| Metric | 17543755:MSTR:triple_med_gx:lsma70_20 | 17543755:MSTR |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 8.94% | -51.5% |
| Max Drawdown | -6.45% | -62.6% |
| Sharpe | 1.79 | -2.53 |
| Sortino | 4.14 | -3.2 |
| Payoff Ratio | 2.68 | 1.37 |
| Profit Factor | 2.24 | 0.72 |
| Common Sense Ratio | 0.0 | 0.58 |
| CPC Index | 2.58 | 0.42 |
| Tail Ratio | 0.0 | 0.81 |
| Outlier Win Ratio | 37.23 | 1.71 |
| Outlier Loss Ratio | 5.95 | 1.78 |
| Volatility (ann.) | 13.78% | 69.25% |
| R^2 | 0.05 | 0.05 |
| Calmar | 2.79 | -1.2 |
| Skew | 3.81 | -0.18 |
| Kurtosis | 26.29 | -0.19 |
| Expected Daily % | 0.06% | -0.55% |
| Expected Monthly % | 1.08% | -8.65% |
| Expected Yearly % | 8.94% | -51.5% |
| Kelly Criterion | 21.57% | 0.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -6.44% |
| Expected Shortfall (cVaR) | -1.12% | -6.44% |
| Year | 17543755:MSTR | 17543755:MSTR:triple_med_gx:lsma70_20 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -51.50 | 8.94 | -0.17 | + |
| Metric | 17543755:MSTR:triple_med_gx:lsma70_20 | 17543755:MSTR |
|---|---|---|
| MTD | 0.0% | 1.02% |
| 3M | 14.32% | -45.8% |
| 6M | 8.94% | -52.66% |
| YTD | 8.94% | -51.5% |
| 1Y | 8.94% | -51.5% |
| 3Y (ann.) | 17.98% | -75.28% |
| 5Y (ann.) | 17.98% | -75.28% |
| Metric | 17543755:MSTR:triple_med_gx:lsma70_20 | 17543755:MSTR |
|---|---|---|
| Max Drawdown | -6.45% | -62.6% |
| Longest DD Days | 69.0 | 141.0 |
| Avg. Drawdown | -1.75% | -16.67% |
| Avg. Drawdown Days | 18.0 | 35.0 |
| Recovery Factor | 1.39 | -0.82 |
| Ulcer Index | inf | 1.17 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-25 | 2025-10-02 | -6.45 | 69 |
| 2025-10-03 | 2025-10-06 | -0.20 | 3 |
| 2025-07-23 | 2025-07-24 | -0.18 | 1 |
| 2025-10-16 | 2025-10-17 | -0.18 | 1 |
| Metric | 17543755:MSTR:triple_med_gx:lsma70_20 | 17543755:MSTR |
|---|---|---|
| Best Day | 5.03% | 7.76% |
| Worst Day | -2.44% | -9.82% |
| Best Week | 7.53% | 13.77% |
| Worst Week | -2.94% | -17.43% |
| Best Month | 16.03% | 9.53% |
| Worst Month | -4.71% | -34.26% |
| Best Year | 8.94% | -51.5% |
| Worst Year | 8.94% | -51.5% |
| Avg. Up Day | 2.68% | 2.74% |
| Avg. Down Day | -1.0% | -2.0% |
| Avg. Up Week | 7.53% | 13.77% |
| Avg. Down Week | -2.38% | -6.88% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -3.09% | -2.12% |
| Win Days % | 42.86% | 42.75% |
| Win Month % | 33.33% | 28.57% |
| Win Week % | 66.67% | 40.74% |
| Win Quarter % | 50.0% | 33.33% |
| Win Year % | 100.0% | 0.0% |