| Metric | 7483960:xyousd:triple_gx:lsma70_40_25 | 7483960:XYOUSD |
|---|---|---|
| Time in Market | 40.0% | 98.0% |
| Cumulative Return | 1,341.19% | -4.08% |
| Max Drawdown | -47.2% | -78.53% |
| Sharpe | -0.89 | 0.09 |
| Sortino | -0.9 | 0.43 |
| Payoff Ratio | 0.6 | 0.56 |
| Profit Factor | 0.37 | 1.05 |
| Common Sense Ratio | 0.31 | 0.71 |
| CPC Index | 0.0 | 0.01 |
| Tail Ratio | 0.62 | 0.82 |
| Outlier Win Ratio | 24.86 | 3.52 |
| Outlier Loss Ratio | 2.93 | 7.29 |
| Volatility (ann.) | 135.59% | 161.36% |
| R^2 | 0.71 | 0.71 |
| Calmar | -0.47 | -0.47 |
| Skew | -26.35 | 19.04 |
| Kurtosis | 771.4 | 427.79 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | -2964.44% | -1268.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4018.39% | -2963.79% |
| Expected Shortfall (cVaR) | -14106.66% | -27292.48% |
| Year | 7483960:XYOUSD | 7483960:xyousd:triple_gx:lsma70_40_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -73.52 | -6.57 | 0.09 | + |
| 2023 | 109.84 | 77.29 | 0.70 | - |
| 2024 | 196.25 | 587.64 | 2.99 | + |
| 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 | -47.2% | -78.53% |
| Longest DD Days | 411.0 | 662.0 |
| Avg. Drawdown | -23.86% | -53.85% |
| Avg. Drawdown Days | 85.0 | 222.0 |
| Recovery Factor | -0.47 | -0.47 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-05 | 2024-02-20 | -47.20 | 411 |
| 2022-07-29 | 2023-01-04 | -40.47 | 159 |
| 2024-03-08 | 2024-11-19 | -33.06 | 256 |
| 2022-05-11 | 2022-07-27 | -31.77 | 77 |
| 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 |
| 2024-03-04 | 2024-03-07 | -18.90 | 3 |
| Metric | 7483960:xyousd:triple_gx:lsma70_40_25 | 7483960:XYOUSD |
|---|---|---|
| Best Day | 5602.44% | 45057.68% |
| Worst Day | -71582.75% | -4104.33% |
| Best Week | 2596.87% | 2516.99% |
| Worst Week | -11759.81% | -4456.12% |
| 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 | 384.06% | 315.42% |
| Avg. Down Day | -271.39% | -254.22% |
| Avg. Up Week | 936.58% | 478.32% |
| Avg. Down Week | -597.63% | -256.25% |
| Avg. Up Month | 3355.58% | 212.7% |
| Avg. Down Month | -100.0% | -152.59% |
| Win Days % | 23.82% | 25.14% |
| Win Month % | 15.15% | 13.51% |
| Win Week % | 23.81% | 21.88% |
| Win Quarter % | 0.0% | 0.0% |
| Win Year % | 0.0% | 0.0% |