| Metric | 7488172:xyousd:triple_gx:lsma185_100_30 | 7488172:XYOUSD |
|---|---|---|
| Time in Market | 39.0% | 98.0% |
| Cumulative Return | 770.88% | 74.02% |
| Max Drawdown | -49.85% | -78.53% |
| Sharpe | 0.09 | 0.22 |
| Sortino | 0.21 | 1.14 |
| Payoff Ratio | 0.29 | 0.43 |
| Profit Factor | 1.08 | 1.13 |
| Common Sense Ratio | 0.07 | 0.29 |
| CPC Index | 0.0 | 0.01 |
| Tail Ratio | 0.44 | 0.82 |
| Outlier Win Ratio | 13.23 | 3.42 |
| Outlier Loss Ratio | 4.2 | 7.03 |
| Volatility (ann.) | 138.49% | 160.46% |
| R^2 | 0.75 | 0.75 |
| Calmar | -0.07 | -0.2 |
| Skew | 14.73 | 18.34 |
| Kurtosis | 359.7 | 391.82 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | -591.88% | -578.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3211.64% | -3102.15% |
| Expected Shortfall (cVaR) | -15158.0% | -18043.3% |
| Year | 7488172:XYOUSD | 7488172:xyousd:triple_gx:lsma185_100_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -51.97 | 1.44 | -0.03 | + |
| 2023 | 109.84 | 43.25 | 0.39 | - |
| 2024 | 196.25 | 464.66 | 2.37 | + |
| 2025 | -41.72 | 6.14 | -0.15 | + |
| Metric | 7488172:xyousd:triple_gx:lsma185_100_30 | 7488172:XYOUSD |
|---|---|---|
| MTD | -1.8% | -16.85% |
| 3M | 24.67% | -17.23% |
| 6M | 185.18% | 23.88% |
| YTD | 6.14% | -41.72% |
| 1Y | 322.89% | 39.87% |
| 3Y (ann.) | -100.0% | -100.0% |
| 5Y (ann.) | -100.0% | -100.0% |
| Metric | 7488172:xyousd:triple_gx:lsma185_100_30 | 7488172:XYOUSD |
|---|---|---|
| Max Drawdown | -49.85% | -78.53% |
| Longest DD Days | 328.0 | 412.0 |
| Avg. Drawdown | -22.58% | -36.97% |
| Avg. Drawdown Days | 72.0 | 106.0 |
| Recovery Factor | -0.07 | -0.2 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-10 | 2025-05-31 | -49.85 | 172 |
| 2023-01-05 | 2023-11-29 | -42.86 | 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 | 7488172:xyousd:triple_gx:lsma185_100_30 | 7488172: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 | 1269.2% | 1269.09% |
| Avg. Down Day | -394.45% | -213.13% |
| Avg. Up Week | 1023.45% | 309.2% |
| Avg. Down Week | -530.55% | -244.81% |
| Avg. Up Month | 4083.88% | 71.65% |
| Avg. Down Month | -157.91% | -145.86% |
| Win Days % | 23.47% | 25.48% |
| Win Month % | 26.92% | 15.62% |
| Win Week % | 27.14% | 22.54% |
| Win Quarter % | 0.0% | 0.0% |
| Win Year % | 0.0% | 0.0% |