| Metric | 7484132:xyousd:triple_gx:lsma80_45_25 | 7484132:XYOUSD |
|---|---|---|
| Time in Market | 45.0% | 99.0% |
| Cumulative Return | 812.0% | 42.21% |
| Max Drawdown | -34.6% | -78.53% |
| Sharpe | 1.03 | 1.43 |
| Sortino | 6.06 | 10.97 |
| Payoff Ratio | 1.32 | 1.28 |
| Profit Factor | 2.45 | 2.32 |
| Common Sense Ratio | 0.53 | 0.29 |
| CPC Index | 2.03 | 2.22 |
| Tail Ratio | 0.75 | 1.37 |
| Outlier Win Ratio | 14.82 | 4.35 |
| Outlier Loss Ratio | 5.65 | 7.56 |
| Volatility (ann.) | 187.17% | 201.72% |
| R^2 | 0.87 | 0.87 |
| Calmar | -0.47 | -0.42 |
| Skew | 13.49 | 12.01 |
| Kurtosis | 197.18 | 162.62 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | 20.75% | 21.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4508.09% | -4666.16% |
| Expected Shortfall (cVaR) | -4661.17% | -5929.87% |
| Year | 7484132:XYOUSD | 7484132:xyousd:triple_gx:lsma80_45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 144.02 | 389.77 | 2.71 | + |
| 2025 | -41.72 | 86.21 | -2.07 | + |
| Metric | 7484132:xyousd:triple_gx:lsma80_45_25 | 7484132:XYOUSD |
|---|---|---|
| MTD | 0.0% | -16.85% |
| 3M | 63.19% | -17.23% |
| 6M | 525.77% | 23.88% |
| YTD | 86.21% | -41.72% |
| 1Y | 859.91% | 39.87% |
| 3Y (ann.) | -100.0% | -100.0% |
| 5Y (ann.) | -100.0% | -100.0% |
| Metric | 7484132:xyousd:triple_gx:lsma80_45_25 | 7484132:XYOUSD |
|---|---|---|
| Max Drawdown | -34.6% | -78.53% |
| Longest DD Days | 149.0 | 182.0 |
| Avg. Drawdown | -20.63% | -35.88% |
| Avg. Drawdown Days | 40.0 | 75.0 |
| Recovery Factor | -0.47 | -0.42 |
| Ulcer Index | 1.02 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-23 | 2024-11-19 | -34.60 | 149 |
| 2024-12-04 | 2024-12-09 | -24.30 | 5 |
| 2024-12-10 | 2025-01-28 | -24.09 | 49 |
| 2024-11-20 | 2024-12-02 | -23.14 | 12 |
| 2024-05-28 | 2024-06-22 | -22.61 | 25 |
| 2025-01-31 | 2025-04-11 | -22.55 | 70 |
| 2025-04-13 | 2025-04-25 | -20.16 | 12 |
| 2025-04-26 | 2025-05-31 | -10.36 | 35 |
| 2024-05-21 | 2024-05-27 | -3.91 | 6 |
| Metric | 7484132:xyousd:triple_gx:lsma80_45_25 | 7484132:XYOUSD |
|---|---|---|
| Best Day | 45057.68% | 45057.68% |
| Worst Day | -6871.52% | -3095.59% |
| Best Week | 2504.17% | 2190.04% |
| Worst Week | -6969.77% | -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 | 2270.33% | 2120.21% |
| Avg. Down Day | -326.36% | -228.31% |
| Avg. Up Week | 1535.19% | 532.69% |
| Avg. Down Week | -554.3% | -242.03% |
| Avg. Up Month | 4083.88% | 71.65% |
| Avg. Down Month | -100.0% | -79.86% |
| Win Days % | 25.73% | 28.27% |
| Win Month % | 25.0% | 30.77% |
| Win Week % | 25.0% | 28.57% |
| Win Quarter % | 0.0% | 0.0% |
| Win Year % | 0.0% | 0.0% |