| Metric | 7486481:xyousd:triple_gx:lsma230_40_30 | 7486481:XYOUSD |
|---|---|---|
| Time in Market | 32.0% | 99.0% |
| Cumulative Return | 280.62% | 42.21% |
| Max Drawdown | -46.4% | -78.53% |
| Sharpe | 0.42 | 1.43 |
| Sortino | 0.99 | 10.97 |
| Payoff Ratio | 1.63 | 1.59 |
| Profit Factor | 1.4 | 2.32 |
| Common Sense Ratio | 0.52 | 0.29 |
| CPC Index | 0.43 | 0.3 |
| Tail Ratio | 0.62 | 1.37 |
| Outlier Win Ratio | 31.49 | 4.13 |
| Outlier Loss Ratio | 3.87 | 6.44 |
| Volatility (ann.) | 176.83% | 201.72% |
| R^2 | 0.77 | 0.77 |
| Calmar | -0.03 | -0.42 |
| Skew | 12.22 | 12.01 |
| Kurtosis | 237.14 | 162.62 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | -1.38% | -3.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2807.68% | -4666.16% |
| Expected Shortfall (cVaR) | -2622.59% | -5929.87% |
| Year | 7486481:XYOUSD | 7486481:xyousd:triple_gx:lsma230_40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 144.02 | 295.53 | 2.05 | + |
| 2025 | -41.72 | -3.77 | 0.09 | + |
| Metric | 7486481:xyousd:triple_gx:lsma230_40_30 | 7486481:XYOUSD |
|---|---|---|
| MTD | 0.0% | -16.85% |
| 3M | -13.27% | -17.23% |
| 6M | 202.27% | 23.88% |
| YTD | -3.77% | -41.72% |
| 1Y | 280.62% | 39.87% |
| 3Y (ann.) | -100.0% | -100.0% |
| 5Y (ann.) | -100.0% | -100.0% |
| Metric | 7486481:xyousd:triple_gx:lsma230_40_30 | 7486481:XYOUSD |
|---|---|---|
| Max Drawdown | -46.4% | -78.53% |
| Longest DD Days | 149.0 | 182.0 |
| Avg. Drawdown | -20.81% | -35.88% |
| Avg. Drawdown Days | 48.0 | 75.0 |
| Recovery Factor | -0.03 | -0.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-23 | 2024-11-19 | -46.40 | 149 |
| 2025-01-31 | 2025-05-31 | -25.88 | 120 |
| 2024-12-04 | 2024-12-09 | -24.30 | 5 |
| 2024-11-20 | 2024-12-02 | -23.14 | 12 |
| 2024-12-10 | 2025-01-29 | -19.95 | 50 |
| 2024-06-20 | 2024-06-21 | -5.81 | 1 |
| 2024-06-18 | 2024-06-19 | -0.18 | 1 |
| Metric | 7486481:xyousd:triple_gx:lsma230_40_30 | 7486481:XYOUSD |
|---|---|---|
| Best Day | 29681.22% | 45057.68% |
| Worst Day | -13195.97% | -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 | 1533.43% | 1427.48% |
| Avg. Down Day | -408.75% | -228.94% |
| Avg. Up Week | 1677.08% | 247.86% |
| Avg. Down Week | -933.36% | -266.19% |
| Avg. Up Month | 4083.88% | 71.65% |
| Avg. Down Month | -100.0% | -82.01% |
| Win Days % | 24.79% | 28.27% |
| Win Month % | 30.0% | 30.77% |
| Win Week % | 25.0% | 28.57% |
| Win Quarter % | 20.0% | 0.0% |
| Win Year % | 0.0% | 0.0% |