| Metric | 13670985:maticusd:triple_med_gx:lsma100_40 | 13670985:MATICUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 365.05% | -85.53% |
| Max Drawdown | -23.27% | -91.97% |
| Sharpe | 0.7 | -0.08 |
| Sortino | 1.26 | -0.12 |
| Payoff Ratio | 1.31 | 1.25 |
| Profit Factor | 1.29 | 0.99 |
| Common Sense Ratio | 1.43 | 0.96 |
| CPC Index | 0.81 | 0.61 |
| Tail Ratio | 1.11 | 0.98 |
| Outlier Win Ratio | 29.14 | 3.29 |
| Outlier Loss Ratio | 4.01 | 2.92 |
| Volatility (ann.) | 18.92% | 46.16% |
| R^2 | 0.17 | 0.17 |
| Calmar | 2.51 | -0.48 |
| Skew | 4.31 | 0.39 |
| Kurtosis | 65.36 | 8.47 |
| Expected Daily % | 0.03% | -0.04% |
| Expected Monthly % | 3.82% | -4.61% |
| Expected Yearly % | 46.85% | -38.32% |
| Kelly Criterion | 7.95% | 8.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.59% | -3.99% |
| Expected Shortfall (cVaR) | -1.59% | -3.99% |
| Year | 13670985:MATICUSD | 13670985:maticusd:triple_med_gx:lsma100_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -50.39 | 200.01 | -3.97 | + |
| 2023 | 28.05 | 58.41 | 2.08 | + |
| 2024 | -53.49 | 16.79 | -0.31 | + |
| 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.) | 70.37% | -28.26% |
| 5Y (ann.) | 58.44% | -43.94% |
| Metric | 13670985:maticusd:triple_med_gx:lsma100_40 | 13670985:MATICUSD |
|---|---|---|
| Max Drawdown | -23.27% | -91.97% |
| Longest DD Days | 316.0 | 1205.0 |
| Avg. Drawdown | -4.56% | -19.73% |
| Avg. Drawdown Days | 22.0 | 202.0 |
| Recovery Factor | 15.69 | -0.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-28 | 2024-11-08 | -23.27 | 316 |
| 2022-03-02 | 2022-06-23 | -20.94 | 112 |
| 2024-12-27 | 2025-05-30 | -18.82 | 153 |
| 2023-02-04 | 2023-07-13 | -18.41 | 158 |
| 2023-07-14 | 2023-10-23 | -15.09 | 101 |
| 2022-10-26 | 2023-02-01 | -11.48 | 98 |
| 2022-07-11 | 2022-07-13 | -9.95 | 2 |
| 2022-02-01 | 2022-02-04 | -8.81 | 3 |
| 2022-06-25 | 2022-07-11 | -6.74 | 16 |
| 2023-11-14 | 2023-11-15 | -5.00 | 0 |
| Metric | 13670985:maticusd:triple_med_gx:lsma100_40 | 13670985:MATICUSD |
|---|---|---|
| Best Day | 18.84% | 18.84% |
| Worst Day | -7.87% | -18.51% |
| Best Week | 45.18% | 52.18% |
| Worst Week | -12.58% | -36.09% |
| Best Month | 67.74% | 93.06% |
| Worst Month | -11.57% | -36.17% |
| Best Year | 200.01% | 28.05% |
| Worst Year | -16.21% | -53.49% |
| Avg. Up Day | 1.64% | 1.65% |
| Avg. Down Day | -1.25% | -1.32% |
| Avg. Up Week | 7.97% | 11.2% |
| Avg. Down Week | -4.08% | -6.89% |
| Avg. Up Month | 12.66% | 27.14% |
| Avg. Down Month | -5.84% | -19.79% |
| Win Days % | 47.82% | 49.29% |
| Win Month % | 63.41% | 39.02% |
| Win Week % | 53.85% | 43.82% |
| Win Quarter % | 57.14% | 50.0% |
| Win Year % | 75.0% | 25.0% |