| Metric | 13717823:maticusd:triple_med_gx:lsma280_105 | 13717823:MATICUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 54.74% | -84.26% |
| Max Drawdown | -74.88% | -90.52% |
| Sharpe | 0.26 | -0.08 |
| Sortino | 0.4 | -0.12 |
| Payoff Ratio | 1.2 | 1.16 |
| Profit Factor | 1.09 | 0.99 |
| Common Sense Ratio | 1.12 | 0.95 |
| CPC Index | 0.61 | 0.57 |
| Tail Ratio | 1.02 | 0.96 |
| Outlier Win Ratio | 24.68 | 3.64 |
| Outlier Loss Ratio | 3.45 | 3.29 |
| Volatility (ann.) | 24.43% | 45.89% |
| R^2 | 0.28 | 0.28 |
| Calmar | 0.19 | -0.48 |
| Skew | 1.45 | 0.42 |
| Kurtosis | 46.98 | 8.88 |
| Expected Daily % | 0.01% | -0.04% |
| Expected Monthly % | 1.13% | -4.63% |
| Expected Yearly % | 11.53% | -37.01% |
| Kelly Criterion | 1.8% | 5.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.09% | -3.96% |
| Expected Shortfall (cVaR) | -2.09% | -3.96% |
| Year | 13717823:MATICUSD | 13717823:maticusd:triple_med_gx:lsma280_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -46.04 | 177.89 | -3.86 | + |
| 2023 | 28.05 | 43.68 | 1.56 | + |
| 2024 | -53.49 | -42.46 | 0.79 | + |
| 2025 | -51.02 | -32.64 | 0.64 | + |
| Metric | 13717823:maticusd:triple_med_gx:lsma280_105 | 13717823:MATICUSD |
|---|---|---|
| MTD | 1.16% | -7.14% |
| 3M | -21.91% | -20.16% |
| 6M | -40.27% | -61.98% |
| YTD | -32.64% | -51.02% |
| 1Y | -66.43% | -69.02% |
| 3Y (ann.) | 14.0% | -28.26% |
| 5Y (ann.) | 14.52% | -43.69% |
| Metric | 13717823:maticusd:triple_med_gx:lsma280_105 | 13717823:MATICUSD |
|---|---|---|
| Max Drawdown | -74.88% | -90.52% |
| Longest DD Days | 444.0 | 1157.0 |
| Avg. Drawdown | -6.95% | -15.95% |
| Avg. Drawdown Days | 29.0 | 167.0 |
| Recovery Factor | 0.73 | -0.93 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-12 | 2025-05-30 | -74.88 | 444 |
| 2023-02-18 | 2024-03-02 | -36.81 | 377 |
| 2022-04-08 | 2022-06-23 | -32.67 | 75 |
| 2022-07-29 | 2022-10-17 | -12.66 | 80 |
| 2022-11-15 | 2023-01-26 | -10.22 | 72 |
| 2022-07-11 | 2022-07-13 | -9.95 | 2 |
| 2023-02-04 | 2023-02-15 | -9.95 | 11 |
| 2022-10-18 | 2022-10-23 | -7.77 | 5 |
| 2023-01-27 | 2023-02-01 | -6.65 | 5 |
| 2023-02-16 | 2023-02-17 | -5.42 | 0 |
| Metric | 13717823:maticusd:triple_med_gx:lsma280_105 | 13717823:MATICUSD |
|---|---|---|
| Best Day | 18.62% | 18.84% |
| Worst Day | -17.7% | -18.51% |
| Best Week | 52.18% | 52.18% |
| Worst Week | -13.75% | -36.09% |
| Best Month | 62.71% | 93.06% |
| Worst Month | -22.8% | -36.17% |
| Best Year | 177.89% | 28.05% |
| Worst Year | -42.46% | -53.49% |
| Avg. Up Day | 1.91% | 1.92% |
| Avg. Down Day | -1.59% | -1.65% |
| Avg. Up Week | 10.23% | 11.24% |
| Avg. Down Week | -5.21% | -10.55% |
| Avg. Up Month | 13.36% | 26.45% |
| Avg. Down Month | -10.82% | -20.57% |
| Win Days % | 46.38% | 49.27% |
| Win Month % | 56.25% | 38.46% |
| Win Week % | 45.45% | 43.86% |
| Win Quarter % | 57.14% | 50.0% |
| Win Year % | 50.0% | 25.0% |