| Metric | 7486350:xyousd:triple_gx:lsma80_40_30 | 7486350:XYOUSD |
|---|---|---|
| Time in Market | 38.0% | 98.0% |
| Cumulative Return | 1,808.01% | 19.72% |
| Max Drawdown | -52.48% | -78.53% |
| Sharpe | 0.21 | 0.16 |
| Sortino | 0.54 | 0.77 |
| Payoff Ratio | 0.33 | 0.35 |
| Profit Factor | 1.21 | 1.09 |
| Common Sense Ratio | 0.09 | 0.67 |
| CPC Index | 0.0 | 0.01 |
| Tail Ratio | 0.43 | 0.84 |
| Outlier Win Ratio | 12.8 | 3.22 |
| Outlier Loss Ratio | 4.68 | 6.94 |
| Volatility (ann.) | 139.27% | 160.7% |
| R^2 | 0.75 | 0.75 |
| Calmar | -0.64 | -0.42 |
| Skew | 16.43 | 19.1 |
| Kurtosis | 423.19 | 427.97 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | -1506.39% | -1398.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2991.13% | -2963.98% |
| Expected Shortfall (cVaR) | -14418.29% | -27424.99% |
| Year | 7486350:XYOUSD | 7486350:xyousd:triple_gx:lsma80_40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -66.96 | 16.37 | -0.24 | + |
| 2023 | 109.84 | 23.13 | 0.21 | - |
| 2024 | 196.25 | 712.28 | 3.63 | + |
| 2025 | -41.72 | 63.94 | -1.53 | + |
| Metric | 7486350:xyousd:triple_gx:lsma80_40_30 | 7486350:XYOUSD |
|---|---|---|
| MTD | 0.0% | -16.85% |
| 3M | 43.67% | -17.23% |
| 6M | 414.97% | 23.88% |
| YTD | 63.94% | -41.72% |
| 1Y | 491.59% | 39.87% |
| 3Y (ann.) | -100.0% | -100.0% |
| 5Y (ann.) | -100.0% | -100.0% |
| Metric | 7486350:xyousd:triple_gx:lsma80_40_30 | 7486350:XYOUSD |
|---|---|---|
| Max Drawdown | -52.48% | -78.53% |
| Longest DD Days | 572.0 | 583.0 |
| Avg. Drawdown | -18.95% | -39.83% |
| Avg. Drawdown Days | 72.0 | 137.0 |
| Recovery Factor | -0.64 | -0.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-29 | 2024-02-21 | -52.48 | 572 |
| 2024-03-08 | 2024-11-19 | -43.48 | 256 |
| 2024-12-10 | 2025-01-28 | -29.05 | 49 |
| 2024-12-04 | 2024-12-09 | -24.30 | 5 |
| 2024-11-20 | 2024-12-02 | -23.14 | 12 |
| 2025-01-31 | 2025-04-12 | -22.55 | 71 |
| 2025-04-13 | 2025-04-25 | -20.16 | 12 |
| 2024-03-04 | 2024-03-07 | -18.90 | 3 |
| 2024-02-22 | 2024-02-24 | -14.37 | 2 |
| 2022-07-20 | 2022-07-27 | -11.90 | 7 |
| Metric | 7486350:xyousd:triple_gx:lsma80_40_30 | 7486350:XYOUSD |
|---|---|---|
| Best Day | 45057.68% | 45057.68% |
| Worst Day | -21229.66% | -3095.59% |
| Best Week | 2596.87% | 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 | 1263.31% | 1228.3% |
| Avg. Down Day | -330.31% | -243.33% |
| Avg. Up Week | 867.55% | 450.54% |
| Avg. Down Week | -694.04% | -259.8% |
| Avg. Up Month | 4083.88% | 71.65% |
| Avg. Down Month | -142.81% | -160.35% |
| Win Days % | 23.44% | 25.38% |
| Win Month % | 16.13% | 13.51% |
| Win Week % | 21.79% | 21.52% |
| Win Quarter % | 0.0% | 0.0% |
| Win Year % | 0.0% | 0.0% |