| Metric | 17564496:MSTR:triple_med_gx:lsma35_90 | 17564496:MSTR |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 431.43% | 1,497.50% |
| Max Drawdown | -42.52% | -61.28% |
| Sharpe | 1.51 | 1.59 |
| Sortino | 2.52 | 2.55 |
| Payoff Ratio | 1.45 | 1.39 |
| Profit Factor | 1.49 | 1.26 |
| Common Sense Ratio | 2.2 | 1.59 |
| CPC Index | 1.04 | 0.88 |
| Tail Ratio | 1.48 | 1.27 |
| Outlier Win Ratio | 16.02 | 2.93 |
| Outlier Loss Ratio | 3.44 | 2.6 |
| Volatility (ann.) | 56.76% | 111.68% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.45 | 1.98 |
| Skew | 0.64 | 0.35 |
| Kurtosis | 14.85 | 2.06 |
| Expected Daily % | 0.19% | 0.32% |
| Expected Monthly % | 3.96% | 6.66% |
| Expected Yearly % | 51.83% | 99.92% |
| Kelly Criterion | 12.85% | 14.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.65% | -9.13% |
| Expected Shortfall (cVaR) | -4.65% | -9.13% |
| Year | 17564496:MSTR | 17564496:MSTR:triple_med_gx:lsma35_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -15.83 | 48.10 | -3.04 | + |
| 2023 | 346.15 | 85.30 | 0.25 | - |
| 2024 | 358.54 | 116.09 | 0.32 | - |
| 2025 | -7.22 | -10.39 | 1.44 | - |
| Metric | 17564496:MSTR:triple_med_gx:lsma35_90 | 17564496:MSTR |
|---|---|---|
| MTD | 0.0% | -0.3% |
| 3M | -14.49% | -26.71% |
| 6M | -13.59% | -31.87% |
| YTD | -10.39% | -7.22% |
| 1Y | -10.39% | 16.97% |
| 3Y (ann.) | 58.18% | 121.05% |
| 5Y (ann.) | 61.5% | 121.48% |
| Metric | 17564496:MSTR:triple_med_gx:lsma35_90 | 17564496:MSTR |
|---|---|---|
| Max Drawdown | -42.52% | -61.28% |
| Longest DD Days | 286.0 | 347.0 |
| Avg. Drawdown | -9.27% | -14.52% |
| Avg. Drawdown Days | 54.0 | 39.0 |
| Recovery Factor | 10.15 | 24.44 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2022-10-25 | -42.52 | 146 |
| 2025-01-21 | 2025-11-03 | -39.65 | 286 |
| 2024-08-26 | 2025-01-14 | -23.81 | 141 |
| 2024-02-15 | 2024-05-17 | -12.61 | 92 |
| 2024-05-21 | 2024-07-12 | -11.74 | 52 |
| 2023-06-05 | 2024-01-29 | -11.43 | 238 |
| 2022-12-05 | 2023-01-10 | -10.71 | 36 |
| 2024-01-31 | 2024-02-08 | -5.56 | 8 |
| 2024-08-22 | 2024-08-23 | -5.38 | 1 |
| 2024-07-17 | 2024-08-21 | -4.81 | 35 |
| Metric | 17564496:MSTR:triple_med_gx:lsma35_90 | 17564496:MSTR |
|---|---|---|
| Best Day | 20.65% | 25.73% |
| Worst Day | -25.18% | -25.18% |
| Best Week | 35.23% | 57.02% |
| Worst Week | -17.58% | -36.78% |
| Best Month | 42.42% | 104.07% |
| Worst Month | -23.7% | -37.93% |
| Best Year | 116.09% | 358.54% |
| Worst Year | -10.39% | -15.83% |
| Avg. Up Day | 4.58% | 4.6% |
| Avg. Down Day | -3.16% | -3.3% |
| Avg. Up Week | 9.76% | 11.16% |
| Avg. Down Week | -6.64% | -7.61% |
| Avg. Up Month | 20.29% | 36.18% |
| Avg. Down Month | -10.15% | -19.54% |
| Win Days % | 48.41% | 50.4% |
| Win Month % | 70.37% | 53.49% |
| Win Week % | 58.33% | 52.72% |
| Win Quarter % | 84.62% | 53.33% |
| Win Year % | 75.0% | 50.0% |