| Metric | 13666072:maticusd:triple_med_gx:lsma100_20 | 13666072:MATICUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -8.02% | -67.06% |
| Max Drawdown | -27.91% | -78.18% |
| Sharpe | -0.04 | -0.36 |
| Sortino | -0.06 | -0.51 |
| Payoff Ratio | 1.2 | 1.19 |
| Profit Factor | 0.99 | 0.95 |
| Common Sense Ratio | 0.88 | 0.93 |
| CPC Index | 0.51 | 0.54 |
| Tail Ratio | 0.89 | 0.98 |
| Outlier Win Ratio | 35.36 | 3.2 |
| Outlier Loss Ratio | 4.05 | 3.09 |
| Volatility (ann.) | 15.89% | 44.16% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.27 | -0.82 |
| Skew | 1.29 | 0.09 |
| Kurtosis | 31.83 | 6.14 |
| Expected Daily % | -0.01% | -0.07% |
| Expected Monthly % | -0.64% | -8.19% |
| Expected Yearly % | -4.09% | -42.61% |
| Kelly Criterion | -3.73% | 3.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -3.85% |
| Expected Shortfall (cVaR) | -1.37% | -3.85% |
| Year | 13666072:MATICUSD | 13666072:maticusd:triple_med_gx:lsma100_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -32.76 | 3.67 | -0.11 | + |
| 2025 | -51.02 | -11.27 | 0.22 | + |
| Metric | 13666072:maticusd:triple_med_gx:lsma100_20 | 13666072:MATICUSD |
|---|---|---|
| MTD | 0.47% | -7.14% |
| 3M | -16.64% | -20.16% |
| 6M | -11.55% | -61.98% |
| YTD | -11.27% | -51.02% |
| 1Y | -12.26% | -69.02% |
| 3Y (ann.) | -7.45% | -64.26% |
| 5Y (ann.) | -7.45% | -64.26% |
| Metric | 13666072:maticusd:triple_med_gx:lsma100_20 | 13666072:MATICUSD |
|---|---|---|
| Max Drawdown | -27.91% | -78.18% |
| Longest DD Days | 165.0 | 374.0 |
| Avg. Drawdown | -9.27% | -13.77% |
| Avg. Drawdown Days | 59.0 | 56.0 |
| Recovery Factor | -0.29 | -0.86 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-25 | 2025-05-30 | -27.91 | 155 |
| 2024-05-27 | 2024-11-08 | -16.32 | 165 |
| 2024-12-02 | 2024-12-02 | -5.36 | 0 |
| 2024-11-09 | 2024-12-02 | -4.87 | 23 |
| 2024-05-18 | 2024-05-27 | -0.95 | 9 |
| 2024-05-17 | 2024-05-17 | -0.18 | 0 |
| Metric | 13666072:maticusd:triple_med_gx:lsma100_20 | 13666072:MATICUSD |
|---|---|---|
| Best Day | 9.47% | 16.15% |
| Worst Day | -7.18% | -13.79% |
| Best Week | 17.17% | 34.41% |
| Worst Week | -20.01% | -26.6% |
| Best Month | 14.35% | 86.39% |
| Worst Month | -19.69% | -33.28% |
| Best Year | 3.67% | -32.76% |
| Worst Year | -11.27% | -51.02% |
| Avg. Up Day | 1.51% | 1.52% |
| Avg. Down Day | -1.26% | -1.28% |
| Avg. Up Week | 5.95% | 13.06% |
| Avg. Down Week | -4.33% | -6.19% |
| Avg. Up Month | 7.5% | 35.74% |
| Avg. Down Month | -9.13% | -19.77% |
| Win Days % | 43.46% | 47.77% |
| Win Month % | 69.23% | 23.08% |
| Win Week % | 45.45% | 32.76% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |