| Metric | 6891721:maticusd:triple_gx:lsma235_55_30 | 6891721:MATICUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 215.09% | -64.21% |
| Max Drawdown | -39.94% | -89.05% |
| Sharpe | 0.92 | 0.07 |
| Sortino | 1.55 | 0.1 |
| Payoff Ratio | 1.32 | 1.17 |
| Profit Factor | 1.27 | 1.01 |
| Common Sense Ratio | 1.54 | 1.06 |
| CPC Index | 0.8 | 0.57 |
| Tail Ratio | 1.21 | 1.05 |
| Outlier Win Ratio | 14.34 | 3.71 |
| Outlier Loss Ratio | 3.17 | 3.1 |
| Volatility (ann.) | 61.7% | 90.52% |
| R^2 | 0.47 | 0.47 |
| Calmar | 1.16 | -0.32 |
| Skew | 2.18 | 0.83 |
| Kurtosis | 26.81 | 6.61 |
| Expected Daily % | 0.1% | -0.09% |
| Expected Monthly % | 3.15% | -2.74% |
| Expected Yearly % | 33.23% | -22.65% |
| Kelly Criterion | 8.07% | 4.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.16% | -7.78% |
| Expected Shortfall (cVaR) | -5.16% | -7.78% |
| Year | 6891721:MATICUSD | 6891721:maticusd:triple_gx:lsma235_55_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 26.49 | 2.19 | 0.08 | - |
| 2023 | 28.05 | 92.54 | 3.30 | + |
| 2024 | -53.49 | 125.00 | -2.34 | + |
| 2025 | -52.48 | -28.83 | 0.55 | + |
| Metric | 6891721:maticusd:triple_gx:lsma235_55_30 | 6891721:MATICUSD |
|---|---|---|
| MTD | -8.72% | -9.92% |
| 3M | -21.98% | -22.54% |
| 6M | -26.34% | -61.9% |
| YTD | -28.83% | -52.48% |
| 1Y | 53.1% | -69.2% |
| 3Y (ann.) | 46.55% | -31.14% |
| 5Y (ann.) | 46.45% | -28.93% |
| Metric | 6891721:maticusd:triple_gx:lsma235_55_30 | 6891721:MATICUSD |
|---|---|---|
| Max Drawdown | -39.94% | -89.05% |
| Longest DD Days | 365.0 | 833.0 |
| Avg. Drawdown | -14.81% | -30.28% |
| Avg. Drawdown Days | 58.0 | 135.0 |
| Recovery Factor | 5.39 | -0.72 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-08 | 2023-11-08 | -39.94 | 365 |
| 2024-08-25 | 2024-11-18 | -34.78 | 85 |
| 2025-02-03 | 2025-05-31 | -28.83 | 117 |
| 2022-06-25 | 2022-11-04 | -24.14 | 132 |
| 2023-12-28 | 2024-03-10 | -22.62 | 73 |
| 2022-06-15 | 2022-06-22 | -21.59 | 7 |
| 2023-11-16 | 2023-12-26 | -21.01 | 40 |
| 2024-03-12 | 2024-07-10 | -17.27 | 120 |
| 2024-07-22 | 2024-08-20 | -11.99 | 29 |
| 2024-11-25 | 2024-11-27 | -8.34 | 2 |
| Metric | 6891721:maticusd:triple_gx:lsma235_55_30 | 6891721:MATICUSD |
|---|---|---|
| Best Day | 37.55% | 37.55% |
| Worst Day | -21.89% | -21.89% |
| Best Week | 52.18% | 52.18% |
| Worst Week | -24.14% | -32.75% |
| Best Month | 81.79% | 93.06% |
| Worst Month | -13.15% | -33.52% |
| Best Year | 125.0% | 28.05% |
| Worst Year | -28.83% | -53.49% |
| Avg. Up Day | 4.43% | 4.44% |
| Avg. Down Day | -3.34% | -3.81% |
| Avg. Up Week | 12.36% | 13.24% |
| Avg. Down Week | -6.15% | -9.05% |
| Avg. Up Month | 17.71% | 33.11% |
| Avg. Down Month | -7.31% | -17.84% |
| Win Days % | 47.62% | 48.67% |
| Win Month % | 62.07% | 40.54% |
| Win Week % | 46.05% | 44.1% |
| Win Quarter % | 61.54% | 46.15% |
| Win Year % | 75.0% | 50.0% |