 5 |
| 2024-11-20 | 2024-12-03 | -23.14 | 13 |
| 2025-01-31 | 2025-04-11 | -22.55 | 70 |
| 2025-04-13 | 2025-05-31 | -20.16 | 48 |
| 2024-05-28 | 2024-06-21 | -16.73 | 24 |
| Metric | 7483960:xyousd:triple_gx:lsma70_40_25 | 7483960:XYOUSD |
|---|---|---|
| Best Day | 5602.44% | 45057.68% |
| Worst Day | -71582.75% | -3095.59% |
| Best Week | 2504.17% | 2190.04% |
| Worst Week | -11759.81% | -4456.12% |
| Best Month | 4083.88% | 812.42% |
| Worst Month | -100.0% | -138.12% |
| Best Year | -100.0% | -100.0% |
| Worst Year | -100.0% | -100.0% |
| Avg. Up Day | 507.64% | 345.85% |
| Avg. Down Day | -287.31% | -237.86% |
| Avg. Up Week | 1192.36% | 537.71% |
| Avg. Down Week | -1062.96% | -257.34% |
| Avg. Up Month | 4083.88% | 71.65% |
| Avg. Down Month | -100.0% | -75.13% |
| Win Days % | 24.7% | 28.27% |
| Win Month % | 16.67% | 30.77% |
| Win Week % | 29.03% | 28.57% |
| Win Quarter % | 0.0% | 0.0% |
| Win Year % | 0.0% | 0.0% |