| Metric | 7483965:xyousd:triple_gx:lsma75_40_25 | 7483965:XYOUSD |
|---|---|---|
| Time in Market | 38.0% | 98.0% |
| Cumulative Return | 1,180.52% | 8.44% |
| Max Drawdown | -50.12% | -78.53% |
| Sharpe | -0.92 | 0.11 |
| Sortino | -0.93 | 0.5 |
| Payoff Ratio | 0.55 | 0.51 |
| Profit Factor | 0.35 | 1.06 |
| Common Sense Ratio | 0.22 | 0.69 |
| CPC Index | 0.0 | 0.01 |
| Tail Ratio | 0.45 | 0.83 |
| Outlier Win Ratio | 27.88 | 3.53 |
| Outlier Loss Ratio | 2.88 | 7.33 |
| Volatility (ann.) | 131.78% | 160.55% |
| R^2 | 0.67 | 0.67 |
| Calmar | -0.39 | -0.39 |
| Skew | -27.1 | 19.0 |
| Kurtosis | 811.28 | 425.99 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | -2932.33% | -1225.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3968.73% | -2968.89% |
| Expected Shortfall (cVaR) | -14142.57% | -27358.15% |
| Year | 7483965:XYOUSD | 7483965:xyousd:triple_gx:lsma75_40_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -70.07 | 15.80 | -0.23 | + |
| 2023 | 109.84 | 22.19 | 0.20 | - |
| 2024 | 196.25 | 628.13 | 3.20 | + |
| 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 | -50.12% | -78.53% |
| Longest DD Days | 571.0 | 583.0 |
| Avg. Drawdown | -19.38% | -44.85% |
| Avg. Drawdown Days | 78.0 | 158.0 |
| Recovery Factor | -0.39 | -0.39 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-29 | 2024-02-20 | -50.12 | 571 |
| 2024-03-08 | 2024-11-19 | -34.06 | 256 |
| 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 |
| 2024-03-04 | 2024-03-07 | -18.90 | 3 |
| 2024-02-22 | 2024-02-24 | -14.37 | 2 |
| 2022-05-18 | 2022-07-18 | -12.21 | 61 |
| Metric | 7483965:xyousd:triple_gx:lsma75_40_25 | 7483965: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 | 372.38% | 287.74% |
| Avg. Down Day | -347.94% | -259.49% |
| Avg. Up Week | 1029.33% | 520.16% |
| Avg. Down Week | -576.07% | -252.95% |
| Avg. Up Month | 4083.88% | 71.65% |
| Avg. Down Month | -100.0% | -153.51% |
| Win Days % | 23.82% | 25.26% |
| Win Month % | 12.5% | 13.51% |
| Win Week % | 21.95% | 22.01% |
| Win Quarter % | 0.0% | 0.0% |
| Win Year % | 0.0% | 0.0% |