| Metric | 13666072:maticusd:triple_med_gx:lsma100_20 | 13666072:MATICUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 206.93% | -86.2% |
| Max Drawdown | -33.11% | -91.97% |
| Sharpe | 0.54 | -0.09 |
| Sortino | 0.89 | -0.13 |
| Payoff Ratio | 1.23 | 1.19 |
| Profit Factor | 1.2 | 0.99 |
| Common Sense Ratio | 1.24 | 0.95 |
| CPC Index | 0.7 | 0.58 |
| Tail Ratio | 1.04 | 0.97 |
| Outlier Win Ratio | 28.36 | 3.37 |
| Outlier Loss Ratio | 4.05 | 3.06 |
| Volatility (ann.) | 19.05% | 46.14% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.21 | -0.49 |
| Skew | 3.11 | 0.39 |
| Kurtosis | 53.72 | 8.5 |
| Expected Daily % | 0.02% | -0.04% |
| Expected Monthly % | 2.77% | -4.72% |
| Expected Yearly % | 32.36% | -39.05% |
| Kelly Criterion | 4.68% | 6.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.61% | -3.98% |
| Expected Shortfall (cVaR) | -1.61% | -3.98% |
| Year | 13666072:MATICUSD | 13666072:maticusd:triple_med_gx:lsma100_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.67 | 166.54 | -3.16 | + |
| 2023 | 28.05 | 39.95 | 1.42 | + |
| 2024 | -53.49 | -7.27 | 0.14 | + |
| 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.) | 41.18% | -28.26% |
| 5Y (ann.) | 39.94% | -44.76% |
| Metric | 13666072:maticusd:triple_med_gx:lsma100_20 | 13666072:MATICUSD |
|---|---|---|
| Max Drawdown | -33.11% | -91.97% |
| Longest DD Days | 518.0 | 1205.0 |
| Avg. Drawdown | -5.71% | -28.49% |
| Avg. Drawdown Days | 33.0 | 303.0 |
| Recovery Factor | 6.25 | -0.94 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-28 | 2025-05-30 | -33.11 | 518 |
| 2023-02-18 | 2023-08-29 | -26.99 | 192 |
| 2022-03-02 | 2022-06-23 | -17.83 | 112 |
| 2023-08-29 | 2023-12-08 | -15.18 | 101 |
| 2022-07-19 | 2022-09-01 | -9.43 | 44 |
| 2022-02-01 | 2022-02-04 | -8.81 | 3 |
| 2022-12-27 | 2023-02-03 | -7.84 | 38 |
| 2023-02-04 | 2023-02-17 | -7.24 | 13 |
| 2022-06-25 | 2022-07-16 | -6.94 | 21 |
| 2022-09-27 | 2022-09-30 | -5.85 | 3 |
| Metric | 13666072:maticusd:triple_med_gx:lsma100_20 | 13666072:MATICUSD |
|---|---|---|
| Best Day | 18.84% | 18.84% |
| Worst Day | -7.87% | -18.51% |
| Best Week | 39.22% | 52.18% |
| Worst Week | -20.01% | -36.09% |
| Best Month | 47.38% | 93.06% |
| Worst Month | -19.69% | -36.17% |
| Best Year | 166.54% | 28.05% |
| Worst Year | -11.27% | -53.49% |
| Avg. Up Day | 1.61% | 1.62% |
| Avg. Down Day | -1.31% | -1.36% |
| Avg. Up Week | 7.56% | 10.36% |
| Avg. Down Week | -4.01% | -6.5% |
| Avg. Up Month | 9.49% | 26.73% |
| Avg. Down Month | -6.41% | -19.48% |
| Win Days % | 47.45% | 49.28% |
| Win Month % | 60.98% | 39.02% |
| Win Week % | 51.0% | 43.82% |
| Win Quarter % | 71.43% | 50.0% |
| Win Year % | 50.0% | 25.0% |