| Metric | 17585175:MSTR:triple_med_gx:lsma20_145 | 17585175:MSTR |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 299.48% | 874.47% |
| Max Drawdown | -47.41% | -61.28% |
| Sharpe | 1.51 | 1.48 |
| Sortino | 2.78 | 2.36 |
| Payoff Ratio | 1.6 | 1.44 |
| Profit Factor | 1.57 | 1.24 |
| Common Sense Ratio | 2.29 | 1.6 |
| CPC Index | 1.16 | 0.88 |
| Tail Ratio | 1.46 | 1.29 |
| Outlier Win Ratio | 20.5 | 2.92 |
| Outlier Loss Ratio | 3.97 | 2.62 |
| Volatility (ann.) | 48.42% | 107.38% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.12 | 1.65 |
| Skew | 1.72 | 0.4 |
| Kurtosis | 14.63 | 2.02 |
| Expected Daily % | 0.17% | 0.28% |
| Expected Monthly % | 3.52% | 5.86% |
| Expected Yearly % | 41.38% | 76.68% |
| Kelly Criterion | 12.49% | 14.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.97% | -8.81% |
| Expected Shortfall (cVaR) | -3.97% | -8.81% |
| Year | 17585175:MSTR | 17585175:MSTR:triple_med_gx:lsma20_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -48.66 | 14.52 | -0.30 | + |
| 2023 | 346.15 | 112.88 | 0.33 | - |
| 2024 | 358.54 | 126.63 | 0.35 | - |
| 2025 | -7.22 | -27.70 | 3.83 | - |
| Metric | 17585175:MSTR:triple_med_gx:lsma20_145 | 17585175:MSTR |
|---|---|---|
| MTD | -0.3% | -0.3% |
| 3M | -43.87% | -26.71% |
| 6M | -43.87% | -31.87% |
| YTD | -27.7% | -7.22% |
| 1Y | -27.7% | 16.97% |
| 3Y (ann.) | 58.6% | 121.05% |
| 5Y (ann.) | 52.93% | 101.04% |
| Metric | 17585175:MSTR:triple_med_gx:lsma20_145 | 17585175:MSTR |
|---|---|---|
| Max Drawdown | -47.41% | -61.28% |
| Longest DD Days | 83.0 | 347.0 |
| Avg. Drawdown | -8.55% | -13.83% |
| Avg. Drawdown Days | 25.0 | 42.0 |
| Recovery Factor | 6.32 | 14.27 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-12 | 2025-11-03 | -47.41 | 83 |
| 2025-01-21 | 2025-03-24 | -27.22 | 62 |
| 2024-04-24 | 2024-05-15 | -23.19 | 21 |
| 2025-03-26 | 2025-04-22 | -12.62 | 27 |
| 2024-08-26 | 2024-09-23 | -12.04 | 28 |
| 2023-06-05 | 2023-08-23 | -11.46 | 79 |
| 2023-08-30 | 2023-10-24 | -10.99 | 55 |
| 2024-05-21 | 2024-07-15 | -10.39 | 55 |
| 2024-07-23 | 2024-08-23 | -7.41 | 31 |
| 2024-07-17 | 2024-07-19 | -6.56 | 2 |
| Metric | 17585175:MSTR:triple_med_gx:lsma20_145 | 17585175:MSTR |
|---|---|---|
| Best Day | 15.86% | 25.73% |
| Worst Day | -17.63% | -21.21% |
| Best Week | 34.98% | 57.02% |
| Worst Week | -15.42% | -36.78% |
| Best Month | 48.44% | 104.07% |
| Worst Month | -25.68% | -37.52% |
| Best Year | 126.63% | 358.54% |
| Worst Year | -27.7% | -48.66% |
| Avg. Up Day | 4.41% | 4.44% |
| Avg. Down Day | -2.76% | -3.09% |
| Avg. Up Week | 10.66% | 11.65% |
| Avg. Down Week | -5.42% | -6.34% |
| Avg. Up Month | 24.2% | 37.03% |
| Avg. Down Month | -11.19% | -15.56% |
| Win Days % | 46.19% | 49.76% |
| Win Month % | 62.5% | 52.5% |
| Win Week % | 49.21% | 52.33% |
| Win Quarter % | 83.33% | 50.0% |
| Win Year % | 75.0% | 50.0% |