| Metric | 12259060:solusd:triple_med_gx:lsma175_145 | 12259060:SOLUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 8.01% | 19.47% |
| Max Drawdown | -18.61% | -64.93% |
| Sharpe | 0.2 | 0.29 |
| Sortino | 0.25 | 0.44 |
| Payoff Ratio | 0.97 | 0.94 |
| Profit Factor | 1.12 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.57 | 0.49 |
| Tail Ratio | NaN | 1.03 |
| Outlier Win Ratio | 65.4 | 2.38 |
| Outlier Loss Ratio | 2.81 | 2.52 |
| Volatility (ann.) | 10.85% | 42.69% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.34 | 0.24 |
| Skew | -5.24 | 0.62 |
| Kurtosis | 112.35 | 8.27 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.48% | 1.12% |
| Expected Yearly % | 3.93% | 9.3% |
| Kelly Criterion | 2.91% | -4.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -3.64% |
| Expected Shortfall (cVaR) | -0.93% | -3.64% |
| Year | 12259060:SOLUSD | 12259060:solusd:triple_med_gx:lsma175_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 17.44 | 1.33 | + |
| 2025 | 5.60 | -8.03 | -1.43 | - |
| Metric | 12259060:solusd:triple_med_gx:lsma175_145 | 12259060:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 0.0% | 26.39% |
| 6M | -10.1% | 38.87% |
| YTD | -8.03% | 5.6% |
| 1Y | 1.56% | 47.35% |
| 3Y (ann.) | 6.34% | 15.27% |
| 5Y (ann.) | 6.34% | 15.27% |
| Metric | 12259060:solusd:triple_med_gx:lsma175_145 | 12259060:SOLUSD |
|---|---|---|
| Max Drawdown | -18.61% | -64.93% |
| Longest DD Days | 176.0 | 224.0 |
| Avg. Drawdown | -2.8% | -11.98% |
| Avg. Drawdown Days | 29.0 | 26.0 |
| Recovery Factor | 0.43 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-09 | 2025-09-01 | -18.61 | 176 |
| 2024-09-10 | 2024-10-11 | -5.52 | 30 |
| 2025-01-06 | 2025-02-03 | -3.72 | 27 |
| 2024-10-11 | 2024-12-05 | -3.55 | 54 |
| 2024-12-05 | 2025-01-06 | -2.53 | 32 |
| 2024-09-09 | 2024-09-09 | -1.78 | 0 |
| 2024-06-05 | 2024-09-07 | -1.33 | 93 |
| 2024-09-08 | 2024-09-08 | -0.68 | 0 |
| 2024-09-10 | 2024-09-10 | -0.38 | 0 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| Metric | 12259060:solusd:triple_med_gx:lsma175_145 | 12259060:SOLUSD |
|---|---|---|
| Best Day | 4.24% | 19.54% |
| Worst Day | -9.56% | -14.23% |
| Best Week | 7.75% | 21.25% |
| Worst Week | -10.56% | -17.1% |
| Best Month | 7.56% | 41.15% |
| Worst Month | -7.8% | -36.08% |
| Best Year | 17.44% | 13.13% |
| Worst Year | -8.03% | 5.6% |
| Avg. Up Day | 1.39% | 1.41% |
| Avg. Down Day | -1.43% | -1.5% |
| Avg. Up Week | 3.41% | 8.98% |
| Avg. Down Week | -6.18% | -6.24% |
| Avg. Up Month | 3.48% | 12.99% |
| Avg. Down Month | -7.8% | -15.91% |
| Win Days % | 52.11% | 49.56% |
| Win Month % | 77.78% | 56.25% |
| Win Week % | 75.0% | 53.73% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |