| Metric | 12220493:solusd:triple_med_gx:lsma50_35 | 12220493:SOLUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 22.26% | 19.47% |
| Max Drawdown | -6.09% | -64.93% |
| Sharpe | 0.65 | 0.29 |
| Sortino | 1.24 | 0.44 |
| Payoff Ratio | 1.86 | 1.58 |
| Profit Factor | 1.72 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.39 | 0.82 |
| Tail Ratio | NaN | 1.03 |
| Outlier Win Ratio | 117.53 | 2.07 |
| Outlier Loss Ratio | 3.65 | 2.04 |
| Volatility (ann.) | 6.51% | 42.69% |
| R^2 | 0.02 | 0.02 |
| Calmar | 2.86 | 0.24 |
| Skew | 5.98 | 0.62 |
| Kurtosis | 159.56 | 8.27 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.26% | 1.12% |
| Expected Yearly % | 10.57% | 9.3% |
| Kelly Criterion | 13.21% | 17.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -3.64% |
| Expected Shortfall (cVaR) | -0.55% | -3.64% |
| Year | 12220493:SOLUSD | 12220493:solusd:triple_med_gx:lsma50_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 11.88 | 0.90 | - |
| 2025 | 5.60 | 9.27 | 1.65 | + |
| Metric | 12220493:solusd:triple_med_gx:lsma50_35 | 12220493:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 2.79% | 26.39% |
| 6M | 1.78% | 38.87% |
| YTD | 9.27% | 5.6% |
| 1Y | 6.31% | 47.35% |
| 3Y (ann.) | 17.41% | 15.27% |
| 5Y (ann.) | 17.41% | 15.27% |
| Metric | 12220493:solusd:triple_med_gx:lsma50_35 | 12220493:SOLUSD |
|---|---|---|
| Max Drawdown | -6.09% | -64.93% |
| Longest DD Days | 163.0 | 224.0 |
| Avg. Drawdown | -2.19% | -11.98% |
| Avg. Drawdown Days | 32.0 | 26.0 |
| Recovery Factor | 3.65 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-08-13 | -6.09 | 163 |
| 2024-10-16 | 2025-01-16 | -5.21 | 92 |
| 2024-09-13 | 2024-09-13 | -2.55 | 0 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2024-08-23 | 2024-08-23 | -1.54 | 0 |
| 2024-10-16 | 2024-10-16 | -0.18 | 0 |
| 2024-09-12 | 2024-09-12 | -0.18 | 0 |
| 2024-06-27 | 2024-06-27 | -0.18 | 0 |
| Metric | 12220493:solusd:triple_med_gx:lsma50_35 | 12220493:SOLUSD |
|---|---|---|
| Best Day | 6.67% | 19.54% |
| Worst Day | -5.31% | -14.23% |
| Best Week | 9.45% | 21.25% |
| Worst Week | -5.48% | -17.1% |
| Best Month | 9.45% | 41.15% |
| Worst Month | -5.92% | -36.08% |
| Best Year | 11.88% | 13.13% |
| Worst Year | 9.27% | 5.6% |
| Avg. Up Day | 1.87% | 1.94% |
| Avg. Down Day | -1.01% | -1.23% |
| Avg. Up Week | 4.35% | 11.21% |
| Avg. Down Week | -2.97% | -4.87% |
| Avg. Up Month | 3.25% | 19.63% |
| Avg. Down Month | -3.29% | -12.52% |
| Win Days % | 43.55% | 49.56% |
| Win Month % | 66.67% | 56.25% |
| Win Week % | 61.54% | 53.73% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |