| Metric | 17543744:MSTR:triple_med_gx:lsma30_20 | 17543744:MSTR |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 17.93% | -51.5% |
| Max Drawdown | -9.63% | -62.6% |
| Sharpe | 1.96 | -2.53 |
| Sortino | 3.48 | -3.2 |
| Payoff Ratio | 2.47 | 1.98 |
| Profit Factor | 2.14 | 0.72 |
| Common Sense Ratio | 24.61 | 0.58 |
| CPC Index | 2.17 | 0.61 |
| Tail Ratio | 11.47 | 0.81 |
| Outlier Win Ratio | 21.31 | 2.1 |
| Outlier Loss Ratio | 4.48 | 1.77 |
| Volatility (ann.) | 24.84% | 69.25% |
| R^2 | 0.14 | 0.14 |
| Calmar | 3.89 | -1.2 |
| Skew | 0.72 | -0.18 |
| Kurtosis | 18.91 | -0.19 |
| Expected Daily % | 0.13% | -0.55% |
| Expected Monthly % | 2.08% | -8.65% |
| Expected Yearly % | 17.93% | -51.5% |
| Kelly Criterion | 16.98% | 13.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.01% | -6.44% |
| Expected Shortfall (cVaR) | -2.01% | -6.44% |
| Year | 17543744:MSTR | 17543744:MSTR:triple_med_gx:lsma30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -51.50 | 17.93 | -0.35 | + |
| Metric | 17543744:MSTR:triple_med_gx:lsma30_20 | 17543744:MSTR |
|---|---|---|
| MTD | 0.0% | 1.02% |
| 3M | 12.14% | -45.8% |
| 6M | 17.93% | -52.66% |
| YTD | 17.93% | -51.5% |
| 1Y | 17.93% | -51.5% |
| 3Y (ann.) | 37.5% | -75.28% |
| 5Y (ann.) | 37.5% | -75.28% |
| Metric | 17543744:MSTR:triple_med_gx:lsma30_20 | 17543744:MSTR |
|---|---|---|
| Max Drawdown | -9.63% | -62.6% |
| Longest DD Days | 79.0 | 141.0 |
| Avg. Drawdown | -2.61% | -16.67% |
| Avg. Drawdown Days | 19.0 | 35.0 |
| Recovery Factor | 1.86 | -0.82 |
| Ulcer Index | inf | 1.17 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-01 | 2025-09-18 | -9.63 | 79 |
| 2025-09-30 | 2025-10-06 | -1.84 | 6 |
| 2025-06-26 | 2025-06-30 | -1.23 | 4 |
| 2025-06-23 | 2025-06-24 | -0.18 | 1 |
| 2025-09-26 | 2025-09-29 | -0.18 | 3 |
| Metric | 17543744:MSTR:triple_med_gx:lsma30_20 | 17543744:MSTR |
|---|---|---|
| Best Day | 5.9% | 7.76% |
| Worst Day | -7.82% | -9.82% |
| Best Week | 6.12% | 13.77% |
| Worst Week | -2.93% | -17.43% |
| Best Month | 10.24% | 9.53% |
| Worst Month | -7.65% | -34.26% |
| Best Year | 17.93% | -51.5% |
| Worst Year | 17.93% | -51.5% |
| Avg. Up Day | 3.66% | 3.75% |
| Avg. Down Day | -1.48% | -1.9% |
| Avg. Up Week | 4.72% | 7.21% |
| Avg. Down Week | -0.18% | -10.35% |
| Avg. Up Month | 9.89% | 9.53% |
| Avg. Down Month | -7.65% | -0.59% |
| Win Days % | 40.91% | 42.75% |
| Win Month % | 80.0% | 28.57% |
| Win Week % | 75.0% | 40.74% |
| Win Quarter % | 100.0% | 33.33% |
| Win Year % | 100.0% | 0.0% |