| Metric | 17543751:MSTR:triple_med_gx:lsma65_20 | 17543751:MSTR |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 12.45% | -51.5% |
| Max Drawdown | -5.22% | -62.6% |
| Sharpe | 2.08 | -2.53 |
| Sortino | 5.68 | -3.2 |
| Payoff Ratio | 3.24 | 1.64 |
| Profit Factor | 2.7 | 0.72 |
| Common Sense Ratio | 0.0 | 0.58 |
| CPC Index | 3.75 | 0.5 |
| Tail Ratio | 0.0 | 0.81 |
| Outlier Win Ratio | 34.88 | 1.93 |
| Outlier Loss Ratio | 5.95 | 1.78 |
| Volatility (ann.) | 16.17% | 69.25% |
| R^2 | 0.06 | 0.06 |
| Calmar | 4.87 | -1.2 |
| Skew | 4.31 | -0.18 |
| Kurtosis | 26.27 | -0.19 |
| Expected Daily % | 0.09% | -0.55% |
| Expected Monthly % | 1.48% | -8.65% |
| Expected Yearly % | 12.45% | -51.5% |
| Kelly Criterion | 25.19% | 7.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -6.44% |
| Expected Shortfall (cVaR) | -1.3% | -6.44% |
| Year | 17543751:MSTR | 17543751:MSTR:triple_med_gx:lsma65_20 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -51.50 | 12.45 | -0.24 | + |
| Metric | 17543751:MSTR:triple_med_gx:lsma65_20 | 17543751:MSTR |
|---|---|---|
| MTD | 0.0% | 1.02% |
| 3M | 18.0% | -45.8% |
| 6M | 12.45% | -52.66% |
| YTD | 12.45% | -51.5% |
| 1Y | 12.45% | -51.5% |
| 3Y (ann.) | 25.42% | -75.28% |
| 5Y (ann.) | 25.42% | -75.28% |
| Metric | 17543751:MSTR:triple_med_gx:lsma65_20 | 17543751:MSTR |
|---|---|---|
| Max Drawdown | -5.22% | -62.6% |
| Longest DD Days | 66.0 | 141.0 |
| Avg. Drawdown | -1.41% | -16.67% |
| Avg. Drawdown Days | 14.0 | 35.0 |
| Recovery Factor | 2.38 | -0.82 |
| Ulcer Index | inf | 1.17 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-25 | 2025-09-29 | -5.22 | 66 |
| 2025-09-30 | 2025-10-01 | -1.29 | 1 |
| 2025-10-03 | 2025-10-06 | -0.20 | 3 |
| 2025-07-23 | 2025-07-24 | -0.18 | 1 |
| 2025-10-16 | 2025-10-17 | -0.18 | 1 |
| Metric | 17543751:MSTR:triple_med_gx:lsma65_20 | 17543751:MSTR |
|---|---|---|
| Best Day | 5.62% | 7.76% |
| Worst Day | -2.44% | -9.82% |
| Best Week | 13.77% | 13.77% |
| Worst Week | -2.94% | -17.43% |
| Best Month | 13.39% | 9.53% |
| Worst Month | -4.71% | -34.26% |
| Best Year | 12.45% | -51.5% |
| Worst Year | 12.45% | -51.5% |
| Avg. Up Day | 3.23% | 3.29% |
| Avg. Down Day | -1.0% | -2.0% |
| Avg. Up Week | 13.77% | 13.77% |
| Avg. Down Week | -1.65% | -8.04% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -4.71% | -0.59% |
| Win Days % | 42.86% | 42.75% |
| Win Month % | 66.67% | 28.57% |
| Win Week % | 50.0% | 40.74% |
| Win Quarter % | 50.0% | 33.33% |
| Win Year % | 100.0% | 0.0% |