| Metric | 12245450:solusd:triple_med_gx:lsma210_110 | 12245450:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 3.95% | 19.47% |
| Max Drawdown | -15.94% | -64.93% |
| Sharpe | 0.13 | 0.29 |
| Sortino | 0.19 | 0.44 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.06 | 1.05 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.57 | 0.59 |
| Tail Ratio | 0.0 | 1.03 |
| Outlier Win Ratio | 60.74 | 2.41 |
| Outlier Loss Ratio | 3.58 | 2.6 |
| Volatility (ann.) | 9.8% | 42.69% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.2 | 0.24 |
| Skew | 0.62 | 0.62 |
| Kurtosis | 42.1 | 8.27 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.24% | 1.12% |
| Expected Yearly % | 1.95% | 9.3% |
| Kelly Criterion | -0.31% | 5.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -3.64% |
| Expected Shortfall (cVaR) | -0.84% | -3.64% |
| Year | 12245450:SOLUSD | 12245450:solusd:triple_med_gx:lsma210_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 15.15 | 1.15 | + |
| 2025 | 5.60 | -9.73 | -1.74 | - |
| Metric | 12245450:solusd:triple_med_gx:lsma210_110 | 12245450:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -4.38% | 26.39% |
| 6M | -6.57% | 38.87% |
| YTD | -9.73% | 5.6% |
| 1Y | -0.51% | 47.35% |
| 3Y (ann.) | 3.14% | 15.27% |
| 5Y (ann.) | 3.14% | 15.27% |
| Metric | 12245450:solusd:triple_med_gx:lsma210_110 | 12245450:SOLUSD |
|---|---|---|
| Max Drawdown | -15.94% | -64.93% |
| Longest DD Days | 235.0 | 224.0 |
| Avg. Drawdown | -4.89% | -11.98% |
| Avg. Drawdown Days | 45.0 | 26.0 |
| Recovery Factor | 0.25 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-09 | 2025-09-01 | -15.94 | 235 |
| 2024-09-14 | 2024-11-10 | -9.69 | 57 |
| 2024-07-10 | 2024-09-13 | -5.85 | 65 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-07-08 | 2024-07-09 | -2.56 | 0 |
| 2025-01-08 | 2025-01-08 | -1.35 | 0 |
| 2024-07-09 | 2024-07-10 | -0.34 | 0 |
| 2024-07-08 | 2024-07-08 | -0.18 | 0 |
| Metric | 12245450:solusd:triple_med_gx:lsma210_110 | 12245450:SOLUSD |
|---|---|---|
| Best Day | 5.57% | 19.54% |
| Worst Day | -4.79% | -14.23% |
| Best Week | 11.01% | 21.25% |
| Worst Week | -4.18% | -17.1% |
| Best Month | 9.44% | 41.15% |
| Worst Month | -3.38% | -36.08% |
| Best Year | 15.15% | 13.13% |
| Worst Year | -9.73% | 5.6% |
| Avg. Up Day | 1.34% | 1.35% |
| Avg. Down Day | -1.17% | -1.19% |
| Avg. Up Week | 3.49% | 12.04% |
| Avg. Down Week | -2.86% | -7.42% |
| Avg. Up Month | 5.12% | 22.92% |
| Avg. Down Month | -1.45% | -8.26% |
| Win Days % | 46.33% | 49.56% |
| Win Month % | 33.33% | 56.25% |
| Win Week % | 41.18% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |