| Metric | 7483973:xyousd:triple_gx:lsma80_40_25 | 7483973:XYOUSD |
|---|---|---|
| Time in Market | 44.0% | 99.0% |
| Cumulative Return | 166.37% | -24.71% |
| Max Drawdown | -46.69% | -83.48% |
| Sharpe | -0.46 | 1.19 |
| Sortino | -0.5 | 7.95 |
| Payoff Ratio | 0.24 | 0.24 |
| Profit Factor | 0.63 | 1.98 |
| Common Sense Ratio | 0.13 | 0.09 |
| CPC Index | 0.9 | 1.85 |
| Tail Ratio | 0.7 | 1.22 |
| Outlier Win Ratio | 22.71 | 3.47 |
| Outlier Loss Ratio | 2.7 | 7.01 |
| Volatility (ann.) | 144.21% | 173.18% |
| R^2 | 0.69 | 0.69 |
| Calmar | -0.47 | -0.42 |
| Skew | -15.95 | 12.04 |
| Kurtosis | 382.44 | 162.95 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | 22.65% | 25.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5628.67% | -4477.07% |
| Expected Shortfall (cVaR) | -38239.94% | -37438.1% |
| Year | 7483973:XYOUSD | 7483973:xyousd:triple_gx:lsma80_40_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 144.02 | 223.63 | 1.55 | + |
| 2025 | -69.15 | -17.70 | 0.26 | + |
| Metric | 7483973:xyousd:triple_gx:lsma80_40_25 | 7483973:XYOUSD |
|---|---|---|
| MTD | 0.0% | -17.26% |
| 3M | -13.45% | -44.23% |
| 6M | -35.88% | -52.36% |
| YTD | -17.7% | -69.15% |
| 1Y | 157.79% | 3.54% |
| 3Y (ann.) | -100.0% | -100.0% |
| 5Y (ann.) | -100.0% | -100.0% |
| Metric | 7483973:xyousd:triple_gx:lsma80_40_25 | 7483973:XYOUSD |
|---|---|---|
| Max Drawdown | -46.69% | -83.48% |
| Longest DD Days | 217.0 | 341.0 |
| Avg. Drawdown | -24.15% | -36.87% |
| Avg. Drawdown Days | 67.0 | 108.0 |
| Recovery Factor | -0.47 | -0.42 |
| Ulcer Index | 1.18 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-13 | 2025-11-16 | -46.69 | 217 |
| 2024-06-23 | 2024-11-19 | -32.77 | 149 |
| 2024-12-04 | 2024-12-09 | -24.30 | 5 |
| 2024-12-10 | 2025-01-28 | -24.09 | 49 |
| 2024-11-20 | 2024-12-03 | -23.14 | 13 |
| 2025-01-31 | 2025-04-11 | -22.55 | 70 |
| 2024-05-28 | 2024-06-21 | -15.74 | 24 |
| 2024-05-21 | 2024-05-27 | -3.91 | 6 |
| Metric | 7483973:xyousd:triple_gx:lsma80_40_25 | 7483973:XYOUSD |
|---|---|---|
| Best Day | 31154.11% | 45057.68% |
| Worst Day | -71582.75% | -5103.26% |
| Best Week | 2504.17% | 2190.04% |
| Worst Week | -11759.81% | -4456.12% |
| Best Month | 4083.88% | 812.42% |
| Worst Month | -100.0% | -659.2% |
| Best Year | -100.0% | -100.0% |
| Worst Year | -100.0% | -100.0% |
| Avg. Up Day | 1194.71% | 1053.89% |
| Avg. Down Day | -257.89% | -230.24% |
| Avg. Up Week | 1124.34% | 545.25% |
| Avg. Down Week | -834.61% | -240.44% |
| Avg. Up Month | 4083.88% | 71.65% |
| Avg. Down Month | -100.0% | -129.35% |
| Win Days % | 23.14% | 25.92% |
| Win Month % | 23.53% | 21.05% |
| Win Week % | 25.53% | 30.0% |
| Win Quarter % | 0.0% | 14.29% |
| Win Year % | 0.0% | 0.0% |