| Metric | 17567622:MSTR:triple_med_gx:lsma35_100 | 17567622:MSTR |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | -17.36% | -27.19% |
| Max Drawdown | -31.77% | -44.16% |
| Sharpe | -1.25 | -1.31 |
| Sortino | -1.65 | -1.73 |
| Payoff Ratio | 1.27 | 1.21 |
| Profit Factor | 0.77 | 0.84 |
| Common Sense Ratio | 0.56 | 0.66 |
| CPC Index | 0.36 | 0.45 |
| Tail Ratio | 0.73 | 0.79 |
| Outlier Win Ratio | 9.05 | 2.27 |
| Outlier Loss Ratio | 3.33 | 3.08 |
| Volatility (ann.) | 43.55% | 65.05% |
| R^2 | 0.45 | 0.45 |
| Calmar | -1.13 | -1.18 |
| Skew | -0.34 | -0.22 |
| Kurtosis | 4.48 | 0.12 |
| Expected Daily % | -0.17% | -0.29% |
| Expected Monthly % | -2.69% | -4.43% |
| Expected Yearly % | -17.36% | -27.19% |
| Kelly Criterion | -12.68% | -1.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.9% | -5.83% |
| Expected Shortfall (cVaR) | -3.9% | -5.83% |
| Year | 17567622:MSTR | 17567622:MSTR:triple_med_gx:lsma35_100 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -27.19 | -17.36 | 0.64 | + |
| Metric | 17567622:MSTR:triple_med_gx:lsma35_100 | 17567622:MSTR |
|---|---|---|
| MTD | -0.3% | -0.3% |
| 3M | -23.03% | -26.71% |
| 6M | -17.36% | -27.19% |
| YTD | -17.36% | -27.19% |
| 1Y | -17.36% | -27.19% |
| 3Y (ann.) | -35.81% | -52.18% |
| 5Y (ann.) | -35.81% | -52.18% |
| Metric | 17567622:MSTR:triple_med_gx:lsma35_100 | 17567622:MSTR |
|---|---|---|
| Max Drawdown | -31.77% | -44.16% |
| Longest DD Days | 87.0 | 109.0 |
| Avg. Drawdown | -10.21% | -12.98% |
| Avg. Drawdown Days | 32.0 | 29.0 |
| Recovery Factor | -0.55 | -0.62 |
| Ulcer Index | inf | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-08 | 2025-11-03 | -31.77 | 87 |
| 2025-07-01 | 2025-08-07 | -7.65 | 37 |
| 2025-06-26 | 2025-06-30 | -1.23 | 4 |
| 2025-06-23 | 2025-06-24 | -0.18 | 1 |
| Metric | 17567622:MSTR:triple_med_gx:lsma35_100 | 17567622:MSTR |
|---|---|---|
| Best Day | 7.76% | 7.76% |
| Worst Day | -7.65% | -8.77% |
| Best Week | 5.24% | 13.77% |
| Worst Week | -7.29% | -13.32% |
| Best Month | 9.89% | 9.53% |
| Worst Month | -11.09% | -16.78% |
| Best Year | -17.36% | -27.19% |
| Worst Year | -17.36% | -27.19% |
| Avg. Up Day | 3.18% | 3.18% |
| Avg. Down Day | -2.5% | -2.63% |
| Avg. Up Week | 3.77% | 4.32% |
| Avg. Down Week | -4.37% | -3.54% |
| Avg. Up Month | 9.89% | 9.53% |
| Avg. Down Month | -5.43% | -7.54% |
| Win Days % | 36.96% | 44.44% |
| Win Month % | 16.67% | 16.67% |
| Win Week % | 33.33% | 39.13% |
| Win Quarter % | 33.33% | 33.33% |
| Win Year % | 0.0% | 0.0% |