| Metric | 7483977:xyousd:triple_gx:lsma90_40_25 | 7483977:XYOUSD |
|---|---|---|
| Time in Market | 37.0% | 98.0% |
| Cumulative Return | 1,096.38% | 11.39% |
| Max Drawdown | -51.0% | -78.53% |
| Sharpe | -0.91 | 0.17 |
| Sortino | -0.93 | 0.84 |
| Payoff Ratio | 0.58 | 0.55 |
| Profit Factor | 0.34 | 1.1 |
| Common Sense Ratio | 0.21 | 0.66 |
| CPC Index | 0.0 | 0.01 |
| Tail Ratio | 0.46 | 0.84 |
| Outlier Win Ratio | 28.22 | 3.39 |
| Outlier Loss Ratio | 2.75 | 7.14 |
| Volatility (ann.) | 130.9% | 161.29% |
| R^2 | 0.66 | 0.66 |
| Calmar | -0.03 | -0.66 |
| Skew | -27.25 | 19.01 |
| Kurtosis | 814.67 | 424.04 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | -3162.62% | -1342.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3978.34% | -2976.31% |
| Expected Shortfall (cVaR) | -14252.84% | -27558.18% |
| Year | 7483977:XYOUSD | 7483977:xyousd:triple_gx:lsma90_40_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -69.25 | 26.52 | -0.38 | + |
| 2023 | 109.84 | 19.84 | 0.18 | - |
| 2024 | 196.25 | 662.03 | 3.37 | + |
| 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 | -51.0% | -78.53% |
| Longest DD Days | 572.0 | 583.0 |
| Avg. Drawdown | -18.3% | -51.17% |
| Avg. Drawdown Days | 66.0 | 182.0 |
| Recovery Factor | -0.03 | -0.66 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-29 | 2024-02-21 | -51.00 | 572 |
| 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 |
| 2024-03-04 | 2024-03-07 | -18.90 | 3 |
| 2024-03-08 | 2024-05-27 | -14.90 | 80 |
| 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 | -1084.53% | -861.37% |
| Best Year | -100.0% | -100.0% |
| Worst Year | -100.0% | -100.0% |
| Avg. Up Day | 382.49% | 318.66% |
| Avg. Down Day | -353.78% | -238.07% |
| Avg. Up Week | 1401.76% | 449.44% |
| Avg. Down Week | -621.89% | -244.99% |
| Avg. Up Month | 4083.88% | 71.65% |
| Avg. Down Month | -141.02% | -161.59% |
| Win Days % | 23.79% | 25.44% |
| Win Month % | 15.62% | 13.89% |
| Win Week % | 20.99% | 22.29% |
| Win Quarter % | 0.0% | 0.0% |
| Win Year % | 0.0% | 0.0% |