| Metric | 17572027:MSTR:triple_med_gx:lsma60_110 | 17572027:MSTR |
|---|---|---|
| Time in Market | 73.0% | 100.0% |
| Cumulative Return | -55.54% | -53.76% |
| Max Drawdown | -57.65% | -62.6% |
| Sharpe | -3.44 | -2.87 |
| Sortino | -4.14 | -3.58 |
| Payoff Ratio | 0.97 | 0.97 |
| Profit Factor | 0.6 | 0.69 |
| Common Sense Ratio | 0.47 | 0.55 |
| CPC Index | 0.22 | 0.28 |
| Tail Ratio | 0.79 | 0.81 |
| Outlier Win Ratio | 3.78 | 2.16 |
| Outlier Loss Ratio | 2.67 | 2.85 |
| Volatility (ann.) | 63.24% | 70.16% |
| R^2 | 0.82 | 0.82 |
| Calmar | -1.41 | -1.27 |
| Skew | -0.32 | -0.16 |
| Kurtosis | 0.41 | -0.23 |
| Expected Daily % | -0.65% | -0.62% |
| Expected Monthly % | -10.93% | -10.43% |
| Expected Yearly % | -55.54% | -53.76% |
| Kelly Criterion | -26.56% | -17.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.04% | -6.59% |
| Expected Shortfall (cVaR) | -6.04% | -6.59% |
| Year | 17572027:MSTR | 17572027:MSTR:triple_med_gx:lsma60_110 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -53.76 | -55.54 | 1.03 | - |
| Metric | 17572027:MSTR:triple_med_gx:lsma60_110 | 17572027:MSTR |
|---|---|---|
| MTD | 1.02% | 1.02% |
| 3M | -45.8% | -45.8% |
| 6M | -55.54% | -53.76% |
| YTD | -55.54% | -53.76% |
| 1Y | -55.54% | -53.76% |
| 3Y (ann.) | -81.2% | -79.62% |
| 5Y (ann.) | -81.2% | -79.62% |
| Metric | 17572027:MSTR:triple_med_gx:lsma60_110 | 17572027:MSTR |
|---|---|---|
| Max Drawdown | -57.65% | -62.6% |
| Longest DD Days | 127.0 | 141.0 |
| Avg. Drawdown | -57.65% | -15.71% |
| Avg. Drawdown Days | 127.0 | 33.0 |
| Recovery Factor | -0.96 | -0.86 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-31 | 2025-12-05 | -57.65 | 127 |
| Metric | 17572027:MSTR:triple_med_gx:lsma60_110 | 17572027:MSTR |
|---|---|---|
| Best Day | 6.17% | 7.76% |
| Worst Day | -9.82% | -9.82% |
| Best Week | 13.77% | 13.77% |
| Worst Week | -17.43% | -17.43% |
| Best Month | 1.02% | 4.42% |
| Worst Month | -34.26% | -34.26% |
| Best Year | -55.54% | -53.76% |
| Worst Year | -55.54% | -53.76% |
| Avg. Up Day | 3.23% | 3.23% |
| Avg. Down Day | -3.34% | -3.34% |
| Avg. Up Week | 5.16% | 5.16% |
| Avg. Down Week | -8.02% | -8.08% |
| Avg. Up Month | 1.02% | 1.02% |
| Avg. Down Month | -14.25% | -14.33% |
| Win Days % | 37.78% | 42.28% |
| Win Month % | 16.67% | 28.57% |
| Win Week % | 31.58% | 34.62% |
| Win Quarter % | 0.0% | 33.33% |
| Win Year % | 0.0% | 0.0% |