| Metric | 7489203:xyousd:triple_gx:lsma230_55_35 | 7489203:XYOUSD |
|---|---|---|
| Time in Market | 35.0% | 99.0% |
| Cumulative Return | 181.18% | 42.21% |
| Max Drawdown | -53.78% | -78.53% |
| Sharpe | 0.99 | 1.43 |
| Sortino | 7.43 | 10.97 |
| Payoff Ratio | 0.7 | 0.65 |
| Profit Factor | 2.47 | 2.32 |
| Common Sense Ratio | 0.11 | 0.29 |
| CPC Index | 0.26 | 0.43 |
| Tail Ratio | 0.72 | 1.37 |
| Outlier Win Ratio | 32.23 | 4.49 |
| Outlier Loss Ratio | 6.06 | 5.66 |
| Volatility (ann.) | 175.72% | 201.72% |
| R^2 | 0.76 | 0.76 |
| Calmar | -0.22 | -0.42 |
| Skew | 17.51 | 12.01 |
| Kurtosis | 327.86 | 162.62 |
| Expected Daily % | -100.0% | -100.0% |
| Expected Monthly % | -100.0% | -100.0% |
| Expected Yearly % | -100.0% | -100.0% |
| Kelly Criterion | 6.96% | 5.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2514.15% | -4666.16% |
| Expected Shortfall (cVaR) | -2440.38% | -5929.87% |
| Year | 7489203:XYOUSD | 7489203:xyousd:triple_gx:lsma230_55_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 144.02 | 315.53 | 2.19 | + |
| 2025 | -41.72 | -32.33 | 0.77 | + |
| Metric | 7489203:xyousd:triple_gx:lsma230_55_35 | 7489203:XYOUSD |
|---|---|---|
| MTD | -8.29% | -16.85% |
| 3M | -19.96% | -17.23% |
| 6M | 81.06% | 23.88% |
| YTD | -32.33% | -41.72% |
| 1Y | 181.18% | 39.87% |
| 3Y (ann.) | -100.0% | -100.0% |
| 5Y (ann.) | -100.0% | -100.0% |
| Metric | 7489203:xyousd:triple_gx:lsma230_55_35 | 7489203:XYOUSD |
|---|---|---|
| Max Drawdown | -53.78% | -78.53% |
| Longest DD Days | 172.0 | 182.0 |
| Avg. Drawdown | -28.67% | -35.88% |
| Avg. Drawdown Days | 68.0 | 75.0 |
| Recovery Factor | -0.22 | -0.42 |
| Ulcer Index | 0.96 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-10 | 2025-05-31 | -53.78 | 172 |
| 2024-06-23 | 2024-11-19 | -36.14 | 149 |
| 2024-12-04 | 2024-12-09 | -24.30 | 5 |
| 2024-11-20 | 2024-12-02 | -23.14 | 12 |
| 2024-06-19 | 2024-06-21 | -5.98 | 2 |
| Metric | 7489203:xyousd:triple_gx:lsma230_55_35 | 7489203:XYOUSD |
|---|---|---|
| Best Day | 29681.22% | 45057.68% |
| Worst Day | -3095.59% | -3095.59% |
| Best Week | 4083.88% | 2190.04% |
| Worst Week | -11759.81% | -4456.12% |
| Best Month | 4083.88% | 812.42% |
| Worst Month | -100.0% | -138.12% |
| Best Year | -100.0% | -100.0% |
| Worst Year | -100.0% | -100.0% |
| Avg. Up Day | 1321.36% | 1320.82% |
| Avg. Down Day | -224.26% | -218.0% |
| Avg. Up Week | 1312.43% | 240.29% |
| Avg. Down Week | -936.08% | -169.97% |
| Avg. Up Month | 4083.88% | 71.65% |
| Avg. Down Month | -100.0% | -98.71% |
| Win Days % | 26.72% | 28.27% |
| Win Month % | 40.0% | 30.77% |
| Win Week % | 28.0% | 28.57% |
| Win Quarter % | 20.0% | 0.0% |
| Win Year % | 0.0% | 0.0% |