| Metric | 7487131:xyousd:triple_gx:lsma80_65_30 | 7487131:XYOUSD |
|---|---|---|
| Time in Market | 50.0% | 99.0% |
| Cumulative Return | 236.24% | 42.21% |
| Max Drawdown | -54.1% | -78.53% |
| Sharpe | 1.28 | 1.43 |
| Sortino | 8.41 | 10.97 |
| Payoff Ratio | 1.13 | 0.98 |
| Profit Factor | 2.97 | 2.32 |
| Common Sense Ratio | 0.45 | 0.29 |
| CPC Index | 2.16 | 2.24 |
| Tail Ratio | 1.74 | 1.37 |
| Outlier Win Ratio | 14.34 | 4.84 |
| Outlier Loss Ratio | 5.92 | 6.62 |
| Volatility (ann.) | 187.41% | 201.72% |
| R^2 | 0.86 | 0.86 |
| Calmar | -0.33 | -0.42 |
| Skew | 13.51 | 12.01 |
| Kurtosis | 197.45 | 162.62 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | 22.66% | 21.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4466.76% | -4666.16% |
| Expected Shortfall (cVaR) | -4708.94% | -5929.87% |
| Year | 7487131:XYOUSD | 7487131:xyousd:triple_gx:lsma80_65_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 144.02 | 130.13 | 0.90 | - |
| 2025 | -41.72 | 46.11 | -1.11 | + |
| Metric | 7487131:xyousd:triple_gx:lsma80_65_30 | 7487131:XYOUSD |
|---|---|---|
| MTD | -3.11% | -16.85% |
| 3M | 35.99% | -17.23% |
| 6M | 313.67% | 23.88% |
| YTD | 46.11% | -41.72% |
| 1Y | 236.85% | 39.87% |
| 3Y (ann.) | -100.0% | -100.0% |
| 5Y (ann.) | -100.0% | -100.0% |
| Metric | 7487131:xyousd:triple_gx:lsma80_65_30 | 7487131:XYOUSD |
|---|---|---|
| Max Drawdown | -54.1% | -78.53% |
| Longest DD Days | 162.0 | 182.0 |
| Avg. Drawdown | -30.52% | -35.88% |
| Avg. Drawdown Days | 72.0 | 75.0 |
| Recovery Factor | -0.33 | -0.42 |
| Ulcer Index | 0.98 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-23 | 2024-12-02 | -54.10 | 162 |
| 2024-12-10 | 2025-04-25 | -36.05 | 136 |
| 2024-12-04 | 2024-12-09 | -24.30 | 5 |
| 2024-05-30 | 2024-06-22 | -22.88 | 23 |
| 2025-04-26 | 2025-05-31 | -15.28 | 35 |
| Metric | 7487131:xyousd:triple_gx:lsma80_65_30 | 7487131:XYOUSD |
|---|---|---|
| Best Day | 45057.68% | 45057.68% |
| Worst Day | -6969.77% | -3095.59% |
| Best Week | 2504.17% | 2190.04% |
| Worst Week | -3892.74% | -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 | 2213.13% | 2176.08% |
| Avg. Down Day | -223.85% | -216.6% |
| Avg. Up Week | 696.61% | 187.44% |
| Avg. Down Week | -511.51% | -226.32% |
| Avg. Up Month | 4083.88% | 71.65% |
| Avg. Down Month | -96.14% | -83.0% |
| Win Days % | 26.6% | 28.27% |
| Win Month % | 15.38% | 30.77% |
| Win Week % | 29.73% | 28.57% |
| Win Quarter % | 20.0% | 0.0% |
| Win Year % | 0.0% | 0.0% |