| Metric | 12259061:solusd:triple_med_gx:lsma170_145 | 12259061:SOLUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 9.58% | 19.47% |
| Max Drawdown | -21.64% | -64.93% |
| Sharpe | 0.23 | 0.29 |
| Sortino | 0.29 | 0.44 |
| Payoff Ratio | 0.95 | 0.9 |
| Profit Factor | 1.16 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.58 | 0.47 |
| Tail Ratio | NaN | 1.03 |
| Outlier Win Ratio | 77.07 | 2.34 |
| Outlier Loss Ratio | 2.41 | 2.39 |
| Volatility (ann.) | 10.39% | 42.69% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.35 | 0.24 |
| Skew | -5.46 | 0.62 |
| Kurtosis | 137.93 | 8.27 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.57% | 1.12% |
| Expected Yearly % | 4.68% | 9.3% |
| Kelly Criterion | 3.83% | -6.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -3.64% |
| Expected Shortfall (cVaR) | -0.89% | -3.64% |
| Year | 12259061:SOLUSD | 12259061:solusd:triple_med_gx:lsma170_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 21.60 | 1.64 | + |
| 2025 | 5.60 | -9.88 | -1.76 | - |
| Metric | 12259061:solusd:triple_med_gx:lsma170_145 | 12259061:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 0.0% | 26.39% |
| 6M | -11.72% | 38.87% |
| YTD | -9.88% | 5.6% |
| 1Y | -2.44% | 47.35% |
| 3Y (ann.) | 7.58% | 15.27% |
| 5Y (ann.) | 7.58% | 15.27% |
| Metric | 12259061:solusd:triple_med_gx:lsma170_145 | 12259061:SOLUSD |
|---|---|---|
| Max Drawdown | -21.64% | -64.93% |
| Longest DD Days | 176.0 | 224.0 |
| Avg. Drawdown | -2.77% | -11.98% |
| Avg. Drawdown Days | 29.0 | 26.0 |
| Recovery Factor | 0.44 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-09 | 2025-09-01 | -21.64 | 176 |
| 2024-09-10 | 2024-12-05 | -5.05 | 85 |
| 2025-01-06 | 2025-02-03 | -3.72 | 27 |
| 2024-09-09 | 2024-09-09 | -1.78 | 0 |
| 2024-12-05 | 2025-01-06 | -1.11 | 32 |
| 2024-06-05 | 2024-08-07 | -0.70 | 62 |
| 2024-09-08 | 2024-09-08 | -0.68 | 0 |
| 2024-09-10 | 2024-09-10 | -0.38 | 0 |
| 2024-06-03 | 2024-06-04 | -0.28 | 0 |
| 2025-03-08 | 2025-03-09 | -0.18 | 0 |
| Metric | 12259061:solusd:triple_med_gx:lsma170_145 | 12259061:SOLUSD |
|---|---|---|
| Best Day | 5.96% | 19.54% |
| Worst Day | -9.56% | -14.23% |
| Best Week | 8.28% | 21.25% |
| Worst Week | -11.22% | -17.1% |
| Best Month | 8.09% | 41.15% |
| Worst Month | -11.22% | -36.08% |
| Best Year | 21.6% | 13.13% |
| Worst Year | -9.88% | 5.6% |
| Avg. Up Day | 1.52% | 1.53% |
| Avg. Down Day | -1.6% | -1.71% |
| Avg. Up Week | 6.59% | 8.07% |
| Avg. Down Week | -7.32% | -6.24% |
| Avg. Up Month | 4.63% | 13.87% |
| Avg. Down Month | -11.22% | -15.91% |
| Win Days % | 53.27% | 49.56% |
| Win Month % | 70.0% | 56.25% |
| Win Week % | 66.67% | 53.73% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |