| Metric | 7483977:xyousd:triple_gx:lsma90_40_25 | 7483977:XYOUSD |
|---|---|---|
| Time in Market | 43.0% | 99.0% |
| Cumulative Return | 226.42% | 42.21% |
| Max Drawdown | -32.77% | -78.53% |
| Sharpe | -0.97 | 1.43 |
| Sortino | -0.98 | 10.97 |
| Payoff Ratio | 4.2 | 1.73 |
| Profit Factor | 0.32 | 2.32 |
| Common Sense Ratio | 2.31 | 0.29 |
| CPC Index | 1.81 | 2.51 |
| Tail Ratio | 0.74 | 1.37 |
| Outlier Win Ratio | 45.73 | 4.55 |
| Outlier Loss Ratio | 2.16 | 7.99 |
| Volatility (ann.) | 167.7% | 201.72% |
| R^2 | 0.69 | 0.69 |
| Calmar | -0.09 | -0.42 |
| Skew | -18.71 | 12.01 |
| Kurtosis | 360.43 | 162.62 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | 5.61% | 22.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6304.71% | -4666.16% |
| Expected Shortfall (cVaR) | -1882.75% | -5929.87% |
| Year | 7483977:XYOUSD | 7483977:xyousd:triple_gx:lsma90_40_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 144.02 | 215.25 | 1.49 | + |
| 2025 | -41.72 | 3.54 | -0.08 | + |
| Metric | 7483977:xyousd:triple_gx:lsma90_40_25 | 7483977:XYOUSD |
|---|---|---|
| MTD | 0.0% | -16.85% |
| 3M | -5.47% | -17.23% |
| 6M | 105.43% | 23.88% |
| YTD | 3.54% | -41.72% |
| 1Y | 236.94% | 39.87% |
| 3Y (ann.) | -100.0% | -100.0% |
| 5Y (ann.) | -100.0% | -100.0% |
| Metric | 7483977:xyousd:triple_gx:lsma90_40_25 | 7483977:XYOUSD |
|---|---|---|
| Max Drawdown | -32.77% | -78.53% |
| Longest DD Days | 149.0 | 182.0 |
| Avg. Drawdown | -21.41% | -35.88% |
| Avg. Drawdown Days | 45.0 | 75.0 |
| Recovery Factor | -0.09 | -0.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-23 | 2024-11-19 | -32.77 | 149 |
| 2025-01-31 | 2025-04-12 | -31.89 | 71 |
| 2024-12-04 | 2024-12-09 | -24.30 | 5 |
| 2024-11-20 | 2024-12-03 | -23.14 | 13 |
| 2025-04-13 | 2025-05-31 | -20.16 | 48 |
| 2024-05-28 | 2024-06-22 | -19.51 | 25 |
| 2024-12-10 | 2025-01-28 | -18.99 | 49 |
| 2024-05-24 | 2024-05-27 | -0.55 | 3 |
| Metric | 7483977:xyousd:triple_gx:lsma90_40_25 | 7483977:XYOUSD |
|---|---|---|
| Best Day | 5602.44% | 45057.68% |
| Worst Day | -71582.75% | -3095.59% |
| Best Week | 4083.88% | 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 | 490.25% | 345.77% |
| Avg. Down Day | -292.44% | -244.06% |
| Avg. Up Week | 1762.12% | 537.71% |
| Avg. Down Week | -1074.86% | -257.34% |
| Avg. Up Month | 4083.88% | 71.65% |
| Avg. Down Month | -100.0% | -79.86% |
| Win Days % | 24.84% | 28.27% |
| Win Month % | 25.0% | 30.77% |
| Win Week % | 26.67% | 28.57% |
| Win Quarter % | 0.0% | 0.0% |
| Win Year % | 0.0% | 0.0% |