| Metric | 17580961:MSTR:triple_med_gx:lsma20_135 | 17580961:MSTR |
|---|---|---|
| Time in Market | 49.0% | 99.0% |
| Cumulative Return | -50.13% | -57.71% |
| Max Drawdown | -52.76% | -60.01% |
| Sharpe | -5.25 | -4.09 |
| Sortino | -5.7 | -4.89 |
| Payoff Ratio | 1.04 | 0.97 |
| Profit Factor | 0.33 | 0.59 |
| Common Sense Ratio | 0.13 | 0.47 |
| CPC Index | 0.08 | 0.23 |
| Tail Ratio | 0.4 | 0.81 |
| Outlier Win Ratio | 11.07 | 2.11 |
| Outlier Loss Ratio | 3.04 | 2.52 |
| Volatility (ann.) | 46.59% | 71.0% |
| R^2 | 0.42 | 0.42 |
| Calmar | -1.59 | -1.49 |
| Skew | -0.96 | -0.12 |
| Kurtosis | 2.81 | -0.35 |
| Expected Daily % | -0.7% | -0.87% |
| Expected Monthly % | -10.95% | -13.36% |
| Expected Yearly % | -50.13% | -57.71% |
| Kelly Criterion | -51.4% | -22.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.68% | -6.91% |
| Expected Shortfall (cVaR) | -4.68% | -6.91% |
| Year | 17580961:MSTR | 17580961:MSTR:triple_med_gx:lsma20_135 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -57.71 | -50.13 | 0.87 | + |
| Metric | 17580961:MSTR:triple_med_gx:lsma20_135 | 17580961:MSTR |
|---|---|---|
| MTD | 1.02% | 1.02% |
| 3M | -42.47% | -45.8% |
| 6M | -50.13% | -57.71% |
| YTD | -50.13% | -57.71% |
| 1Y | -50.13% | -57.71% |
| 3Y (ann.) | -83.7% | -89.39% |
| 5Y (ann.) | -83.7% | -89.39% |
| Metric | 17580961:MSTR:triple_med_gx:lsma20_135 | 17580961:MSTR |
|---|---|---|
| Max Drawdown | -52.76% | -60.01% |
| Longest DD Days | 115.0 | 135.0 |
| Avg. Drawdown | -26.47% | -60.01% |
| Avg. Drawdown Days | 59.0 | 135.0 |
| Recovery Factor | -0.95 | -0.96 |
| Ulcer Index | inf | 1.59 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-12 | 2025-12-05 | -52.76 | 115 |
| 2025-08-08 | 2025-08-11 | -0.18 | 3 |
| Metric | 17580961:MSTR:triple_med_gx:lsma20_135 | 17580961:MSTR |
|---|---|---|
| Best Day | 5.87% | 6.17% |
| Worst Day | -8.7% | -9.82% |
| Best Week | 1.52% | 13.77% |
| Worst Week | -15.42% | -17.43% |
| Best Month | 1.02% | 1.02% |
| Worst Month | -25.68% | -34.26% |
| Best Year | -50.13% | -57.71% |
| Worst Year | -50.13% | -57.71% |
| Avg. Up Day | 3.02% | 3.05% |
| Avg. Down Day | -2.91% | -3.14% |
| Avg. Up Week | 1.27% | 0.73% |
| Avg. Down Week | -8.17% | -7.05% |
| Avg. Up Month | 1.02% | 1.02% |
| Avg. Down Month | -15.98% | -17.76% |
| Win Days % | 22.92% | 39.8% |
| Win Month % | 20.0% | 16.67% |
| Win Week % | 15.38% | 30.0% |
| Win Quarter % | 0.0% | 0.0% |
| Win Year % | 0.0% | 0.0% |