| Metric | 17541740:MSTR:triple_med_gx:lsma35_10 | 17541740:MSTR |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 643.14% | 554.79% |
| Max Drawdown | -21.88% | -73.73% |
| Sharpe | 1.95 | 1.22 |
| Sortino | 3.93 | 1.89 |
| Payoff Ratio | 1.62 | 1.45 |
| Profit Factor | 2.1 | 1.19 |
| Common Sense Ratio | 16.93 | 1.44 |
| CPC Index | 1.79 | 0.87 |
| Tail Ratio | 8.06 | 1.21 |
| Outlier Win Ratio | 26.55 | 2.88 |
| Outlier Loss Ratio | 3.89 | 2.81 |
| Volatility (ann.) | 46.14% | 113.63% |
| R^2 | 0.16 | 0.16 |
| Calmar | 3.34 | 0.91 |
| Skew | 2.64 | 0.16 |
| Kurtosis | 22.79 | 2.38 |
| Expected Daily % | 0.22% | 0.2% |
| Expected Monthly % | 4.56% | 4.26% |
| Expected Yearly % | 65.11% | 59.97% |
| Kelly Criterion | 23.32% | 15.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.73% | -9.4% |
| Expected Shortfall (cVaR) | -3.73% | -9.4% |
| Year | 17541740:MSTR | 17541740:MSTR:triple_med_gx:lsma35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -65.50 | 83.72 | -1.28 | + |
| 2023 | 346.15 | 85.80 | 0.25 | - |
| 2024 | 358.54 | 96.75 | 0.27 | - |
| 2025 | -7.22 | 10.65 | -1.47 | + |
| Metric | 17541740:MSTR:triple_med_gx:lsma35_10 | 17541740:MSTR |
|---|---|---|
| MTD | 0.0% | -0.3% |
| 3M | -0.99% | -26.71% |
| 6M | 1.68% | -31.87% |
| YTD | 10.65% | -7.22% |
| 1Y | 10.65% | 16.97% |
| 3Y (ann.) | 51.01% | 121.05% |
| 5Y (ann.) | 72.97% | 67.09% |
| Metric | 17541740:MSTR:triple_med_gx:lsma35_10 | 17541740:MSTR |
|---|---|---|
| Max Drawdown | -21.88% | -73.73% |
| Longest DD Days | 160.0 | 604.0 |
| Avg. Drawdown | -7.08% | -14.09% |
| Avg. Drawdown Days | 39.0 | 51.0 |
| Recovery Factor | 29.4 | 7.53 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-21 | 2025-06-30 | -21.88 | 160 |
| 2022-12-05 | 2023-01-20 | -18.04 | 46 |
| 2024-02-15 | 2024-05-15 | -15.42 | 90 |
| 2022-06-01 | 2022-07-15 | -14.16 | 44 |
| 2023-03-22 | 2023-03-29 | -12.59 | 7 |
| 2024-08-26 | 2025-01-17 | -10.34 | 144 |
| 2023-06-05 | 2023-06-20 | -8.53 | 15 |
| 2023-12-11 | 2024-02-07 | -8.26 | 58 |
| 2025-07-01 | 2025-11-03 | -7.65 | 125 |
| 2024-07-16 | 2024-07-19 | -6.73 | 3 |
| Metric | 17541740:MSTR:triple_med_gx:lsma35_10 | 17541740:MSTR |
|---|---|---|
| Best Day | 20.65% | 25.73% |
| Worst Day | -16.68% | -25.55% |
| Best Week | 35.15% | 57.02% |
| Worst Week | -14.51% | -36.78% |
| Best Month | 49.94% | 104.07% |
| Worst Month | -14.77% | -37.93% |
| Best Year | 96.75% | 358.54% |
| Worst Year | 10.65% | -65.5% |
| Avg. Up Day | 5.41% | 5.44% |
| Avg. Down Day | -3.35% | -3.75% |
| Avg. Up Week | 10.91% | 13.83% |
| Avg. Down Week | -4.68% | -6.37% |
| Avg. Up Month | 17.12% | 34.3% |
| Avg. Down Month | -5.8% | -15.44% |
| Win Days % | 52.63% | 50.11% |
| Win Month % | 65.38% | 51.11% |
| Win Week % | 58.82% | 51.3% |
| Win Quarter % | 78.57% | 56.25% |
| Win Year % | 100.0% | 50.0% |