| Metric | 17543744:MSTR:triple_med_gx:lsma30_20 | 17543744:MSTR |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 12.73% | -47.0% |
| Max Drawdown | -13.82% | -62.6% |
| Sharpe | 0.94 | -0.78 |
| Sortino | 1.36 | -1.11 |
| Payoff Ratio | 1.58 | 1.37 |
| Profit Factor | 1.43 | 0.89 |
| Common Sense Ratio | 13.21 | 0.7 |
| CPC Index | 0.93 | 0.57 |
| Tail Ratio | 9.24 | 0.78 |
| Outlier Win Ratio | 35.03 | 2.54 |
| Outlier Loss Ratio | 4.63 | 2.17 |
| Volatility (ann.) | 26.65% | 91.93% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.16 | -0.87 |
| Skew | -1.05 | 0.5 |
| Kurtosis | 22.45 | 3.68 |
| Expected Daily % | 0.06% | -0.31% |
| Expected Monthly % | 1.1% | -5.61% |
| Expected Yearly % | 12.73% | -47.0% |
| Kelly Criterion | 3.85% | 7.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.23% | -8.11% |
| Expected Shortfall (cVaR) | -2.23% | -8.11% |
| Year | 17543744:MSTR | 17543744:MSTR:triple_med_gx:lsma30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -47.00 | 12.73 | -0.27 | + |
| Metric | 17543744:MSTR:triple_med_gx:lsma30_20 | 17543744:MSTR |
|---|---|---|
| MTD | 0.0% | 1.02% |
| 3M | 12.14% | -45.8% |
| 6M | 17.93% | -52.66% |
| YTD | 12.73% | -47.0% |
| 1Y | 12.73% | -47.0% |
| 3Y (ann.) | 16.05% | -54.54% |
| 5Y (ann.) | 16.05% | -54.54% |
| Metric | 17543744:MSTR:triple_med_gx:lsma30_20 | 17543744:MSTR |
|---|---|---|
| Max Drawdown | -13.82% | -62.6% |
| Longest DD Days | 96.0 | 141.0 |
| Avg. Drawdown | -5.13% | -17.87% |
| Avg. Drawdown Days | 37.0 | 33.0 |
| Recovery Factor | 0.92 | -0.75 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-26 | 2025-06-30 | -13.82 | 96 |
| 2025-07-01 | 2025-09-18 | -9.63 | 79 |
| 2025-09-30 | 2025-10-06 | -1.84 | 6 |
| 2025-09-26 | 2025-09-29 | -0.18 | 3 |
| 2025-03-24 | 2025-03-25 | -0.18 | 1 |
| Metric | 17543744:MSTR:triple_med_gx:lsma30_20 | 17543744:MSTR |
|---|---|---|
| Best Day | 5.9% | 24.76% |
| Worst Day | -9.84% | -16.68% |
| Best Week | 7.44% | 16.24% |
| Worst Week | -10.01% | -17.43% |
| Best Month | 10.24% | 31.86% |
| Worst Month | -10.01% | -34.26% |
| Best Year | 12.73% | -47.0% |
| Worst Year | 12.73% | -47.0% |
| Avg. Up Day | 3.32% | 3.39% |
| Avg. Down Day | -2.11% | -2.48% |
| Avg. Up Week | 5.4% | 6.78% |
| Avg. Down Week | -1.22% | -7.58% |
| Avg. Up Month | 9.89% | 9.53% |
| Avg. Down Month | -7.65% | -0.59% |
| Win Days % | 41.18% | 46.8% |
| Win Month % | 62.5% | 36.36% |
| Win Week % | 66.67% | 47.62% |
| Win Quarter % | 75.0% | 25.0% |
| Win Year % | 100.0% | 0.0% |