| Metric | 3588113:MSFT:triple_gx:kama85_80_45 | 3588113:MSFT |
|---|---|---|
| Time in Market | 87.0% | 100.0% |
| Cumulative Return | 9.69% | 23.42% |
| Max Drawdown | -15.49% | -24.17% |
| Sharpe | 0.49 | 0.83 |
| Sortino | 0.66 | 1.24 |
| Payoff Ratio | 0.86 | 0.86 |
| Profit Factor | 1.08 | 1.14 |
| Common Sense Ratio | 1.06 | 1.06 |
| CPC Index | 0.52 | 0.54 |
| Tail Ratio | 0.98 | 0.94 |
| Outlier Win Ratio | 4.46 | 3.06 |
| Outlier Loss Ratio | 3.61 | 3.36 |
| Volatility (ann.) | 21.79% | 27.47% |
| R^2 | 0.63 | 0.63 |
| Calmar | 0.38 | 0.58 |
| Skew | -0.88 | 0.66 |
| Kurtosis | 4.8 | 8.82 |
| Expected Daily % | 0.02% | 0.05% |
| Expected Monthly % | 0.46% | 1.06% |
| Expected Yearly % | 4.73% | 11.1% |
| Kelly Criterion | 3.83% | 3.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.85% | -2.3% |
| Expected Shortfall (cVaR) | -1.85% | -2.3% |
| Year | 3588113:MSFT | 3588113:MSFT:triple_gx:kama85_80_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 5.95 | 5.95 | 1.00 | + |
| 2025 | 16.49 | 3.53 | 0.21 | - |
| Metric | 3588113:MSFT:triple_gx:kama85_80_45 | 3588113:MSFT |
|---|---|---|
| MTD | -0.2% | -0.2% |
| 3M | -0.8% | -0.8% |
| 6M | 4.39% | 4.39% |
| YTD | 3.53% | 16.49% |
| 1Y | -1.62% | 10.7% |
| 3Y (ann.) | 5.94% | 14.03% |
| 5Y (ann.) | 5.94% | 14.03% |
| Metric | 3588113:MSFT:triple_gx:kama85_80_45 | 3588113:MSFT |
|---|---|---|
| Max Drawdown | -15.49% | -24.17% |
| Longest DD Days | 388.0 | 332.0 |
| Avg. Drawdown | -4.18% | -2.87% |
| Avg. Drawdown Days | 50.0 | 25.0 |
| Recovery Factor | 0.63 | 0.97 |
| Ulcer Index | 1.07 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-08 | 2025-07-31 | -15.49 | 388 |
| 2025-10-29 | 2025-12-08 | -12.90 | 40 |
| 2025-08-05 | 2025-10-28 | -7.59 | 84 |
| 2024-05-23 | 2024-06-11 | -3.95 | 19 |
| 2025-08-01 | 2025-08-04 | -1.76 | 3 |
| 2024-06-28 | 2024-07-01 | -1.30 | 3 |
| 2024-05-07 | 2024-05-10 | -1.02 | 3 |
| 2024-05-16 | 2024-05-20 | -0.68 | 4 |
| 2024-06-18 | 2024-06-21 | -0.60 | 3 |
| 2024-06-24 | 2024-06-25 | -0.47 | 1 |
| Metric | 3588113:MSFT:triple_gx:kama85_80_45 | 3588113:MSFT |
|---|---|---|
| Best Day | 4.13% | 10.13% |
| Worst Day | -6.18% | -6.18% |
| Best Week | 7.19% | 11.08% |
| Worst Week | -7.46% | -7.46% |
| Best Month | 8.05% | 16.47% |
| Worst Month | -6.4% | -6.4% |
| Best Year | 5.95% | 16.49% |
| Worst Year | 3.53% | 5.95% |
| Avg. Up Day | 0.84% | 0.84% |
| Avg. Down Day | -0.97% | -0.97% |
| Avg. Up Week | 2.0% | 2.08% |
| Avg. Down Week | -2.13% | -2.17% |
| Avg. Up Month | 4.79% | 6.67% |
| Avg. Down Month | -2.73% | -2.88% |
| Win Days % | 55.49% | 55.36% |
| Win Month % | 44.44% | 45.0% |
| Win Week % | 55.26% | 54.65% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 100.0% | 100.0% |