| Metric | 12259342:solusd:triple_med_gx:lsma55_145 | 12259342:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 53.95% | 19.47% |
| Max Drawdown | -31.56% | -64.93% |
| Sharpe | 0.52 | 0.29 |
| Sortino | 0.86 | 0.44 |
| Payoff Ratio | 1.22 | 1.2 |
| Profit Factor | 1.25 | 1.05 |
| Common Sense Ratio | 1.51 | 1.07 |
| CPC Index | 0.76 | 0.62 |
| Tail Ratio | 1.21 | 1.03 |
| Outlier Win Ratio | 29.69 | 2.93 |
| Outlier Loss Ratio | 2.86 | 2.89 |
| Volatility (ann.) | 20.57% | 42.69% |
| R^2 | 0.23 | 0.23 |
| Calmar | 1.3 | 0.24 |
| Skew | 3.24 | 0.62 |
| Kurtosis | 83.71 | 8.27 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.73% | 1.12% |
| Expected Yearly % | 24.08% | 9.3% |
| Kelly Criterion | 8.69% | 7.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.74% | -3.64% |
| Expected Shortfall (cVaR) | -1.74% | -3.64% |
| Year | 12259342:SOLUSD | 12259342:solusd:triple_med_gx:lsma55_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 31.80 | 2.42 | + |
| 2025 | 5.60 | 16.81 | 3.00 | + |
| Metric | 12259342:solusd:triple_med_gx:lsma55_145 | 12259342:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -10.03% | 26.39% |
| 6M | 17.72% | 38.87% |
| YTD | 16.81% | 5.6% |
| 1Y | 59.68% | 47.35% |
| 3Y (ann.) | 41.14% | 15.27% |
| 5Y (ann.) | 41.14% | 15.27% |
| Metric | 12259342:solusd:triple_med_gx:lsma55_145 | 12259342:SOLUSD |
|---|---|---|
| Max Drawdown | -31.56% | -64.93% |
| Longest DD Days | 123.0 | 224.0 |
| Avg. Drawdown | -5.78% | -11.98% |
| Avg. Drawdown Days | 25.0 | 26.0 |
| Recovery Factor | 1.71 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-06 | -31.56 | 123 |
| 2025-01-17 | 2025-05-08 | -26.43 | 111 |
| 2025-05-11 | 2025-09-01 | -12.12 | 113 |
| 2024-11-29 | 2025-01-15 | -10.11 | 47 |
| 2024-10-07 | 2024-11-05 | -8.38 | 28 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2024-11-08 | 2024-11-29 | -2.66 | 20 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2024-11-07 | 2024-11-07 | -1.48 | 0 |
| Metric | 12259342:solusd:triple_med_gx:lsma55_145 | 12259342:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 23.85% | 21.25% |
| Worst Week | -10.46% | -17.1% |
| Best Month | 24.02% | 41.15% |
| Worst Month | -10.46% | -36.08% |
| Best Year | 31.8% | 13.13% |
| Worst Year | 16.81% | 5.6% |
| Avg. Up Day | 1.92% | 1.93% |
| Avg. Down Day | -1.57% | -1.61% |
| Avg. Up Week | 8.73% | 10.57% |
| Avg. Down Week | -6.17% | -9.81% |
| Avg. Up Month | 14.2% | 18.6% |
| Avg. Down Month | -7.11% | -18.56% |
| Win Days % | 49.82% | 49.56% |
| Win Month % | 57.14% | 56.25% |
| Win Week % | 65.22% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |