| Metric | 17567622:MSTR:triple_med_gx:lsma35_100 | 17567622:MSTR |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 656.92% | 1,256.25% |
| Max Drawdown | -31.77% | -61.28% |
| Sharpe | 1.77 | 1.54 |
| Sortino | 3.14 | 2.46 |
| Payoff Ratio | 1.55 | 1.42 |
| Profit Factor | 1.62 | 1.25 |
| Common Sense Ratio | 2.78 | 1.58 |
| CPC Index | 1.23 | 0.89 |
| Tail Ratio | 1.72 | 1.26 |
| Outlier Win Ratio | 16.47 | 3.03 |
| Outlier Loss Ratio | 3.41 | 2.69 |
| Volatility (ann.) | 57.65% | 110.9% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.51 | 1.85 |
| Skew | 1.3 | 0.34 |
| Kurtosis | 11.51 | 2.09 |
| Expected Daily % | 0.23% | 0.3% |
| Expected Monthly % | 4.82% | 6.25% |
| Expected Yearly % | 65.87% | 91.9% |
| Kelly Criterion | 16.42% | 15.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.68% | -9.08% |
| Expected Shortfall (cVaR) | -4.68% | -9.08% |
| Year | 17567622:MSTR | 17567622:MSTR:triple_med_gx:lsma35_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -28.54 | 68.92 | -2.41 | + |
| 2023 | 346.15 | 73.02 | 0.21 | - |
| 2024 | 358.54 | 127.31 | 0.36 | - |
| 2025 | -7.22 | 13.93 | -1.93 | + |
| Metric | 17567622:MSTR:triple_med_gx:lsma35_100 | 17567622:MSTR |
|---|---|---|
| MTD | -0.3% | -0.3% |
| 3M | -23.03% | -26.71% |
| 6M | -17.36% | -31.87% |
| YTD | 13.93% | -7.22% |
| 1Y | 13.73% | 16.97% |
| 3Y (ann.) | 73.29% | 121.05% |
| 5Y (ann.) | 79.91% | 113.08% |
| Metric | 17567622:MSTR:triple_med_gx:lsma35_100 | 17567622:MSTR |
|---|---|---|
| Max Drawdown | -31.77% | -61.28% |
| Longest DD Days | 130.0 | 347.0 |
| Avg. Drawdown | -9.27% | -15.0% |
| Avg. Drawdown Days | 30.0 | 42.0 |
| Recovery Factor | 20.67 | 20.5 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-08 | 2025-11-03 | -31.77 | 87 |
| 2024-02-15 | 2024-05-15 | -24.95 | 90 |
| 2024-08-26 | 2025-01-03 | -23.81 | 130 |
| 2025-03-06 | 2025-06-24 | -22.45 | 110 |
| 2025-01-21 | 2025-03-05 | -20.40 | 43 |
| 2022-12-05 | 2023-03-31 | -16.96 | 116 |
| 2022-06-01 | 2022-10-04 | -16.17 | 125 |
| 2024-06-28 | 2024-07-15 | -15.97 | 17 |
| 2025-01-07 | 2025-01-17 | -13.50 | 10 |
| 2023-08-30 | 2023-10-23 | -10.72 | 54 |
| Metric | 17567622:MSTR:triple_med_gx:lsma35_100 | 17567622:MSTR |
|---|---|---|
| Best Day | 20.65% | 25.73% |
| Worst Day | -17.63% | -25.18% |
| Best Week | 33.98% | 57.02% |
| Worst Week | -13.68% | -36.78% |
| Best Month | 48.51% | 104.07% |
| Worst Month | -14.29% | -37.93% |
| Best Year | 127.31% | 358.54% |
| Worst Year | 13.93% | -28.54% |
| Avg. Up Day | 5.01% | 5.02% |
| Avg. Down Day | -3.23% | -3.53% |
| Avg. Up Week | 10.96% | 11.38% |
| Avg. Down Week | -4.56% | -6.37% |
| Avg. Up Month | 22.18% | 32.39% |
| Avg. Down Month | -6.23% | -17.42% |
| Win Days % | 49.22% | 50.29% |
| Win Month % | 58.06% | 53.49% |
| Win Week % | 52.17% | 52.75% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 100.0% | 50.0% |