| Metric | 17585175:MSTR:triple_med_gx:lsma20_145 | 17585175:MSTR |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | -43.87% | -27.19% |
| Max Drawdown | -47.41% | -44.16% |
| Sharpe | -4.96 | -1.31 |
| Sortino | -5.25 | -1.73 |
| Payoff Ratio | 0.98 | 0.9 |
| Profit Factor | 0.27 | 0.84 |
| Common Sense Ratio | 0.09 | 0.66 |
| CPC Index | 0.05 | 0.34 |
| Tail Ratio | 0.33 | 0.79 |
| Outlier Win Ratio | 18.41 | 1.78 |
| Outlier Loss Ratio | 3.3 | 3.08 |
| Volatility (ann.) | 37.43% | 65.05% |
| R^2 | 0.36 | 0.36 |
| Calmar | -1.56 | -1.18 |
| Skew | -1.77 | -0.22 |
| Kurtosis | 6.54 | 0.12 |
| Expected Daily % | -0.53% | -0.29% |
| Expected Monthly % | -7.92% | -4.43% |
| Expected Yearly % | -43.87% | -27.19% |
| Kelly Criterion | -60.89% | -17.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.73% | -5.83% |
| Expected Shortfall (cVaR) | -3.73% | -5.83% |
| Year | 17585175:MSTR | 17585175:MSTR:triple_med_gx:lsma20_145 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -27.19 | -43.87 | 1.61 | - |
| Metric | 17585175:MSTR:triple_med_gx:lsma20_145 | 17585175:MSTR |
|---|---|---|
| MTD | -0.3% | -0.3% |
| 3M | -43.87% | -26.71% |
| 6M | -43.87% | -27.19% |
| YTD | -43.87% | -27.19% |
| 1Y | -43.87% | -27.19% |
| 3Y (ann.) | -73.89% | -52.18% |
| 5Y (ann.) | -73.89% | -52.18% |
| Metric | 17585175:MSTR:triple_med_gx:lsma20_145 | 17585175:MSTR |
|---|---|---|
| Max Drawdown | -47.41% | -44.16% |
| Longest DD Days | 83.0 | 109.0 |
| Avg. Drawdown | -23.8% | -12.98% |
| Avg. Drawdown Days | 43.0 | 29.0 |
| Recovery Factor | -0.93 | -0.62 |
| Ulcer Index | inf | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-12 | 2025-11-03 | -47.41 | 83 |
| 2025-08-08 | 2025-08-11 | -0.18 | 3 |
| Metric | 17585175:MSTR:triple_med_gx:lsma20_145 | 17585175:MSTR |
|---|---|---|
| Best Day | 5.87% | 7.76% |
| Worst Day | -8.7% | -8.77% |
| Best Week | 1.52% | 13.77% |
| Worst Week | -15.42% | -13.32% |
| Best Month | 0.0% | 9.53% |
| Worst Month | -25.68% | -16.78% |
| Best Year | -43.87% | -27.19% |
| Worst Year | -43.87% | -27.19% |
| Avg. Up Day | 2.54% | 2.59% |
| Avg. Down Day | -2.6% | -2.87% |
| Avg. Up Week | 1.52% | 0.44% |
| Avg. Down Week | -6.69% | -5.81% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -12.98% | -9.27% |
| Win Days % | 20.51% | 44.44% |
| Win Month % | 0.0% | 16.67% |
| Win Week % | 9.09% | 39.13% |
| Win Quarter % | 0.0% | 33.33% |
| Win Year % | 0.0% | 0.0% |