| Metric | 6891646:maticusd:triple_gx:lsma150_55_30 | 6891646:MATICUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 74.17% | -85.25% |
| Max Drawdown | -68.36% | -90.15% |
| Sharpe | 0.59 | -0.18 |
| Sortino | 0.9 | -0.26 |
| Payoff Ratio | 1.21 | 1.1 |
| Profit Factor | 1.16 | 0.97 |
| Common Sense Ratio | 1.37 | 0.98 |
| CPC Index | 0.66 | 0.52 |
| Tail Ratio | 1.19 | 1.01 |
| Outlier Win Ratio | 12.53 | 3.64 |
| Outlier Loss Ratio | 3.35 | 3.45 |
| Volatility (ann.) | 67.04% | 92.51% |
| R^2 | 0.53 | 0.53 |
| Calmar | 0.27 | -0.49 |
| Skew | 1.05 | 0.54 |
| Kurtosis | 21.23 | 6.33 |
| Expected Daily % | 0.05% | -0.16% |
| Expected Monthly % | 1.4% | -4.67% |
| Expected Yearly % | 14.88% | -38.02% |
| Kelly Criterion | 4.11% | 1.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.66% | -8.01% |
| Expected Shortfall (cVaR) | -5.66% | -8.01% |
| Year | 6891646:MATICUSD | 6891646:maticusd:triple_gx:lsma150_55_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -47.86 | -52.33 | 1.09 | - |
| 2023 | 28.05 | 111.74 | 3.98 | + |
| 2024 | -53.49 | 121.99 | -2.28 | + |
| 2025 | -52.48 | -22.27 | 0.42 | + |
| Metric | 6891646:maticusd:triple_gx:lsma150_55_30 | 6891646:MATICUSD |
|---|---|---|
| MTD | -7.51% | -9.92% |
| 3M | -16.19% | -22.54% |
| 6M | -19.55% | -61.9% |
| YTD | -22.27% | -52.48% |
| 1Y | 72.12% | -69.2% |
| 3Y (ann.) | 56.91% | -31.14% |
| 5Y (ann.) | 18.57% | -44.43% |
| Metric | 6891646:maticusd:triple_gx:lsma150_55_30 | 6891646:MATICUSD |
|---|---|---|
| Max Drawdown | -68.36% | -90.15% |
| Longest DD Days | 829.0 | 1155.0 |
| Avg. Drawdown | -19.64% | -37.19% |
| Avg. Drawdown Days | 133.0 | 394.0 |
| Recovery Factor | 1.09 | -0.95 |
| Ulcer Index | 1.02 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2024-07-12 | -68.36 | 829 |
| 2024-08-25 | 2024-11-18 | -33.74 | 85 |
| 2025-02-03 | 2025-05-31 | -25.74 | 117 |
| 2024-07-22 | 2024-08-20 | -11.99 | 29 |
| 2024-11-25 | 2024-11-27 | -8.34 | 2 |
| 2024-11-19 | 2024-11-22 | -5.60 | 3 |
| 2024-11-28 | 2024-11-29 | -3.18 | 1 |
| 2024-07-18 | 2024-07-19 | -0.18 | 1 |
| Metric | 6891646:maticusd:triple_gx:lsma150_55_30 | 6891646: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 | 81.79% | 93.06% |
| Worst Month | -37.67% | -36.17% |
| Best Year | 121.99% | 28.05% |
| Worst Year | -52.33% | -53.49% |
| Avg. Up Day | 4.43% | 4.44% |
| Avg. Down Day | -3.65% | -4.02% |
| Avg. Up Week | 11.42% | 13.03% |
| Avg. Down Week | -7.62% | -9.7% |
| Avg. Up Month | 15.55% | 27.69% |
| Avg. Down Month | -12.96% | -20.75% |
| Win Days % | 47.45% | 48.47% |
| Win Month % | 61.76% | 40.0% |
| Win Week % | 50.0% | 44.25% |
| Win Quarter % | 64.29% | 50.0% |
| Win Year % | 50.0% | 25.0% |