| Metric | 17543755:MSTR:triple_med_gx:lsma70_20 | 17543755:MSTR |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 4.46% | -42.53% |
| Max Drawdown | -17.26% | -62.6% |
| Sharpe | 0.54 | -1.49 |
| Sortino | 0.78 | -1.94 |
| Payoff Ratio | 1.29 | 1.0 |
| Profit Factor | 1.2 | 0.82 |
| Common Sense Ratio | 2.59 | 0.66 |
| CPC Index | 0.72 | 0.38 |
| Tail Ratio | 2.17 | 0.8 |
| Outlier Win Ratio | 24.56 | 2.11 |
| Outlier Loss Ratio | 3.83 | 2.2 |
| Volatility (ann.) | 22.83% | 67.49% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.41 | -0.92 |
| Skew | -0.45 | -0.21 |
| Kurtosis | 16.67 | -0.01 |
| Expected Daily % | 0.03% | -0.34% |
| Expected Monthly % | 0.49% | -5.97% |
| Expected Yearly % | 4.46% | -42.53% |
| Kelly Criterion | 5.55% | -6.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.93% | -6.09% |
| Expected Shortfall (cVaR) | -1.93% | -6.09% |
| Year | 17543755:MSTR | 17543755:MSTR:triple_med_gx:lsma70_20 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -42.53 | 4.46 | -0.10 | + |
| 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 | 4.46% | -42.53% |
| 1Y | 4.46% | -42.53% |
| 3Y (ann.) | 7.02% | -57.7% |
| 5Y (ann.) | 7.02% | -57.7% |
| Metric | 17543755:MSTR:triple_med_gx:lsma70_20 | 17543755:MSTR |
|---|---|---|
| Max Drawdown | -17.26% | -62.6% |
| Longest DD Days | 205.0 | 141.0 |
| Avg. Drawdown | -6.8% | -11.95% |
| Avg. Drawdown Days | 76.0 | 29.0 |
| Recovery Factor | 0.26 | -0.68 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-14 | 2025-12-05 | -17.26 | 205 |
| 2025-05-12 | 2025-05-13 | -2.68 | 1 |
| 2025-04-15 | 2025-05-07 | -0.48 | 22 |
| Metric | 17543755:MSTR:triple_med_gx:lsma70_20 | 17543755:MSTR |
|---|---|---|
| Best Day | 5.58% | 7.95% |
| Worst Day | -7.5% | -9.82% |
| Best Week | 7.53% | 16.24% |
| Worst Week | -7.58% | -17.43% |
| Best Month | 16.03% | 22.05% |
| Worst Month | -4.71% | -34.26% |
| Best Year | 4.46% | -42.53% |
| Worst Year | 4.46% | -42.53% |
| Avg. Up Day | 2.24% | 2.29% |
| Avg. Down Day | -1.74% | -2.3% |
| Avg. Up Week | 7.48% | 9.63% |
| Avg. Down Week | -4.06% | -6.31% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -3.41% | -2.38% |
| Win Days % | 46.88% | 46.63% |
| Win Month % | 20.0% | 33.33% |
| Win Week % | 54.55% | 44.12% |
| Win Quarter % | 33.33% | 33.33% |
| Win Year % | 100.0% | 0.0% |