| Metric | 17543751:MSTR:triple_med_gx:lsma65_20 | 17543751:MSTR |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 9.06% | -33.25% |
| Max Drawdown | -16.67% | -62.6% |
| Sharpe | 0.61 | -0.69 |
| Sortino | 1.14 | -1.02 |
| Payoff Ratio | 1.46 | 1.25 |
| Profit Factor | 1.29 | 0.9 |
| Common Sense Ratio | 1.95 | 0.72 |
| CPC Index | 0.83 | 0.53 |
| Tail Ratio | 1.52 | 0.79 |
| Outlier Win Ratio | 17.23 | 2.34 |
| Outlier Loss Ratio | 3.52 | 2.79 |
| Volatility (ann.) | 48.19% | 80.3% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.84 | -0.73 |
| Skew | 4.86 | 1.01 |
| Kurtosis | 57.89 | 6.66 |
| Expected Daily % | 0.05% | -0.24% |
| Expected Monthly % | 0.97% | -4.39% |
| Expected Yearly % | 9.06% | -33.25% |
| Kelly Criterion | 6.3% | 4.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.07% | -7.07% |
| Expected Shortfall (cVaR) | -4.07% | -7.07% |
| Year | 17543751:MSTR | 17543751:MSTR:triple_med_gx:lsma65_20 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -33.25 | 9.06 | -0.27 | + |
| Metric | 17543751:MSTR:triple_med_gx:lsma65_20 | 17543751:MSTR |
|---|---|---|
| MTD | 0.0% | 1.02% |
| 3M | 18.0% | -45.8% |
| 6M | 12.45% | -52.66% |
| YTD | 9.06% | -33.25% |
| 1Y | 9.06% | -33.25% |
| 3Y (ann.) | 13.97% | -45.64% |
| 5Y (ann.) | 13.97% | -45.64% |
| Metric | 17543751:MSTR:triple_med_gx:lsma65_20 | 17543751:MSTR |
|---|---|---|
| Max Drawdown | -16.67% | -62.6% |
| Longest DD Days | 239.0 | 141.0 |
| Avg. Drawdown | -13.96% | -11.46% |
| Avg. Drawdown Days | 120.0 | 23.0 |
| Recovery Factor | 0.54 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-10 | 2025-12-05 | -16.67 | 239 |
| 2025-04-08 | 2025-04-09 | -11.26 | 1 |
| Metric | 17543751:MSTR:triple_med_gx:lsma65_20 | 17543751:MSTR |
|---|---|---|
| Best Day | 24.76% | 24.76% |
| Worst Day | -11.26% | -11.26% |
| Best Week | 13.77% | 16.24% |
| Worst Week | -7.58% | -17.43% |
| Best Month | 13.39% | 41.76% |
| Worst Month | -4.71% | -34.26% |
| Best Year | 9.06% | -33.25% |
| Worst Year | 9.06% | -33.25% |
| Avg. Up Day | 3.85% | 3.9% |
| Avg. Down Day | -2.64% | -3.13% |
| Avg. Up Week | 7.53% | 10.38% |
| Avg. Down Week | -3.28% | -7.12% |
| Avg. Up Month | 1.09% | 41.76% |
| Avg. Down Month | -4.38% | -1.75% |
| Win Days % | 44.44% | 47.02% |
| Win Month % | 60.0% | 33.33% |
| Win Week % | 50.0% | 45.71% |
| Win Quarter % | 33.33% | 33.33% |
| Win Year % | 100.0% | 0.0% |