| Metric | 7487949:xyousd:triple_gx:lsma225_90_30 | 7487949:XYOUSD |
|---|---|---|
| Time in Market | 36.0% | 98.0% |
| Cumulative Return | 610.28% | 149.44% |
| Max Drawdown | -41.26% | -78.53% |
| Sharpe | -0.38 | 0.27 |
| Sortino | -0.58 | 1.4 |
| Payoff Ratio | 0.29 | 0.52 |
| Profit Factor | 0.75 | 1.16 |
| Common Sense Ratio | 0.07 | 0.29 |
| CPC Index | 0.0 | 0.01 |
| Tail Ratio | 0.55 | 0.85 |
| Outlier Win Ratio | 19.09 | 2.93 |
| Outlier Loss Ratio | 3.85 | 6.6 |
| Volatility (ann.) | 137.56% | 162.45% |
| R^2 | 0.72 | 0.72 |
| Calmar | -0.18 | -0.18 |
| Skew | 5.93 | 17.97 |
| Kurtosis | 310.38 | 375.96 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | -785.6% | -752.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2282.93% | -3162.17% |
| Expected Shortfall (cVaR) | -15266.91% | -18437.67% |
| Year | 7487949:XYOUSD | 7487949:xyousd:triple_gx:lsma225_90_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -31.15 | -0.41 | 0.01 | + |
| 2023 | 109.84 | 64.13 | 0.58 | - |
| 2024 | 196.25 | 407.47 | 2.08 | + |
| 2025 | -41.72 | -14.37 | 0.34 | + |
| Metric | 7487949:xyousd:triple_gx:lsma225_90_30 | 7487949:XYOUSD |
|---|---|---|
| MTD | -3.11% | -16.85% |
| 3M | -18.04% | -17.23% |
| 6M | 130.07% | 23.88% |
| YTD | -14.37% | -41.72% |
| 1Y | 224.19% | 39.87% |
| 3Y (ann.) | -100.0% | -100.0% |
| 5Y (ann.) | -100.0% | -100.0% |
| Metric | 7487949:xyousd:triple_gx:lsma225_90_30 | 7487949:XYOUSD |
|---|---|---|
| Max Drawdown | -41.26% | -78.53% |
| Longest DD Days | 328.0 | 412.0 |
| Avg. Drawdown | -23.32% | -29.76% |
| Avg. Drawdown Days | 91.0 | 83.0 |
| Recovery Factor | -0.18 | -0.18 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-10 | 2025-05-31 | -41.26 | 172 |
| 2024-03-08 | 2024-11-19 | -39.22 | 256 |
| 2023-01-05 | 2023-11-29 | -33.23 | 328 |
| 2023-12-02 | 2024-03-03 | -29.08 | 92 |
| 2024-12-04 | 2024-12-09 | -24.30 | 5 |
| 2024-11-20 | 2024-12-02 | -23.14 | 12 |
| 2024-03-04 | 2024-03-07 | -18.90 | 3 |
| 2022-11-25 | 2023-01-04 | -13.35 | 40 |
| 2022-11-20 | 2022-11-24 | -9.57 | 4 |
| 2022-11-18 | 2022-11-19 | -1.13 | 1 |
| Metric | 7487949:xyousd:triple_gx:lsma225_90_30 | 7487949:XYOUSD |
|---|---|---|
| Best Day | 29681.22% | 45057.68% |
| Worst Day | -21229.66% | -3095.59% |
| Best Week | 5101.56% | 2190.04% |
| Worst Week | -11759.81% | -4456.12% |
| Best Month | 4083.88% | 812.42% |
| Worst Month | -1084.53% | -861.37% |
| Best Year | -100.0% | -100.0% |
| Worst Year | -100.0% | -100.0% |
| Avg. Up Day | 793.59% | 756.92% |
| Avg. Down Day | -411.76% | -215.59% |
| Avg. Up Week | 1023.45% | 309.2% |
| Avg. Down Week | -502.22% | -238.68% |
| Avg. Up Month | 4083.88% | 71.65% |
| Avg. Down Month | -169.02% | -155.18% |
| Win Days % | 24.31% | 25.58% |
| Win Month % | 17.39% | 16.13% |
| Win Week % | 25.4% | 22.79% |
| Win Quarter % | 9.09% | 0.0% |
| Win Year % | 0.0% | 0.0% |