| Metric | 7486988:xyousd:triple_gx:lsma90_60_30 | 7486988:XYOUSD |
|---|---|---|
| Time in Market | 45.0% | 99.0% |
| Cumulative Return | 206.35% | 42.21% |
| Max Drawdown | -44.86% | -78.53% |
| Sharpe | 1.02 | 1.43 |
| Sortino | 4.57 | 10.97 |
| Payoff Ratio | 1.1 | 1.13 |
| Profit Factor | 2.3 | 2.32 |
| Common Sense Ratio | 0.51 | 0.29 |
| CPC Index | 2.29 | 2.31 |
| Tail Ratio | 0.95 | 1.37 |
| Outlier Win Ratio | 15.97 | 4.79 |
| Outlier Loss Ratio | 5.16 | 7.99 |
| Volatility (ann.) | 185.18% | 201.72% |
| R^2 | 0.84 | 0.84 |
| Calmar | -0.33 | -0.42 |
| Skew | 12.96 | 12.01 |
| Kurtosis | 188.62 | 162.62 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | 22.88% | 22.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4561.64% | -4666.16% |
| Expected Shortfall (cVaR) | -4720.85% | -5929.87% |
| Year | 7486988:XYOUSD | 7486988:xyousd:triple_gx:lsma90_60_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 144.02 | 180.37 | 1.25 | + |
| 2025 | -41.72 | 9.27 | -0.22 | + |
| Metric | 7486988:xyousd:triple_gx:lsma90_60_30 | 7486988:XYOUSD |
|---|---|---|
| MTD | -3.11% | -16.85% |
| 3M | 9.79% | -17.23% |
| 6M | 209.36% | 23.88% |
| YTD | 9.27% | -41.72% |
| 1Y | 209.24% | 39.87% |
| 3Y (ann.) | -100.0% | -100.0% |
| 5Y (ann.) | -100.0% | -100.0% |
| Metric | 7486988:xyousd:triple_gx:lsma90_60_30 | 7486988:XYOUSD |
|---|---|---|
| Max Drawdown | -44.86% | -78.53% |
| Longest DD Days | 174.0 | 182.0 |
| Avg. Drawdown | -33.59% | -35.88% |
| Avg. Drawdown Days | 91.0 | 75.0 |
| Recovery Factor | -0.33 | -0.42 |
| Ulcer Index | 1.03 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-10 | 2025-05-31 | -44.86 | 172 |
| 2024-05-29 | 2024-11-19 | -42.05 | 174 |
| 2024-12-04 | 2024-12-09 | -24.30 | 5 |
| 2024-11-20 | 2024-12-02 | -23.14 | 12 |
| Metric | 7486988:xyousd:triple_gx:lsma90_60_30 | 7486988:XYOUSD |
|---|---|---|
| Best Day | 45057.68% | 45057.68% |
| Worst Day | -8608.51% | -3095.59% |
| Best Week | 4083.88% | 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 | 2185.77% | 2185.39% |
| Avg. Down Day | -288.96% | -222.08% |
| Avg. Up Week | 1139.76% | 187.44% |
| Avg. Down Week | -506.87% | -247.44% |
| Avg. Up Month | 4083.88% | 71.65% |
| Avg. Down Month | -94.86% | -93.99% |
| Win Days % | 27.81% | 28.27% |
| Win Month % | 30.77% | 30.77% |
| Win Week % | 31.25% | 28.57% |
| Win Quarter % | 20.0% | 0.0% |
| Win Year % | 0.0% | 0.0% |