| Metric | 17541740:MSTR:triple_med_gx:lsma35_10 | 17541740:MSTR |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 1.68% | -27.19% |
| Max Drawdown | -7.65% | -44.16% |
| Sharpe | 0.36 | -1.31 |
| Sortino | 0.55 | -1.73 |
| Payoff Ratio | 2.03 | 1.97 |
| Profit Factor | 1.22 | 0.84 |
| Common Sense Ratio | NaN | 0.66 |
| CPC Index | 0.93 | 0.73 |
| Tail Ratio | NaN | 0.79 |
| Outlier Win Ratio | 42.68 | 2.05 |
| Outlier Loss Ratio | 2.43 | 2.05 |
| Volatility (ann.) | 22.72% | 65.05% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.52 | -1.18 |
| Skew | 0.82 | -0.22 |
| Kurtosis | 35.37 | 0.12 |
| Expected Daily % | 0.02% | -0.29% |
| Expected Monthly % | 0.24% | -4.43% |
| Expected Yearly % | 1.68% | -27.19% |
| Kelly Criterion | 6.76% | 16.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.93% | -5.83% |
| Expected Shortfall (cVaR) | -1.93% | -5.83% |
| Year | 17541740:MSTR | 17541740:MSTR:triple_med_gx:lsma35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -27.19 | 1.68 | -0.06 | + |
| Metric | 17541740:MSTR:triple_med_gx:lsma35_10 | 17541740:MSTR |
|---|---|---|
| MTD | 0.0% | -0.3% |
| 3M | -0.99% | -26.71% |
| 6M | 1.68% | -27.19% |
| YTD | 1.68% | -27.19% |
| 1Y | 1.68% | -27.19% |
| 3Y (ann.) | 3.96% | -52.18% |
| 5Y (ann.) | 3.96% | -52.18% |
| Metric | 17541740:MSTR:triple_med_gx:lsma35_10 | 17541740:MSTR |
|---|---|---|
| Max Drawdown | -7.65% | -44.16% |
| Longest DD Days | 125.0 | 109.0 |
| Avg. Drawdown | -3.92% | -12.98% |
| Avg. Drawdown Days | 64.0 | 29.0 |
| Recovery Factor | 0.22 | -0.62 |
| Ulcer Index | inf | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-01 | 2025-11-03 | -7.65 | 125 |
| 2025-06-27 | 2025-06-30 | -0.18 | 3 |
| Metric | 17541740:MSTR:triple_med_gx:lsma35_10 | 17541740:MSTR |
|---|---|---|
| Best Day | 7.76% | 7.76% |
| Worst Day | -7.65% | -8.77% |
| Best Week | 5.24% | 13.77% |
| Worst Week | -2.24% | -13.32% |
| Best Month | 5.11% | 9.53% |
| Worst Month | -2.29% | -16.78% |
| Best Year | 1.68% | -27.19% |
| Worst Year | 1.68% | -27.19% |
| Avg. Up Day | 4.5% | 4.5% |
| Avg. Down Day | -2.21% | -2.28% |
| Avg. Up Week | 5.24% | 5.24% |
| Avg. Down Week | -0.99% | -1.32% |
| Avg. Up Month | 5.11% | 9.53% |
| Avg. Down Month | -1.64% | -2.12% |
| Win Days % | 37.5% | 44.44% |
| Win Month % | 33.33% | 16.67% |
| Win Week % | 25.0% | 39.13% |
| Win Quarter % | 50.0% | 33.33% |
| Win Year % | 100.0% | 0.0% |