| Metric | 7488170:xyousd:triple_gx:lsma195_100_30 | 7488170:XYOUSD |
|---|---|---|
| Time in Market | 42.0% | 99.0% |
| Cumulative Return | 95.65% | -24.71% |
| Max Drawdown | -64.68% | -83.48% |
| Sharpe | 1.12 | 1.19 |
| Sortino | 5.25 | 7.95 |
| Payoff Ratio | 0.16 | 0.11 |
| Profit Factor | 2.53 | 1.98 |
| Common Sense Ratio | 0.03 | 0.09 |
| CPC Index | 1.41 | 4.33 |
| Tail Ratio | 0.92 | 1.22 |
| Outlier Win Ratio | 12.63 | 3.74 |
| Outlier Loss Ratio | 5.34 | 7.15 |
| Volatility (ann.) | 154.35% | 173.18% |
| R^2 | 0.79 | 0.79 |
| Calmar | -0.03 | -0.42 |
| Skew | 12.55 | 12.04 |
| Kurtosis | 179.3 | 162.95 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | 22.91% | 26.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4382.02% | -4477.07% |
| Expected Shortfall (cVaR) | -37165.87% | -37438.1% |
| Year | 7488170:XYOUSD | 7488170:xyousd:triple_gx:lsma195_100_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 144.02 | 256.97 | 1.78 | + |
| 2025 | -69.15 | -45.19 | 0.65 | + |
| Metric | 7488170:xyousd:triple_gx:lsma195_100_30 | 7488170:XYOUSD |
|---|---|---|
| MTD | -7.57% | -17.26% |
| 3M | -18.56% | -44.23% |
| 6M | -46.49% | -52.36% |
| YTD | -45.19% | -69.15% |
| 1Y | 132.49% | 3.54% |
| 3Y (ann.) | -100.0% | -100.0% |
| 5Y (ann.) | -100.0% | -100.0% |
| Metric | 7488170:xyousd:triple_gx:lsma195_100_30 | 7488170:XYOUSD |
|---|---|---|
| Max Drawdown | -64.68% | -83.48% |
| Longest DD Days | 341.0 | 341.0 |
| Avg. Drawdown | -26.76% | -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 | -64.68 | 341 |
| 2024-06-23 | 2024-11-19 | -42.48 | 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 | 7488170:xyousd:triple_gx:lsma195_100_30 | 7488170: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 | -100.0% | -659.2% |
| Best Year | -100.0% | -100.0% |
| Worst Year | -100.0% | -100.0% |
| Avg. Up Day | 2937.93% | 2932.73% |
| Avg. Down Day | -337.08% | -226.91% |
| Avg. Up Week | 980.18% | 261.76% |
| Avg. Down Week | -1821.47% | -244.99% |
| Avg. Up Month | 4083.88% | 71.65% |
| Avg. Down Month | -100.0% | -196.83% |
| Win Days % | 22.71% | 25.92% |
| Win Month % | 29.41% | 21.05% |
| Win Week % | 37.21% | 30.0% |
| Win Quarter % | 14.29% | 14.29% |
| Win Year % | 0.0% | 0.0% |