| Metric | 13720955:maticusd:triple_med_gx:lsma70_105 | 13720955:MATICUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 94.39% | -84.63% |
| Max Drawdown | -51.65% | -90.52% |
| Sharpe | 0.46 | -0.08 |
| Sortino | 0.71 | -0.12 |
| Payoff Ratio | 1.26 | 1.07 |
| Profit Factor | 1.32 | 0.99 |
| Common Sense Ratio | NaN | 0.96 |
| CPC Index | 0.83 | 0.52 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 67.78 | 2.92 |
| Outlier Loss Ratio | 3.05 | 2.57 |
| Volatility (ann.) | 12.89% | 46.01% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.44 | -0.48 |
| Skew | 1.15 | 0.39 |
| Kurtosis | 141.78 | 8.74 |
| Expected Daily % | 0.01% | -0.04% |
| Expected Monthly % | 1.68% | -4.57% |
| Expected Yearly % | 18.08% | -37.38% |
| Kelly Criterion | 9.78% | 1.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -3.97% |
| Expected Shortfall (cVaR) | -1.09% | -3.97% |
| Year | 13720955:MATICUSD | 13720955:maticusd:triple_med_gx:lsma70_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -47.29 | 89.82 | -1.90 | + |
| 2023 | 28.05 | 94.24 | 3.36 | + |
| 2024 | -53.49 | -29.36 | 0.55 | + |
| 2025 | -51.02 | -25.36 | 0.50 | + |
| Metric | 13720955:maticusd:triple_med_gx:lsma70_105 | 13720955:MATICUSD |
|---|---|---|
| MTD | 0.0% | -7.14% |
| 3M | -1.53% | -20.16% |
| 6M | -27.22% | -61.98% |
| YTD | -25.36% | -51.02% |
| 1Y | -46.35% | -69.02% |
| 3Y (ann.) | 17.11% | -28.26% |
| 5Y (ann.) | 22.55% | -43.61% |
| Metric | 13720955:maticusd:triple_med_gx:lsma70_105 | 13720955:MATICUSD |
|---|---|---|
| Max Drawdown | -51.65% | -90.52% |
| Longest DD Days | 357.0 | 1157.0 |
| Avg. Drawdown | -5.47% | -22.6% |
| Avg. Drawdown Days | 39.0 | 198.0 |
| Recovery Factor | 1.83 | -0.93 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-05-30 | -51.65 | 357 |
| 2022-03-20 | 2022-06-21 | -10.83 | 93 |
| 2022-11-15 | 2023-02-14 | -10.14 | 90 |
| 2022-08-05 | 2022-11-15 | -10.12 | 101 |
| 2023-02-18 | 2023-06-11 | -7.70 | 113 |
| 2022-02-26 | 2022-02-28 | -6.86 | 2 |
| 2022-06-21 | 2022-06-22 | -6.77 | 1 |
| 2024-01-07 | 2024-06-05 | -6.39 | 150 |
| 2023-02-16 | 2023-02-17 | -5.42 | 0 |
| 2023-10-17 | 2023-10-20 | -4.55 | 3 |
| Metric | 13720955:maticusd:triple_med_gx:lsma70_105 | 13720955:MATICUSD |
|---|---|---|
| Best Day | 14.07% | 18.84% |
| Worst Day | -13.79% | -18.51% |
| Best Week | 50.48% | 52.18% |
| Worst Week | -24.03% | -36.09% |
| Best Month | 50.48% | 93.06% |
| Worst Month | -24.03% | -36.17% |
| Best Year | 94.24% | 28.05% |
| Worst Year | -29.36% | -53.49% |
| Avg. Up Day | 1.8% | 1.82% |
| Avg. Down Day | -1.43% | -1.7% |
| Avg. Up Week | 14.13% | 12.96% |
| Avg. Down Week | -4.82% | -9.93% |
| Avg. Up Month | 13.96% | 14.91% |
| Avg. Down Month | -6.22% | -19.97% |
| Win Days % | 49.72% | 49.28% |
| Win Month % | 48.15% | 40.0% |
| Win Week % | 46.15% | 43.68% |
| Win Quarter % | 57.14% | 50.0% |
| Win Year % | 50.0% | 25.0% |