| Metric | 7483965:xyousd:triple_gx:lsma75_40_25 | 7483965:XYOUSD |
|---|---|---|
| Time in Market | 43.0% | 99.0% |
| Cumulative Return | 291.31% | 42.21% |
| Max Drawdown | -32.77% | -78.53% |
| Sharpe | -1.06 | 1.43 |
| Sortino | -1.06 | 10.97 |
| Payoff Ratio | 4.03 | 1.4 |
| Profit Factor | 0.27 | 2.32 |
| Common Sense Ratio | 2.13 | 0.29 |
| CPC Index | 1.91 | 2.9 |
| Tail Ratio | 0.59 | 1.37 |
| Outlier Win Ratio | 51.09 | 4.39 |
| Outlier Loss Ratio | 2.17 | 7.99 |
| Volatility (ann.) | 169.99% | 201.72% |
| R^2 | 0.71 | 0.71 |
| Calmar | -1.0 | -0.42 |
| Skew | -18.82 | 12.01 |
| Kurtosis | 363.14 | 162.62 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | 6.15% | 22.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6308.23% | -4666.16% |
| Expected Shortfall (cVaR) | -1766.25% | -5929.87% |
| Year | 7483965:XYOUSD | 7483965:xyousd:triple_gx:lsma75_40_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 144.02 | 214.84 | 1.49 | + |
| 2025 | -41.72 | 24.29 | -0.58 | + |
| Metric | 7483965:xyousd:triple_gx:lsma75_40_25 | 7483965:XYOUSD |
|---|---|---|
| MTD | 0.0% | -16.85% |
| 3M | 7.8% | -17.23% |
| 6M | 146.58% | 23.88% |
| YTD | 24.29% | -41.72% |
| 1Y | 314.37% | 39.87% |
| 3Y (ann.) | -100.0% | -100.0% |
| 5Y (ann.) | -100.0% | -100.0% |
| Metric | 7483965:xyousd:triple_gx:lsma75_40_25 | 7483965:XYOUSD |
|---|---|---|
| Max Drawdown | -32.77% | -78.53% |
| Longest DD Days | 149.0 | 182.0 |
| Avg. Drawdown | -23.91% | -35.88% |
| Avg. Drawdown Days | 52.0 | 75.0 |
| Recovery Factor | -1.0 | -0.42 |
| Ulcer Index | 1.25 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-23 | 2024-11-19 | -32.77 | 149 |
| 2024-12-10 | 2025-01-28 | -26.51 | 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 |
| 2024-05-21 | 2024-06-22 | -17.98 | 32 |
| Metric | 7483965:xyousd:triple_gx:lsma75_40_25 | 7483965: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 | 458.67% | 281.16% |
| Avg. Down Day | -295.03% | -244.46% |
| Avg. Up Week | 1374.13% | 610.36% |
| Avg. Down Week | -1020.56% | -245.8% |
| Avg. Up Month | 4083.88% | 71.65% |
| Avg. Down Month | -100.0% | -88.07% |
| Win Days % | 24.54% | 28.27% |
| Win Month % | 16.67% | 30.77% |
| Win Week % | 25.81% | 28.57% |
| Win Quarter % | 0.0% | 0.0% |
| Win Year % | 0.0% | 0.0% |