| Metric | 13664952:maticusd:triple_med_gx:lsma100_15 | 13664952:MATICUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 260.63% | -85.53% |
| Max Drawdown | -30.7% | -91.97% |
| Sharpe | 0.59 | -0.08 |
| Sortino | 1.0 | -0.12 |
| Payoff Ratio | 1.25 | 1.21 |
| Profit Factor | 1.22 | 0.99 |
| Common Sense Ratio | 1.28 | 0.96 |
| CPC Index | 0.72 | 0.59 |
| Tail Ratio | 1.06 | 0.98 |
| Outlier Win Ratio | 26.94 | 3.38 |
| Outlier Loss Ratio | 4.17 | 3.05 |
| Volatility (ann.) | 19.5% | 46.16% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.53 | -0.48 |
| Skew | 3.44 | 0.39 |
| Kurtosis | 53.73 | 8.47 |
| Expected Daily % | 0.03% | -0.04% |
| Expected Monthly % | 3.18% | -4.61% |
| Expected Yearly % | 37.81% | -38.32% |
| Kelly Criterion | 4.9% | 7.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.65% | -3.99% |
| Expected Shortfall (cVaR) | -1.65% | -3.99% |
| Year | 13664952:MATICUSD | 13664952:maticusd:triple_med_gx:lsma100_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -50.39 | 128.77 | -2.56 | + |
| 2023 | 28.05 | 67.11 | 2.39 | + |
| 2024 | -53.49 | 15.36 | -0.29 | + |
| 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.) | 53.97% | -28.26% |
| 5Y (ann.) | 46.82% | -43.94% |
| Metric | 13664952:maticusd:triple_med_gx:lsma100_15 | 13664952:MATICUSD |
|---|---|---|
| Max Drawdown | -30.7% | -91.97% |
| Longest DD Days | 260.0 | 1205.0 |
| Avg. Drawdown | -5.36% | -19.73% |
| Avg. Drawdown Days | 22.0 | 202.0 |
| Recovery Factor | 8.49 | -0.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-25 | 2025-05-30 | -30.70 | 156 |
| 2023-12-28 | 2024-09-13 | -22.98 | 260 |
| 2022-03-02 | 2022-06-23 | -22.73 | 113 |
| 2023-04-05 | 2023-07-13 | -18.27 | 99 |
| 2023-08-29 | 2023-10-23 | -14.94 | 55 |
| 2022-10-26 | 2023-02-18 | -13.08 | 114 |
| 2024-09-13 | 2024-11-08 | -12.45 | 55 |
| 2022-06-25 | 2022-07-14 | -10.97 | 19 |
| 2023-07-14 | 2023-08-29 | -9.59 | 46 |
| 2022-09-02 | 2022-10-04 | -9.49 | 31 |
| Metric | 13664952:maticusd:triple_med_gx:lsma100_15 | 13664952:MATICUSD |
|---|---|---|
| Best Day | 18.84% | 18.84% |
| Worst Day | -7.87% | -18.51% |
| Best Week | 41.16% | 52.18% |
| Worst Week | -21.0% | -36.09% |
| Best Month | 47.16% | 93.06% |
| Worst Month | -21.67% | -36.17% |
| Best Year | 128.77% | 28.05% |
| Worst Year | -18.22% | -53.49% |
| Avg. Up Day | 1.6% | 1.62% |
| Avg. Down Day | -1.28% | -1.34% |
| Avg. Up Week | 6.87% | 10.78% |
| Avg. Down Week | -3.94% | -6.08% |
| Avg. Up Month | 11.63% | 27.14% |
| Avg. Down Month | -5.99% | -19.49% |
| Win Days % | 47.11% | 49.29% |
| Win Month % | 60.98% | 39.02% |
| Win Week % | 51.43% | 43.82% |
| Win Quarter % | 71.43% | 50.0% |
| Win Year % | 75.0% | 25.0% |