| Metric | 7486987:xyousd:triple_gx:lsma80_60_30 | 7486987:XYOUSD |
|---|---|---|
| Time in Market | 48.0% | 99.0% |
| Cumulative Return | 264.09% | 42.21% |
| Max Drawdown | -50.33% | -78.53% |
| Sharpe | 1.22 | 1.43 |
| Sortino | 7.45 | 10.97 |
| Payoff Ratio | 1.12 | 1.01 |
| Profit Factor | 2.78 | 2.32 |
| Common Sense Ratio | 0.44 | 0.29 |
| CPC Index | 2.05 | 2.27 |
| Tail Ratio | 0.97 | 1.37 |
| Outlier Win Ratio | 14.9 | 4.84 |
| Outlier Loss Ratio | 5.53 | 6.79 |
| Volatility (ann.) | 187.38% | 201.72% |
| R^2 | 0.86 | 0.86 |
| Calmar | -0.33 | -0.42 |
| Skew | 13.43 | 12.01 |
| Kurtosis | 196.1 | 162.62 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | 21.76% | 22.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4484.21% | -4666.16% |
| Expected Shortfall (cVaR) | -4709.91% | -5929.87% |
| Year | 7486987:XYOUSD | 7486987:xyousd:triple_gx:lsma80_60_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 144.02 | 147.16 | 1.02 | + |
| 2025 | -41.72 | 47.31 | -1.13 | + |
| Metric | 7486987:xyousd:triple_gx:lsma80_60_30 | 7486987:XYOUSD |
|---|---|---|
| MTD | -3.11% | -16.85% |
| 3M | 36.15% | -17.23% |
| 6M | 317.06% | 23.88% |
| YTD | 47.31% | -41.72% |
| 1Y | 267.52% | 39.87% |
| 3Y (ann.) | -100.0% | -100.0% |
| 5Y (ann.) | -100.0% | -100.0% |
| Metric | 7486987:xyousd:triple_gx:lsma80_60_30 | 7486987:XYOUSD |
|---|---|---|
| Max Drawdown | -50.33% | -78.53% |
| Longest DD Days | 162.0 | 182.0 |
| Avg. Drawdown | -29.89% | -35.88% |
| Avg. Drawdown Days | 72.0 | 75.0 |
| Recovery Factor | -0.33 | -0.42 |
| Ulcer Index | 0.99 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-23 | 2024-12-02 | -50.33 | 162 |
| 2024-12-10 | 2025-04-25 | -36.05 | 136 |
| 2024-12-04 | 2024-12-09 | -24.30 | 5 |
| 2024-05-29 | 2024-06-22 | -23.47 | 24 |
| 2025-04-26 | 2025-05-31 | -15.28 | 35 |
| Metric | 7486987:xyousd:triple_gx:lsma80_60_30 | 7486987:XYOUSD |
|---|---|---|
| Best Day | 45057.68% | 45057.68% |
| Worst Day | -6969.77% | -3095.59% |
| Best Week | 2504.17% | 2190.04% |
| Worst Week | -4676.42% | -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 | 2198.39% | 2176.08% |
| Avg. Down Day | -219.37% | -220.51% |
| Avg. Up Week | 696.61% | 187.44% |
| Avg. Down Week | -543.19% | -238.55% |
| Avg. Up Month | 4083.88% | 71.65% |
| Avg. Down Month | -95.59% | -88.18% |
| Win Days % | 27.47% | 28.27% |
| Win Month % | 23.08% | 30.77% |
| Win Week % | 31.43% | 28.57% |
| Win Quarter % | 20.0% | 0.0% |
| Win Year % | 0.0% | 0.0% |