| Metric | 17543747:MSTR:triple_med_gx:lsma50_20 | 17543747:MSTR |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 13.6% | -39.17% |
| Max Drawdown | -26.91% | -62.6% |
| Sharpe | 0.75 | -0.77 |
| Sortino | 1.34 | -1.1 |
| Payoff Ratio | 1.48 | 1.28 |
| Profit Factor | 1.32 | 0.9 |
| Common Sense Ratio | 1.88 | 0.7 |
| CPC Index | 0.87 | 0.54 |
| Tail Ratio | 1.42 | 0.78 |
| Outlier Win Ratio | 16.97 | 2.49 |
| Outlier Loss Ratio | 4.01 | 2.96 |
| Volatility (ann.) | 48.37% | 83.66% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.72 | -0.8 |
| Skew | 4.13 | 0.78 |
| Kurtosis | 51.05 | 5.2 |
| Expected Daily % | 0.07% | -0.27% |
| Expected Monthly % | 1.28% | -4.85% |
| Expected Yearly % | 13.6% | -39.17% |
| Kelly Criterion | 6.44% | 5.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.06% | -7.38% |
| Expected Shortfall (cVaR) | -4.06% | -7.38% |
| Year | 17543747:MSTR | 17543747:MSTR:triple_med_gx:lsma50_20 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -39.17 | 13.60 | -0.35 | + |
| Metric | 17543747:MSTR:triple_med_gx:lsma50_20 | 17543747:MSTR |
|---|---|---|
| MTD | 0.0% | 1.02% |
| 3M | 25.23% | -45.8% |
| 6M | 19.33% | -52.66% |
| YTD | 13.6% | -39.17% |
| 1Y | 13.6% | -39.17% |
| 3Y (ann.) | 19.36% | -49.84% |
| 5Y (ann.) | 19.36% | -49.84% |
| Metric | 17543747:MSTR:triple_med_gx:lsma50_20 | 17543747:MSTR |
|---|---|---|
| Max Drawdown | -26.91% | -62.6% |
| Longest DD Days | 189.0 | 141.0 |
| Avg. Drawdown | -6.87% | -13.14% |
| Avg. Drawdown Days | 48.0 | 26.0 |
| Recovery Factor | 0.51 | -0.63 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-26 | 2025-10-01 | -26.91 | 189 |
| 2025-10-03 | 2025-10-06 | -0.20 | 3 |
| 2025-03-24 | 2025-03-25 | -0.18 | 1 |
| 2025-10-16 | 2025-10-17 | -0.18 | 1 |
| Metric | 17543747:MSTR:triple_med_gx:lsma50_20 | 17543747:MSTR |
|---|---|---|
| Best Day | 24.53% | 24.76% |
| Worst Day | -11.26% | -11.26% |
| Best Week | 13.77% | 16.24% |
| Worst Week | -6.23% | -17.43% |
| Best Month | 13.39% | 31.86% |
| Worst Month | -5.41% | -34.26% |
| Best Year | 13.6% | -39.17% |
| Worst Year | 13.6% | -39.17% |
| Avg. Up Day | 3.93% | 3.98% |
| Avg. Down Day | -2.66% | -3.11% |
| Avg. Up Week | 7.07% | 6.36% |
| Avg. Down Week | -1.89% | -6.73% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -3.49% | -1.31% |
| Win Days % | 44.19% | 46.99% |
| Win Month % | 50.0% | 30.0% |
| Win Week % | 42.86% | 47.37% |
| Win Quarter % | 50.0% | 25.0% |
| Win Year % | 100.0% | 0.0% |