| Metric | 7486835:xyousd:triple_gx:lsma80_55_30 | 7486835:XYOUSD |
|---|---|---|
| Time in Market | 49.0% | 99.0% |
| Cumulative Return | 321.17% | 42.21% |
| Max Drawdown | -45.24% | -78.53% |
| Sharpe | 1.14 | 1.43 |
| Sortino | 7.34 | 10.97 |
| Payoff Ratio | 1.14 | 1.14 |
| Profit Factor | 2.69 | 2.32 |
| Common Sense Ratio | 0.4 | 0.29 |
| CPC Index | 1.94 | 2.3 |
| Tail Ratio | 0.9 | 1.37 |
| Outlier Win Ratio | 13.95 | 4.35 |
| Outlier Loss Ratio | 5.76 | 6.79 |
| Volatility (ann.) | 187.2% | 201.72% |
| R^2 | 0.86 | 0.86 |
| Calmar | -0.06 | -0.42 |
| Skew | 13.64 | 12.01 |
| Kurtosis | 200.21 | 162.62 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | 21.34% | 22.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4474.4% | -4666.16% |
| Expected Shortfall (cVaR) | -4715.6% | -5929.87% |
| Year | 7486835:XYOUSD | 7486835:xyousd:triple_gx:lsma80_55_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 144.02 | 182.93 | 1.27 | + |
| 2025 | -41.72 | 48.86 | -1.17 | + |
| Metric | 7486835:xyousd:triple_gx:lsma80_55_30 | 7486835:XYOUSD |
|---|---|---|
| MTD | -3.11% | -16.85% |
| 3M | 37.58% | -17.23% |
| 6M | 321.46% | 23.88% |
| YTD | 48.86% | -41.72% |
| 1Y | 333.14% | 39.87% |
| 3Y (ann.) | -100.0% | -100.0% |
| 5Y (ann.) | -100.0% | -100.0% |
| Metric | 7486835:xyousd:triple_gx:lsma80_55_30 | 7486835:XYOUSD |
|---|---|---|
| Max Drawdown | -45.24% | -78.53% |
| Longest DD Days | 175.0 | 182.0 |
| Avg. Drawdown | -24.03% | -35.88% |
| Avg. Drawdown Days | 61.0 | 75.0 |
| Recovery Factor | -0.06 | -0.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-28 | 2024-11-19 | -45.24 | 175 |
| 2024-12-10 | 2025-04-25 | -36.05 | 136 |
| 2024-12-04 | 2024-12-09 | -24.30 | 5 |
| 2024-11-20 | 2024-12-02 | -23.14 | 12 |
| 2025-04-26 | 2025-05-31 | -15.28 | 35 |
| 2024-05-26 | 2024-05-27 | -0.18 | 1 |
| Metric | 7486835:xyousd:triple_gx:lsma80_55_30 | 7486835:XYOUSD |
|---|---|---|
| Best Day | 45057.68% | 45057.68% |
| Worst Day | -6969.77% | -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 | 2120.64% | 2099.37% |
| Avg. Down Day | -235.37% | -225.67% |
| Avg. Up Week | 845.96% | 387.7% |
| Avg. Down Week | -475.6% | -268.1% |
| Avg. Up Month | 4083.88% | 71.65% |
| Avg. Down Month | -94.86% | -93.99% |
| Win Days % | 26.63% | 28.27% |
| Win Month % | 30.77% | 30.77% |
| Win Week % | 34.29% | 28.57% |
| Win Quarter % | 20.0% | 0.0% |
| Win Year % | 0.0% | 0.0% |