| Metric | 7487814:xyousd:triple_gx:lsma225_85_30 | 7487814:XYOUSD |
|---|---|---|
| Time in Market | 37.0% | 99.0% |
| Cumulative Return | 210.59% | 42.21% |
| Max Drawdown | -44.44% | -78.53% |
| Sharpe | 0.63 | 1.43 |
| Sortino | 1.53 | 10.97 |
| Payoff Ratio | 1.45 | 1.47 |
| Profit Factor | 1.59 | 2.32 |
| Common Sense Ratio | 0.41 | 0.29 |
| CPC Index | 9.32 | 7.18 |
| Tail Ratio | 0.76 | 1.37 |
| Outlier Win Ratio | 28.52 | 4.62 |
| Outlier Loss Ratio | 4.2 | 6.44 |
| Volatility (ann.) | 177.6% | 201.72% |
| R^2 | 0.78 | 0.78 |
| Calmar | -0.03 | -0.42 |
| Skew | 11.69 | 12.01 |
| Kurtosis | 221.88 | 162.62 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | 24.85% | 24.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2833.0% | -4666.16% |
| Expected Shortfall (cVaR) | -2727.73% | -5929.87% |
| Year | 7487814:XYOUSD | 7487814:xyousd:triple_gx:lsma225_85_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 144.02 | 262.72 | 1.82 | + |
| 2025 | -41.72 | -14.37 | 0.34 | + |
| Metric | 7487814:xyousd:triple_gx:lsma225_85_30 | 7487814:XYOUSD |
|---|---|---|
| MTD | -3.11% | -16.85% |
| 3M | -18.04% | -17.23% |
| 6M | 145.59% | 23.88% |
| YTD | -14.37% | -41.72% |
| 1Y | 210.59% | 39.87% |
| 3Y (ann.) | -100.0% | -100.0% |
| 5Y (ann.) | -100.0% | -100.0% |
| Metric | 7487814:xyousd:triple_gx:lsma225_85_30 | 7487814:XYOUSD |
|---|---|---|
| Max Drawdown | -44.44% | -78.53% |
| Longest DD Days | 172.0 | 182.0 |
| Avg. Drawdown | -22.53% | -35.88% |
| Avg. Drawdown Days | 57.0 | 75.0 |
| Recovery Factor | -0.03 | -0.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-23 | 2024-11-19 | -44.44 | 149 |
| 2024-12-10 | 2025-05-31 | -37.30 | 172 |
| 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 | 7487814:xyousd:triple_gx:lsma225_85_30 | 7487814:XYOUSD |
|---|---|---|
| Best Day | 29681.22% | 45057.68% |
| Worst Day | -13195.97% | -3095.59% |
| Best Week | 4083.88% | 2190.04% |
| Worst Week | -11759.81% | -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 | 1502.07% | 1413.77% |
| Avg. Down Day | -369.4% | -214.85% |
| Avg. Up Week | 1263.35% | 191.5% |
| Avg. Down Week | -793.75% | -240.12% |
| Avg. Up Month | 4083.88% | 71.65% |
| Avg. Down Month | -100.0% | -91.36% |
| Win Days % | 25.36% | 28.27% |
| Win Month % | 27.27% | 30.77% |
| Win Week % | 32.14% | 28.57% |
| Win Quarter % | 20.0% | 0.0% |
| Win Year % | 0.0% | 0.0% |