| Metric | 13670985:maticusd:triple_med_gx:lsma100_40 | 13670985:MATICUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 15.12% | -67.06% |
| Max Drawdown | -18.82% | -78.18% |
| Sharpe | 0.31 | -0.36 |
| Sortino | 0.52 | -0.51 |
| Payoff Ratio | 1.32 | 1.3 |
| Profit Factor | 1.12 | 0.95 |
| Common Sense Ratio | 0.96 | 0.93 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 0.86 | 0.98 |
| Outlier Win Ratio | 42.84 | 3.08 |
| Outlier Loss Ratio | 4.51 | 2.87 |
| Volatility (ann.) | 13.08% | 44.16% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.74 | -0.82 |
| Skew | 2.57 | 0.09 |
| Kurtosis | 39.74 | 6.14 |
| Expected Daily % | 0.01% | -0.07% |
| Expected Monthly % | 1.09% | -8.19% |
| Expected Yearly % | 7.3% | -42.61% |
| Kelly Criterion | 0.01% | 7.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -3.85% |
| Expected Shortfall (cVaR) | -1.12% | -3.85% |
| Year | 13670985:MATICUSD | 13670985:maticusd:triple_med_gx:lsma100_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -32.76 | 37.40 | -1.14 | + |
| 2025 | -51.02 | -16.21 | 0.32 | + |
| Metric | 13670985:maticusd:triple_med_gx:lsma100_40 | 13670985:MATICUSD |
|---|---|---|
| MTD | -10.62% | -7.14% |
| 3M | -8.28% | -20.16% |
| 6M | -12.74% | -61.98% |
| YTD | -16.21% | -51.02% |
| 1Y | 5.85% | -69.02% |
| 3Y (ann.) | 13.94% | -64.26% |
| 5Y (ann.) | 13.94% | -64.26% |
| Metric | 13670985:maticusd:triple_med_gx:lsma100_40 | 13670985:MATICUSD |
|---|---|---|
| Max Drawdown | -18.82% | -78.18% |
| Longest DD Days | 153.0 | 374.0 |
| Avg. Drawdown | -4.1% | -13.77% |
| Avg. Drawdown Days | 27.0 | 56.0 |
| Recovery Factor | 0.8 | -0.86 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-27 | 2025-05-30 | -18.82 | 153 |
| 2024-09-13 | 2024-11-08 | -10.53 | 55 |
| 2024-08-12 | 2024-09-13 | -6.50 | 31 |
| 2024-06-23 | 2024-07-15 | -6.29 | 21 |
| 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 |
| 2024-07-15 | 2024-08-12 | -1.10 | 28 |
| 2024-05-27 | 2024-06-23 | -0.99 | 26 |
| Metric | 13670985:maticusd:triple_med_gx:lsma100_40 | 13670985:MATICUSD |
|---|---|---|
| Best Day | 7.57% | 16.15% |
| Worst Day | -6.27% | -13.79% |
| Best Week | 15.47% | 34.41% |
| Worst Week | -7.91% | -26.6% |
| Best Month | 16.82% | 86.39% |
| Worst Month | -10.62% | -33.28% |
| Best Year | 37.4% | -32.76% |
| Worst Year | -16.21% | -51.02% |
| Avg. Up Day | 1.46% | 1.48% |
| Avg. Down Day | -1.11% | -1.14% |
| Avg. Up Week | 5.92% | 16.65% |
| Avg. Down Week | -3.13% | -5.69% |
| Avg. Up Month | 8.55% | 35.74% |
| Avg. Down Month | -5.5% | -17.35% |
| Win Days % | 43.02% | 47.77% |
| Win Month % | 69.23% | 23.08% |
| Win Week % | 50.0% | 32.76% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |