| Metric | 12236266:solusd:triple_med_gx:lsma175_85 | 12236266:SOLUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 1.96% | 3.1% |
| Max Drawdown | -19.92% | -64.93% |
| Sharpe | 0.09 | 0.23 |
| Sortino | 0.15 | 0.34 |
| Payoff Ratio | 1.24 | 1.24 |
| Profit Factor | 1.06 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.58 | 0.63 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 74.82 | 2.27 |
| Outlier Loss Ratio | 3.27 | 2.59 |
| Volatility (ann.) | 9.97% | 43.08% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.09 | 0.04 |
| Skew | 5.9 | 0.64 |
| Kurtosis | 157.84 | 8.72 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.14% | 0.22% |
| Expected Yearly % | 0.97% | 1.54% |
| Kelly Criterion | -0.12% | 8.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -3.68% |
| Expected Shortfall (cVaR) | -0.86% | -3.68% |
| Year | 12236266:SOLUSD | 12236266:solusd:triple_med_gx:lsma175_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 10.86 | 0.83 | - |
| 2025 | -8.87 | -8.03 | 0.91 | + |
| Metric | 12236266:solusd:triple_med_gx:lsma175_85 | 12236266:SOLUSD |
|---|---|---|
| MTD | 0.26% | 11.11% |
| 3M | 0.26% | 36.47% |
| 6M | 7.64% | -8.22% |
| YTD | -8.03% | -8.87% |
| 1Y | 1.61% | 7.09% |
| 3Y (ann.) | 1.74% | 2.75% |
| 5Y (ann.) | 1.74% | 2.75% |
| Metric | 12236266:solusd:triple_med_gx:lsma175_85 | 12236266:SOLUSD |
|---|---|---|
| Max Drawdown | -19.92% | -64.93% |
| Longest DD Days | 191.0 | 178.0 |
| Avg. Drawdown | -7.61% | -11.98% |
| Avg. Drawdown Days | 75.0 | 23.0 |
| Recovery Factor | 0.1 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-06 | 2025-07-17 | -19.92 | 191 |
| 2024-07-10 | 2024-11-06 | -9.43 | 118 |
| 2024-07-07 | 2024-07-10 | -7.99 | 3 |
| 2024-11-06 | 2025-01-06 | -0.51 | 61 |
| 2024-07-06 | 2024-07-06 | -0.18 | 0 |
| Metric | 12236266:solusd:triple_med_gx:lsma175_85 | 12236266:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -5.1% | -14.23% |
| Best Week | 12.29% | 21.25% |
| Worst Week | -13.36% | -17.1% |
| Best Month | 10.68% | 41.15% |
| Worst Month | -14.55% | -36.08% |
| Best Year | 10.86% | 13.13% |
| Worst Year | -8.03% | -8.87% |
| Avg. Up Day | 1.57% | 1.59% |
| Avg. Down Day | -1.27% | -1.28% |
| Avg. Up Week | 5.25% | 11.56% |
| Avg. Down Week | -13.36% | -13.9% |
| Avg. Up Month | 3.76% | 23.18% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 44.55% | 49.3% |
| Win Month % | 66.67% | 57.14% |
| Win Week % | 50.0% | 51.67% |
| Win Quarter % | 75.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |