| Metric | 7487791:xyousd:triple_gx:lsma195_85_30 | 7487791:XYOUSD |
|---|---|---|
| Time in Market | 41.0% | 99.0% |
| Cumulative Return | 123.48% | -24.71% |
| Max Drawdown | -59.21% | -83.48% |
| Sharpe | 1.04 | 1.19 |
| Sortino | 4.89 | 7.95 |
| Payoff Ratio | 0.15 | 0.1 |
| Profit Factor | 2.43 | 1.98 |
| Common Sense Ratio | 0.04 | 0.09 |
| CPC Index | 2.07 | 4.85 |
| Tail Ratio | 0.6 | 1.22 |
| Outlier Win Ratio | 13.07 | 3.67 |
| Outlier Loss Ratio | 5.11 | 6.91 |
| Volatility (ann.) | 153.92% | 173.18% |
| R^2 | 0.79 | 0.79 |
| Calmar | -0.03 | -0.42 |
| Skew | 12.63 | 12.04 |
| Kurtosis | 180.83 | 162.95 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | 24.95% | 26.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4385.26% | -4477.07% |
| Expected Shortfall (cVaR) | -37138.68% | -37438.1% |
| Year | 7487791:XYOUSD | 7487791:xyousd:triple_gx:lsma195_85_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 144.02 | 271.06 | 1.88 | + |
| 2025 | -69.15 | -39.77 | 0.58 | + |
| Metric | 7487791:xyousd:triple_gx:lsma195_85_30 | 7487791:XYOUSD |
|---|---|---|
| MTD | -6.11% | -17.26% |
| 3M | -19.02% | -44.23% |
| 6M | -43.41% | -52.36% |
| YTD | -39.77% | -69.15% |
| 1Y | 172.71% | 3.54% |
| 3Y (ann.) | -100.0% | -100.0% |
| 5Y (ann.) | -100.0% | -100.0% |
| Metric | 7487791:xyousd:triple_gx:lsma195_85_30 | 7487791:XYOUSD |
|---|---|---|
| Max Drawdown | -59.21% | -83.48% |
| Longest DD Days | 341.0 | 341.0 |
| Avg. Drawdown | -25.98% | -36.87% |
| Avg. Drawdown Days | 85.0 | 108.0 |
| Recovery Factor | -0.03 | -0.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-10 | 2025-11-16 | -59.21 | 341 |
| 2024-06-23 | 2024-11-19 | -43.22 | 149 |
| 2024-12-04 | 2024-12-09 | -24.30 | 5 |
| 2024-11-20 | 2024-12-02 | -23.14 | 12 |
| 2024-06-20 | 2024-06-21 | -5.81 | 1 |
| 2024-06-18 | 2024-06-19 | -0.18 | 1 |
| Metric | 7487791:xyousd:triple_gx:lsma195_85_30 | 7487791:XYOUSD |
|---|---|---|
| Best Day | 45057.68% | 45057.68% |
| Worst Day | -11532.46% | -5103.26% |
| Best Week | 4083.88% | 2190.04% |
| Worst Week | -23612.28% | -4456.12% |
| Best Month | 4083.88% | 812.42% |
| Worst Month | -735.83% | -659.2% |
| Best Year | -100.0% | -100.0% |
| Worst Year | -100.0% | -100.0% |
| Avg. Up Day | 2977.05% | 2977.05% |
| Avg. Down Day | -338.33% | -210.57% |
| Avg. Up Week | 1182.4% | 231.53% |
| Avg. Down Week | -1822.68% | -245.66% |
| Avg. Up Month | 4083.88% | 71.65% |
| Avg. Down Month | -163.58% | -196.83% |
| Win Days % | 21.97% | 25.92% |
| Win Month % | 29.41% | 21.05% |
| Win Week % | 30.95% | 30.0% |
| Win Quarter % | 14.29% | 14.29% |
| Win Year % | 0.0% | 0.0% |