| Metric | 6891159:maticusd:triple_gx:lsma125_40_30 | 6891159:MATICUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 205.06% | -86.07% |
| Max Drawdown | -58.61% | -91.8% |
| Sharpe | 0.85 | -0.18 |
| Sortino | 1.36 | -0.26 |
| Payoff Ratio | 1.3 | 1.12 |
| Profit Factor | 1.25 | 0.97 |
| Common Sense Ratio | 1.56 | 1.0 |
| CPC Index | 0.77 | 0.53 |
| Tail Ratio | 1.25 | 1.03 |
| Outlier Win Ratio | 13.94 | 3.58 |
| Outlier Loss Ratio | 3.53 | 3.2 |
| Volatility (ann.) | 62.46% | 93.23% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.68 | -0.49 |
| Skew | 1.4 | 0.55 |
| Kurtosis | 26.93 | 6.05 |
| Expected Daily % | 0.09% | -0.16% |
| Expected Monthly % | 2.83% | -4.81% |
| Expected Yearly % | 32.16% | -38.91% |
| Kelly Criterion | 6.55% | 2.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.23% | -8.07% |
| Expected Shortfall (cVaR) | -5.23% | -8.07% |
| Year | 6891159:MATICUSD | 6891159:maticusd:triple_gx:lsma125_40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -50.77 | -27.36 | 0.54 | + |
| 2023 | 28.05 | 104.29 | 3.72 | + |
| 2024 | -53.49 | 157.68 | -2.95 | + |
| 2025 | -52.48 | -20.22 | 0.39 | + |
| Metric | 6891159:maticusd:triple_gx:lsma125_40_30 | 6891159:MATICUSD |
|---|---|---|
| MTD | -4.37% | -9.92% |
| 3M | -12.55% | -22.54% |
| 6M | -17.43% | -61.9% |
| YTD | -20.22% | -52.48% |
| 1Y | 48.97% | -69.2% |
| 3Y (ann.) | 71.34% | -31.14% |
| 5Y (ann.) | 39.84% | -44.71% |
| Metric | 6891159:maticusd:triple_gx:lsma125_40_30 | 6891159:MATICUSD |
|---|---|---|
| Max Drawdown | -58.61% | -91.8% |
| Longest DD Days | 586.0 | 1206.0 |
| Avg. Drawdown | -8.53% | -47.77% |
| Avg. Drawdown Days | 38.0 | 604.0 |
| Recovery Factor | 3.5 | -0.94 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-02 | 2023-11-09 | -58.61 | 586 |
| 2025-02-03 | 2025-05-31 | -26.78 | 117 |
| 2024-08-09 | 2024-11-08 | -18.90 | 91 |
| 2024-11-12 | 2024-11-18 | -16.48 | 6 |
| 2024-01-05 | 2024-02-26 | -10.54 | 52 |
| 2023-11-16 | 2023-12-22 | -9.80 | 36 |
| 2024-03-05 | 2024-03-07 | -9.61 | 2 |
| 2024-07-16 | 2024-08-08 | -9.38 | 23 |
| 2024-11-25 | 2024-11-27 | -8.34 | 2 |
| 2023-12-28 | 2024-01-04 | -8.26 | 7 |
| Metric | 6891159:maticusd:triple_gx:lsma125_40_30 | 6891159:MATICUSD |
|---|---|---|
| Best Day | 37.55% | 37.55% |
| Worst Day | -24.39% | -24.39% |
| Best Week | 52.18% | 52.18% |
| Worst Week | -36.09% | -36.09% |
| Best Month | 81.79% | 93.06% |
| Worst Month | -36.77% | -36.17% |
| Best Year | 157.68% | 28.05% |
| Worst Year | -27.36% | -53.49% |
| Avg. Up Day | 4.3% | 4.32% |
| Avg. Down Day | -3.3% | -3.85% |
| Avg. Up Week | 10.07% | 11.83% |
| Avg. Down Week | -6.26% | -9.99% |
| Avg. Up Month | 19.37% | 24.78% |
| Avg. Down Month | -8.91% | -20.75% |
| Win Days % | 47.11% | 48.38% |
| Win Month % | 58.82% | 40.0% |
| Win Week % | 51.06% | 43.82% |
| Win Quarter % | 78.57% | 50.0% |
| Win Year % | 50.0% | 25.0% |