| Metric | 7486346:xyousd:triple_gx:lsma70_40_30 | 7486346:XYOUSD |
|---|---|---|
| Time in Market | 39.0% | 98.0% |
| Cumulative Return | 1,901.01% | -4.08% |
| Max Drawdown | -47.47% | -78.53% |
| Sharpe | 0.08 | 0.09 |
| Sortino | 0.18 | 0.43 |
| Payoff Ratio | 0.36 | 2.59 |
| Profit Factor | 1.07 | 1.05 |
| Common Sense Ratio | 0.1 | 0.71 |
| CPC Index | 0.0 | 0.01 |
| Tail Ratio | 0.44 | 0.82 |
| Outlier Win Ratio | 13.13 | 3.35 |
| Outlier Loss Ratio | 4.57 | 7.25 |
| Volatility (ann.) | 142.97% | 161.36% |
| R^2 | 0.79 | 0.79 |
| Calmar | -0.47 | -0.47 |
| Skew | 14.19 | 19.04 |
| Kurtosis | 391.72 | 427.79 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | -1455.13% | -1357.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3083.59% | -2963.79% |
| Expected Shortfall (cVaR) | -14344.72% | -27292.48% |
| Year | 7486346:XYOUSD | 7486346:xyousd:triple_gx:lsma70_40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -73.52 | -11.47 | 0.16 | + |
| 2023 | 109.84 | 83.12 | 0.76 | - |
| 2024 | 196.25 | 719.68 | 3.67 | + |
| 2025 | -41.72 | 50.59 | -1.21 | + |
| Metric | 7486346:xyousd:triple_gx:lsma70_40_30 | 7486346:XYOUSD |
|---|---|---|
| MTD | 0.0% | -16.85% |
| 3M | 33.88% | -17.23% |
| 6M | 373.02% | 23.88% |
| YTD | 50.59% | -41.72% |
| 1Y | 458.4% | 39.87% |
| 3Y (ann.) | -100.0% | -100.0% |
| 5Y (ann.) | -100.0% | -100.0% |
| Metric | 7486346:xyousd:triple_gx:lsma70_40_30 | 7486346:XYOUSD |
|---|---|---|
| Max Drawdown | -47.47% | -78.53% |
| Longest DD Days | 330.0 | 662.0 |
| Avg. Drawdown | -23.66% | -53.85% |
| Avg. Drawdown Days | 73.0 | 222.0 |
| Recovery Factor | -0.47 | -0.47 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-05 | 2023-12-01 | -47.47 | 330 |
| 2024-06-23 | 2024-11-19 | -42.88 | 149 |
| 2022-07-29 | 2023-01-04 | -36.66 | 159 |
| 2022-05-11 | 2022-07-27 | -31.77 | 77 |
| 2024-12-10 | 2025-01-28 | -30.06 | 49 |
| 2024-12-04 | 2024-12-09 | -24.30 | 5 |
| 2024-03-08 | 2024-06-22 | -24.29 | 106 |
| 2025-01-31 | 2025-04-25 | -23.76 | 84 |
| 2024-11-20 | 2024-12-02 | -23.14 | 12 |
| 2024-03-04 | 2024-03-07 | -18.90 | 3 |
| Metric | 7486346:xyousd:triple_gx:lsma70_40_30 | 7486346:XYOUSD |
|---|---|---|
| Best Day | 45057.68% | 45057.68% |
| Worst Day | -25040.26% | -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 | 1192.8% | 1159.49% |
| Avg. Down Day | -285.31% | -253.45% |
| Avg. Up Week | 970.03% | 474.52% |
| Avg. Down Week | -645.12% | -256.79% |
| Avg. Up Month | 3355.58% | 212.7% |
| Avg. Down Month | -100.0% | -157.0% |
| Win Days % | 23.68% | 25.14% |
| Win Month % | 15.62% | 13.51% |
| Win Week % | 22.89% | 21.88% |
| Win Quarter % | 0.0% | 0.0% |
| Win Year % | 0.0% | 0.0% |