| Metric | 6891193:maticusd:triple_gx:lsma160_40_30 | 6891193:MATICUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 292.26% | -85.76% |
| Max Drawdown | -49.12% | -90.15% |
| Sharpe | 0.99 | -0.2 |
| Sortino | 1.61 | -0.29 |
| Payoff Ratio | 1.35 | 1.14 |
| Profit Factor | 1.31 | 0.97 |
| Common Sense Ratio | 1.67 | 0.97 |
| CPC Index | 0.84 | 0.53 |
| Tail Ratio | 1.27 | 1.0 |
| Outlier Win Ratio | 14.29 | 3.61 |
| Outlier Loss Ratio | 3.44 | 3.19 |
| Volatility (ann.) | 62.66% | 92.51% |
| R^2 | 0.46 | 0.46 |
| Calmar | 1.07 | -0.5 |
| Skew | 1.54 | 0.54 |
| Kurtosis | 27.79 | 6.38 |
| Expected Daily % | 0.12% | -0.17% |
| Expected Monthly % | 3.57% | -4.88% |
| Expected Yearly % | 40.73% | -38.58% |
| Kelly Criterion | 8.52% | 3.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.23% | -8.01% |
| Expected Shortfall (cVaR) | -5.23% | -8.01% |
| Year | 6891193:MATICUSD | 6891193:maticusd:triple_gx:lsma160_40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -49.69 | -24.37 | 0.49 | + |
| 2023 | 28.05 | 115.59 | 4.12 | + |
| 2024 | -53.49 | 168.56 | -3.15 | + |
| 2025 | -52.48 | -10.42 | 0.20 | + |
| Metric | 6891193:maticusd:triple_gx:lsma160_40_30 | 6891193:MATICUSD |
|---|---|---|
| MTD | -4.2% | -9.92% |
| 3M | -3.41% | -22.54% |
| 6M | -7.29% | -61.9% |
| YTD | -10.42% | -52.48% |
| 1Y | 81.89% | -69.2% |
| 3Y (ann.) | 82.52% | -31.14% |
| 5Y (ann.) | 52.67% | -45.31% |
| Metric | 6891193:maticusd:triple_gx:lsma160_40_30 | 6891193:MATICUSD |
|---|---|---|
| Max Drawdown | -49.12% | -90.15% |
| Longest DD Days | 211.0 | 1155.0 |
| Avg. Drawdown | -10.81% | -22.38% |
| Avg. Drawdown Days | 36.0 | 235.0 |
| Recovery Factor | 5.95 | -0.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2022-11-07 | -49.12 | 211 |
| 2022-11-08 | 2023-02-17 | -35.16 | 101 |
| 2023-07-14 | 2023-11-08 | -29.24 | 117 |
| 2025-02-03 | 2025-05-10 | -18.21 | 96 |
| 2023-02-18 | 2023-07-13 | -17.40 | 145 |
| 2024-11-12 | 2024-11-18 | -16.48 | 6 |
| 2025-05-11 | 2025-05-31 | -15.60 | 20 |
| 2024-09-14 | 2024-11-07 | -13.54 | 54 |
| 2023-11-16 | 2023-12-25 | -13.33 | 39 |
| 2024-01-05 | 2024-03-04 | -10.60 | 59 |
| Metric | 6891193:maticusd:triple_gx:lsma160_40_30 | 6891193:MATICUSD |
|---|---|---|
| Best Day | 37.55% | 37.55% |
| Worst Day | -24.39% | -24.39% |
| Best Week | 52.18% | 52.18% |
| Worst Week | -36.09% | -36.09% |
| Best Month | 82.89% | 93.06% |
| Worst Month | -36.77% | -36.17% |
| Best Year | 168.56% | 28.05% |
| Worst Year | -24.37% | -53.49% |
| Avg. Up Day | 4.5% | 4.52% |
| Avg. Down Day | -3.34% | -3.97% |
| Avg. Up Week | 10.92% | 13.62% |
| Avg. Down Week | -6.46% | -9.87% |
| Avg. Up Month | 21.46% | 27.95% |
| Avg. Down Month | -9.68% | -20.94% |
| Win Days % | 47.46% | 48.37% |
| Win Month % | 63.33% | 38.46% |
| Win Week % | 52.94% | 43.93% |
| Win Quarter % | 69.23% | 50.0% |
| Win Year % | 50.0% | 25.0% |