| Metric | 7487131:xyousd:triple_gx:lsma80_65_30 | 7487131:XYOUSD |
|---|---|---|
| Time in Market | 46.0% | 98.0% |
| Cumulative Return | 690.27% | 19.72% |
| Max Drawdown | -65.18% | -78.53% |
| Sharpe | -0.1 | 0.16 |
| Sortino | -0.16 | 0.77 |
| Payoff Ratio | 0.38 | 0.4 |
| Profit Factor | 0.92 | 1.09 |
| Common Sense Ratio | 0.2 | 0.67 |
| CPC Index | 0.0 | 0.01 |
| Tail Ratio | 0.71 | 0.84 |
| Outlier Win Ratio | 11.08 | 3.39 |
| Outlier Loss Ratio | 3.73 | 6.83 |
| Volatility (ann.) | 142.29% | 160.7% |
| R^2 | 0.78 | 0.78 |
| Calmar | -0.42 | -0.42 |
| Skew | 2.57 | 19.1 |
| Kurtosis | 301.46 | 427.97 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | -1393.45% | -1397.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3720.54% | -2963.98% |
| Expected Shortfall (cVaR) | -14531.26% | -27424.99% |
| Year | 7487131:XYOUSD | 7487131:xyousd:triple_gx:lsma80_65_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -66.96 | 7.31 | -0.11 | + |
| 2023 | 109.84 | 22.07 | 0.20 | - |
| 2024 | 196.25 | 312.92 | 1.59 | + |
| 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 | -65.18% | -78.53% |
| Longest DD Days | 572.0 | 583.0 |
| Avg. Drawdown | -23.28% | -39.83% |
| Avg. Drawdown Days | 99.0 | 137.0 |
| Recovery Factor | -0.42 | -0.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-08 | 2024-12-03 | -65.18 | 270 |
| 2022-07-29 | 2024-02-21 | -56.61 | 572 |
| 2024-12-10 | 2025-04-25 | -36.05 | 136 |
| 2024-12-04 | 2024-12-09 | -24.30 | 5 |
| 2024-03-04 | 2024-03-07 | -18.90 | 3 |
| 2025-04-26 | 2025-05-31 | -15.28 | 35 |
| 2024-02-22 | 2024-02-24 | -14.37 | 2 |
| 2022-05-24 | 2022-07-27 | -14.36 | 64 |
| 2024-02-25 | 2024-03-01 | -7.44 | 5 |
| 2022-05-22 | 2022-05-23 | -1.87 | 1 |
| Metric | 7487131:xyousd:triple_gx:lsma80_65_30 | 7487131:XYOUSD |
|---|---|---|
| Best Day | 45057.68% | 45057.68% |
| Worst Day | -42495.34% | -3095.59% |
| Best Week | 2504.17% | 2190.04% |
| Worst Week | -4544.44% | -4456.12% |
| Best Month | 4583.84% | 812.42% |
| Worst Month | -1084.53% | -861.37% |
| Best Year | -100.0% | -100.0% |
| Worst Year | -100.0% | -100.0% |
| Avg. Up Day | 1083.64% | 1060.51% |
| Avg. Down Day | -420.2% | -225.82% |
| Avg. Up Week | 700.87% | 264.47% |
| Avg. Down Week | -409.51% | -221.22% |
| Avg. Up Month | 4083.88% | 71.65% |
| Avg. Down Month | -139.74% | -125.85% |
| Win Days % | 24.33% | 25.38% |
| Win Month % | 15.62% | 13.51% |
| Win Week % | 22.58% | 21.52% |
| Win Quarter % | 0.0% | 0.0% |
| Win Year % | 0.0% | 0.0% |