| Metric | 12259372:solusd:triple_med_gx:lsma60_145 | 12259372:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 9.04% | 19.47% |
| Max Drawdown | -38.59% | -64.93% |
| Sharpe | 0.18 | 0.29 |
| Sortino | 0.29 | 0.44 |
| Payoff Ratio | 1.11 | 1.08 |
| Profit Factor | 1.09 | 1.05 |
| Common Sense Ratio | 1.41 | 1.07 |
| CPC Index | 0.58 | 0.56 |
| Tail Ratio | 1.3 | 1.03 |
| Outlier Win Ratio | 32.35 | 2.73 |
| Outlier Loss Ratio | 2.77 | 3.0 |
| Volatility (ann.) | 20.01% | 42.69% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.19 | 0.24 |
| Skew | 3.07 | 0.62 |
| Kurtosis | 92.28 | 8.27 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.54% | 1.12% |
| Expected Yearly % | 4.42% | 9.3% |
| Kelly Criterion | 1.6% | 2.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.71% | -3.64% |
| Expected Shortfall (cVaR) | -1.71% | -3.64% |
| Year | 12259372:SOLUSD | 12259372:solusd:triple_med_gx:lsma60_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 21.86 | 1.66 | + |
| 2025 | 5.60 | -10.53 | -1.88 | - |
| Metric | 12259372:solusd:triple_med_gx:lsma60_145 | 12259372:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -8.63% | 26.39% |
| 6M | 3.18% | 38.87% |
| YTD | -10.53% | 5.6% |
| 1Y | 11.94% | 47.35% |
| 3Y (ann.) | 7.15% | 15.27% |
| 5Y (ann.) | 7.15% | 15.27% |
| Metric | 12259372:solusd:triple_med_gx:lsma60_145 | 12259372:SOLUSD |
|---|---|---|
| Max Drawdown | -38.59% | -64.93% |
| Longest DD Days | 275.0 | 224.0 |
| Avg. Drawdown | -9.65% | -11.98% |
| Avg. Drawdown Days | 56.0 | 26.0 |
| Recovery Factor | 0.23 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-29 | 2025-09-01 | -38.59 | 275 |
| 2024-06-05 | 2024-11-06 | -30.85 | 153 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2024-11-08 | 2024-11-29 | -2.28 | 20 |
| 2024-11-07 | 2024-11-07 | -1.48 | 0 |
| 2024-11-06 | 2024-11-06 | -0.51 | 0 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12259372:solusd:triple_med_gx:lsma60_145 | 12259372:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 23.05% | 21.25% |
| Worst Week | -12.97% | -17.1% |
| Best Month | 23.18% | 41.15% |
| Worst Month | -12.97% | -36.08% |
| Best Year | 21.86% | 13.13% |
| Worst Year | -10.53% | 5.6% |
| Avg. Up Day | 1.91% | 1.92% |
| Avg. Down Day | -1.72% | -1.77% |
| Avg. Up Week | 7.88% | 9.77% |
| Avg. Down Week | -6.9% | -9.28% |
| Avg. Up Month | 13.16% | 19.02% |
| Avg. Down Month | -9.7% | -24.39% |
| Win Days % | 48.19% | 49.56% |
| Win Month % | 46.15% | 56.25% |
| Win Week % | 60.0% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |