| Metric | 7488154:xyousd:triple_gx:lsma180_100_30 | 7488154:XYOUSD |
|---|---|---|
| Time in Market | 39.0% | 98.0% |
| Cumulative Return | 764.85% | 59.68% |
| Max Drawdown | -49.85% | -78.53% |
| Sharpe | 0.13 | 0.21 |
| Sortino | 0.3 | 1.09 |
| Payoff Ratio | 0.29 | 0.43 |
| Profit Factor | 1.11 | 1.12 |
| Common Sense Ratio | 0.07 | 0.3 |
| CPC Index | 0.0 | 0.01 |
| Tail Ratio | 0.36 | 0.81 |
| Outlier Win Ratio | 13.72 | 3.58 |
| Outlier Loss Ratio | 4.32 | 7.0 |
| Volatility (ann.) | 138.15% | 160.07% |
| R^2 | 0.75 | 0.75 |
| Calmar | -0.07 | -0.47 |
| Skew | 14.87 | 18.38 |
| Kurtosis | 364.33 | 393.74 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | -590.05% | -574.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3193.45% | -3095.31% |
| Expected Shortfall (cVaR) | -15126.25% | -17994.18% |
| Year | 7488154:XYOUSD | 7488154:xyousd:triple_gx:lsma180_100_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.92 | 1.44 | -0.03 | + |
| 2023 | 109.84 | 46.89 | 0.43 | - |
| 2024 | 196.25 | 435.57 | 2.22 | + |
| 2025 | -41.72 | 8.37 | -0.20 | + |
| Metric | 7488154:xyousd:triple_gx:lsma180_100_30 | 7488154:XYOUSD |
|---|---|---|
| MTD | 0.27% | -16.85% |
| 3M | 27.29% | -17.23% |
| 6M | 191.18% | 23.88% |
| YTD | 8.37% | -41.72% |
| 1Y | 309.55% | 39.87% |
| 3Y (ann.) | -100.0% | -100.0% |
| 5Y (ann.) | -100.0% | -100.0% |
| Metric | 7488154:xyousd:triple_gx:lsma180_100_30 | 7488154:XYOUSD |
|---|---|---|
| Max Drawdown | -49.85% | -78.53% |
| Longest DD Days | 328.0 | 412.0 |
| Avg. Drawdown | -22.6% | -37.25% |
| Avg. Drawdown Days | 72.0 | 107.0 |
| Recovery Factor | -0.07 | -0.47 |
| Ulcer Index | inf | 1.16 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-10 | 2025-05-31 | -49.85 | 172 |
| 2024-06-23 | 2024-11-19 | -42.48 | 149 |
| 2023-01-05 | 2023-11-29 | -41.41 | 328 |
| 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 | 7488154:xyousd:triple_gx:lsma180_100_30 | 7488154: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 | 1283.33% | 1283.32% |
| Avg. Down Day | -382.59% | -214.8% |
| Avg. Up Week | 1023.45% | 309.2% |
| Avg. Down Week | -521.76% | -244.31% |
| Avg. Up Month | 2631.89% | 52.75% |
| Avg. Down Month | -154.7% | -145.09% |
| Win Days % | 23.14% | 25.56% |
| Win Month % | 25.93% | 18.75% |
| Win Week % | 26.76% | 23.08% |
| Win Quarter % | 0.0% | 0.0% |
| Win Year % | 0.0% | 0.0% |