| Metric | 17564496:MSTR:triple_med_gx:lsma35_90 | 17564496:MSTR |
|---|---|---|
| Time in Market | 57.0% | 100.0% |
| Cumulative Return | -13.59% | -27.19% |
| Max Drawdown | -28.47% | -44.16% |
| Sharpe | -0.85 | -1.31 |
| Sortino | -1.15 | -1.73 |
| Payoff Ratio | 1.31 | 1.17 |
| Profit Factor | 0.85 | 0.84 |
| Common Sense Ratio | 0.97 | 0.66 |
| CPC Index | 0.42 | 0.43 |
| Tail Ratio | 1.13 | 0.79 |
| Outlier Win Ratio | 6.31 | 2.27 |
| Outlier Loss Ratio | 3.94 | 3.05 |
| Volatility (ann.) | 45.22% | 65.05% |
| R^2 | 0.48 | 0.48 |
| Calmar | -1.01 | -1.18 |
| Skew | -0.42 | -0.22 |
| Kurtosis | 3.25 | 0.12 |
| Expected Daily % | -0.13% | -0.29% |
| Expected Monthly % | -2.07% | -4.43% |
| Expected Yearly % | -13.59% | -27.19% |
| Kelly Criterion | -10.86% | -3.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.0% | -5.83% |
| Expected Shortfall (cVaR) | -4.0% | -5.83% |
| Year | 17564496:MSTR | 17564496:MSTR:triple_med_gx:lsma35_90 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -27.19 | -13.59 | 0.50 | + |
| Metric | 17564496:MSTR:triple_med_gx:lsma35_90 | 17564496:MSTR |
|---|---|---|
| MTD | 0.0% | -0.3% |
| 3M | -14.49% | -26.71% |
| 6M | -13.59% | -27.19% |
| YTD | -13.59% | -27.19% |
| 1Y | -13.59% | -27.19% |
| 3Y (ann.) | -28.79% | -52.18% |
| 5Y (ann.) | -28.79% | -52.18% |
| Metric | 17564496:MSTR:triple_med_gx:lsma35_90 | 17564496:MSTR |
|---|---|---|
| Max Drawdown | -28.47% | -44.16% |
| Longest DD Days | 87.0 | 109.0 |
| Avg. Drawdown | -6.74% | -12.98% |
| Avg. Drawdown Days | 19.0 | 29.0 |
| Recovery Factor | -0.48 | -0.62 |
| Ulcer Index | inf | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-08 | 2025-11-03 | -28.47 | 87 |
| 2025-07-17 | 2025-08-07 | -7.62 | 21 |
| 2025-07-07 | 2025-07-09 | -2.06 | 2 |
| 2025-07-15 | 2025-07-16 | -1.93 | 1 |
| 2025-07-02 | 2025-07-03 | -0.18 | 1 |
| 2025-07-11 | 2025-07-14 | -0.18 | 3 |
| Metric | 17564496:MSTR:triple_med_gx:lsma35_90 | 17564496:MSTR |
|---|---|---|
| Best Day | 6.17% | 7.76% |
| Worst Day | -8.86% | -8.77% |
| Best Week | 13.77% | 13.77% |
| Worst Week | -10.35% | -13.32% |
| Best Month | 1.74% | 9.53% |
| Worst Month | -8.95% | -16.78% |
| Best Year | -13.59% | -27.19% |
| Worst Year | -13.59% | -27.19% |
| Avg. Up Day | 2.95% | 2.96% |
| Avg. Down Day | -2.25% | -2.54% |
| Avg. Up Week | 5.25% | 6.96% |
| Avg. Down Week | -4.76% | -6.68% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -8.4% | -10.22% |
| Win Days % | 37.1% | 44.44% |
| Win Month % | 50.0% | 16.67% |
| Win Week % | 40.0% | 39.13% |
| Win Quarter % | 50.0% | 33.33% |
| Win Year % | 0.0% | 0.0% |