| Metric | 7488151:xyousd:triple_gx:lsma175_100_30 | 7488151:XYOUSD |
|---|---|---|
| Time in Market | 39.0% | 98.0% |
| Cumulative Return | 769.55% | 56.96% |
| Max Drawdown | -49.85% | -78.53% |
| Sharpe | 0.13 | 0.2 |
| Sortino | 0.31 | 1.01 |
| Payoff Ratio | 0.29 | 0.43 |
| Profit Factor | 1.12 | 1.11 |
| Common Sense Ratio | 0.07 | 0.29 |
| CPC Index | 0.0 | 0.01 |
| Tail Ratio | 0.4 | 0.79 |
| Outlier Win Ratio | 13.64 | 3.59 |
| Outlier Loss Ratio | 4.33 | 6.96 |
| Volatility (ann.) | 137.83% | 159.68% |
| R^2 | 0.75 | 0.75 |
| Calmar | -0.07 | -1.0 |
| Skew | 14.9 | 18.43 |
| Kurtosis | 365.89 | 395.6 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | -592.48% | -575.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3185.41% | -3089.33% |
| Expected Shortfall (cVaR) | -15087.02% | -17946.87% |
| Year | 7488151:XYOUSD | 7488151:xyousd:triple_gx:lsma175_100_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.68 | 1.44 | -0.03 | + |
| 2023 | 109.84 | 43.22 | 0.39 | - |
| 2024 | 196.25 | 452.28 | 2.30 | + |
| 2025 | -41.72 | 8.37 | -0.20 | + |
| Metric | 7488151:xyousd:triple_gx:lsma175_100_30 | 7488151:XYOUSD |
|---|---|---|
| MTD | 0.27% | -16.85% |
| 3M | 27.29% | -17.23% |
| 6M | 191.18% | 23.88% |
| YTD | 8.37% | -41.72% |
| 1Y | 322.33% | 39.87% |
| 3Y (ann.) | -100.0% | -100.0% |
| 5Y (ann.) | -100.0% | -100.0% |
| Metric | 7488151:xyousd:triple_gx:lsma175_100_30 | 7488151:XYOUSD |
|---|---|---|
| Max Drawdown | -49.85% | -78.53% |
| Longest DD Days | 328.0 | 412.0 |
| Avg. Drawdown | -22.58% | -37.33% |
| Avg. Drawdown Days | 72.0 | 107.0 |
| Recovery Factor | -0.07 | -1.0 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-10 | 2025-05-31 | -49.85 | 172 |
| 2023-01-05 | 2023-11-29 | -42.87 | 328 |
| 2024-06-23 | 2024-11-19 | -40.68 | 149 |
| 2024-03-08 | 2024-06-22 | -35.13 | 106 |
| 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 |
| 2022-11-11 | 2023-01-04 | -19.22 | 54 |
| 2024-03-04 | 2024-03-07 | -18.90 | 3 |
| 2022-10-21 | 2022-10-28 | -5.14 | 7 |
| Metric | 7488151:xyousd:triple_gx:lsma175_100_30 | 7488151:XYOUSD |
|---|---|---|
| Best Day | 45057.68% | 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 | 1283.22% | 1283.41% |
| Avg. Down Day | -381.41% | -216.59% |
| Avg. Up Week | 1023.45% | 309.2% |
| Avg. Down Week | -513.33% | -242.25% |
| Avg. Up Month | 4083.88% | 71.65% |
| Avg. Down Month | -154.7% | -145.09% |
| Win Days % | 23.16% | 25.45% |
| Win Month % | 25.93% | 15.15% |
| Win Week % | 26.39% | 22.22% |
| Win Quarter % | 0.0% | 0.0% |
| Win Year % | 0.0% | 0.0% |