| Metric | 17543752:MSTR:triple_med_gx:lsma55_20 | 17543752:MSTR |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -5.53% | -46.68% |
| Max Drawdown | -26.91% | -62.6% |
| Sharpe | 0.02 | -1.15 |
| Sortino | 0.04 | -1.61 |
| Payoff Ratio | 1.24 | 1.12 |
| Profit Factor | 1.01 | 0.85 |
| Common Sense Ratio | 0.92 | 0.65 |
| CPC Index | 0.52 | 0.44 |
| Tail Ratio | 0.91 | 0.77 |
| Outlier Win Ratio | 14.92 | 2.29 |
| Outlier Loss Ratio | 3.29 | 2.96 |
| Volatility (ann.) | 51.83% | 82.56% |
| R^2 | 0.39 | 0.39 |
| Calmar | -0.29 | -0.95 |
| Skew | 3.36 | 0.78 |
| Kurtosis | 42.01 | 5.69 |
| Expected Daily % | -0.03% | -0.35% |
| Expected Monthly % | -0.57% | -6.1% |
| Expected Yearly % | -5.53% | -46.68% |
| Kelly Criterion | -4.99% | -0.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.46% | -7.37% |
| Expected Shortfall (cVaR) | -4.46% | -7.37% |
| Year | 17543752:MSTR | 17543752:MSTR:triple_med_gx:lsma55_20 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -46.68 | -5.53 | 0.12 | + |
| Metric | 17543752:MSTR:triple_med_gx:lsma55_20 | 17543752:MSTR |
|---|---|---|
| MTD | 0.0% | 1.02% |
| 3M | 22.5% | -45.8% |
| 6M | 16.73% | -52.66% |
| YTD | -5.53% | -46.68% |
| 1Y | -5.53% | -46.68% |
| 3Y (ann.) | -7.79% | -59.21% |
| 5Y (ann.) | -7.79% | -59.21% |
| Metric | 17543752:MSTR:triple_med_gx:lsma55_20 | 17543752:MSTR |
|---|---|---|
| Max Drawdown | -26.91% | -62.6% |
| Longest DD Days | 254.0 | 141.0 |
| Avg. Drawdown | -26.91% | -16.25% |
| Avg. Drawdown Days | 254.0 | 33.0 |
| Recovery Factor | -0.21 | -0.75 |
| Ulcer Index | 1.18 | 1.2 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-26 | 2025-12-05 | -26.91 | 254 |
| Metric | 17543752:MSTR:triple_med_gx:lsma55_20 | 17543752:MSTR |
|---|---|---|
| Best Day | 24.76% | 24.76% |
| Worst Day | -11.26% | -11.26% |
| Best Week | 13.77% | 16.24% |
| Worst Week | -7.74% | -17.43% |
| Best Month | 13.39% | 31.86% |
| Worst Month | -13.23% | -34.26% |
| Best Year | -5.53% | -46.68% |
| Worst Year | -5.53% | -46.68% |
| Avg. Up Day | 4.03% | 4.07% |
| Avg. Down Day | -3.25% | -3.63% |
| Avg. Up Week | 8.34% | 7.76% |
| Avg. Down Week | -3.11% | -8.23% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -3.85% | -5.88% |
| Win Days % | 41.86% | 46.63% |
| Win Month % | 33.33% | 30.0% |
| Win Week % | 35.71% | 45.95% |
| Win Quarter % | 50.0% | 25.0% |
| Win Year % | 0.0% | 0.0% |