| Metric | 6892219:maticusd:triple_gx:lsma160_75_30 | 6892219:MATICUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 170.84% | -85.76% |
| Max Drawdown | -59.24% | -90.15% |
| Sharpe | 0.79 | -0.2 |
| Sortino | 1.25 | -0.29 |
| Payoff Ratio | 1.25 | 1.12 |
| Profit Factor | 1.22 | 0.97 |
| Common Sense Ratio | 1.52 | 0.97 |
| CPC Index | 0.73 | 0.53 |
| Tail Ratio | 1.25 | 1.0 |
| Outlier Win Ratio | 12.44 | 3.65 |
| Outlier Loss Ratio | 3.42 | 3.38 |
| Volatility (ann.) | 65.98% | 92.51% |
| R^2 | 0.51 | 0.51 |
| Calmar | 0.61 | -0.5 |
| Skew | 1.18 | 0.54 |
| Kurtosis | 22.45 | 6.38 |
| Expected Daily % | 0.08% | -0.17% |
| Expected Monthly % | 2.59% | -4.88% |
| Expected Yearly % | 28.29% | -38.58% |
| Kelly Criterion | 6.15% | 2.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.54% | -8.01% |
| Expected Shortfall (cVaR) | -5.54% | -8.01% |
| Year | 6892219:MATICUSD | 6892219:maticusd:triple_gx:lsma160_75_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -49.69 | -29.25 | 0.59 | + |
| 2023 | 28.05 | 106.15 | 3.79 | + |
| 2024 | -53.49 | 119.18 | -2.23 | + |
| 2025 | -52.48 | -15.28 | 0.29 | + |
| Metric | 6892219:maticusd:triple_gx:lsma160_75_30 | 6892219:MATICUSD |
|---|---|---|
| MTD | -6.66% | -9.92% |
| 3M | -8.66% | -22.54% |
| 6M | -9.39% | -61.9% |
| YTD | -15.28% | -52.48% |
| 1Y | 98.28% | -69.2% |
| 3Y (ann.) | 84.63% | -31.14% |
| 5Y (ann.) | 36.13% | -45.31% |
| Metric | 6892219:maticusd:triple_gx:lsma160_75_30 | 6892219:MATICUSD |
|---|---|---|
| Max Drawdown | -59.24% | -90.15% |
| Longest DD Days | 312.0 | 1155.0 |
| Avg. Drawdown | -13.74% | -22.38% |
| Avg. Drawdown Days | 71.0 | 235.0 |
| Recovery Factor | 2.88 | -0.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-02-16 | -59.24 | 312 |
| 2024-08-25 | 2024-11-18 | -35.28 | 85 |
| 2023-02-18 | 2023-11-06 | -26.84 | 261 |
| 2023-11-16 | 2024-07-19 | -25.68 | 246 |
| 2025-02-03 | 2025-05-31 | -19.25 | 117 |
| 2024-11-25 | 2024-11-27 | -8.34 | 2 |
| 2024-08-09 | 2024-08-20 | -7.08 | 11 |
| 2023-11-10 | 2023-11-12 | -6.08 | 2 |
| 2024-11-19 | 2024-11-22 | -5.60 | 3 |
| 2024-08-07 | 2024-08-08 | -3.90 | 1 |
| Metric | 6892219:maticusd:triple_gx:lsma160_75_30 | 6892219:MATICUSD |
|---|---|---|
| Best Day | 37.55% | 37.55% |
| Worst Day | -24.39% | -24.39% |
| Best Week | 75.74% | 52.18% |
| Worst Week | -36.09% | -36.09% |
| Best Month | 87.52% | 93.06% |
| Worst Month | -42.16% | -36.17% |
| Best Year | 119.18% | 28.05% |
| Worst Year | -29.25% | -53.49% |
| Avg. Up Day | 4.39% | 4.4% |
| Avg. Down Day | -3.51% | -3.94% |
| Avg. Up Week | 11.85% | 13.52% |
| Avg. Down Week | -7.19% | -9.33% |
| Avg. Up Month | 16.59% | 30.39% |
| Avg. Down Month | -12.72% | -22.19% |
| Win Days % | 47.89% | 48.37% |
| Win Month % | 62.5% | 38.46% |
| Win Week % | 48.89% | 43.93% |
| Win Quarter % | 61.54% | 50.0% |
| Win Year % | 50.0% | 25.0% |