| Metric | 13664952:maticusd:triple_med_gx:lsma100_15 | 13664952:MATICUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 4.3% | -67.06% |
| Max Drawdown | -30.7% | -78.18% |
| Sharpe | 0.14 | -0.36 |
| Sortino | 0.21 | -0.51 |
| Payoff Ratio | 1.23 | 1.18 |
| Profit Factor | 1.05 | 0.95 |
| Common Sense Ratio | 1.03 | 0.93 |
| CPC Index | 0.57 | 0.53 |
| Tail Ratio | 0.98 | 0.98 |
| Outlier Win Ratio | 34.88 | 3.17 |
| Outlier Loss Ratio | 4.35 | 2.99 |
| Volatility (ann.) | 15.03% | 44.16% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.13 | -0.82 |
| Skew | 1.22 | 0.09 |
| Kurtosis | 29.72 | 6.14 |
| Expected Daily % | 0.0% | -0.07% |
| Expected Monthly % | 0.32% | -8.19% |
| Expected Yearly % | 2.13% | -42.61% |
| Kelly Criterion | -1.46% | 3.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -3.85% |
| Expected Shortfall (cVaR) | -1.29% | -3.85% |
| Year | 13664952:MATICUSD | 13664952:maticusd:triple_med_gx:lsma100_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -32.76 | 27.55 | -0.84 | + |
| 2025 | -51.02 | -18.22 | 0.36 | + |
| Metric | 13664952:maticusd:triple_med_gx:lsma100_15 | 13664952:MATICUSD |
|---|---|---|
| MTD | -1.38% | -7.14% |
| 3M | -18.19% | -20.16% |
| 6M | -20.94% | -61.98% |
| YTD | -18.22% | -51.02% |
| 1Y | -6.89% | -69.02% |
| 3Y (ann.) | 3.98% | -64.26% |
| 5Y (ann.) | 3.98% | -64.26% |
| Metric | 13664952:maticusd:triple_med_gx:lsma100_15 | 13664952:MATICUSD |
|---|---|---|
| Max Drawdown | -30.7% | -78.18% |
| Longest DD Days | 156.0 | 374.0 |
| Avg. Drawdown | -7.09% | -13.77% |
| Avg. Drawdown Days | 39.0 | 56.0 |
| Recovery Factor | 0.14 | -0.86 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-25 | 2025-05-30 | -30.70 | 156 |
| 2024-09-13 | 2024-11-08 | -12.45 | 55 |
| 2024-05-27 | 2024-09-13 | -11.29 | 108 |
| 2024-05-21 | 2024-05-27 | -3.04 | 6 |
| 2024-11-30 | 2024-12-01 | -2.82 | 1 |
| 2024-11-30 | 2024-11-30 | -1.20 | 0 |
| 2024-11-09 | 2024-11-30 | -1.15 | 21 |
| 2024-05-16 | 2024-05-16 | -0.86 | 0 |
| 2024-05-17 | 2024-05-20 | -0.33 | 3 |
| Metric | 13664952:maticusd:triple_med_gx:lsma100_15 | 13664952:MATICUSD |
|---|---|---|
| Best Day | 7.57% | 16.15% |
| Worst Day | -7.18% | -13.79% |
| Best Week | 19.57% | 34.41% |
| Worst Week | -21.0% | -26.6% |
| Best Month | 20.97% | 86.39% |
| Worst Month | -21.67% | -33.28% |
| Best Year | 27.55% | -32.76% |
| Worst Year | -18.22% | -51.02% |
| Avg. Up Day | 1.42% | 1.43% |
| Avg. Down Day | -1.16% | -1.21% |
| Avg. Up Week | 5.76% | 13.5% |
| Avg. Down Week | -4.71% | -6.08% |
| Avg. Up Month | 12.96% | 35.74% |
| Avg. Down Month | -6.59% | -17.51% |
| Win Days % | 44.1% | 47.77% |
| Win Month % | 53.85% | 23.08% |
| Win Week % | 51.43% | 32.76% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |