| Metric | 12259404:solusd:triple_med_gx:lsma60_145 | 12259404:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 17.93% | 19.47% |
| Max Drawdown | -32.66% | -64.93% |
| Sharpe | 0.26 | 0.29 |
| Sortino | 0.42 | 0.44 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.13 | 1.05 |
| Common Sense Ratio | 1.07 | 1.07 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 0.95 | 1.03 |
| Outlier Win Ratio | 31.12 | 2.75 |
| Outlier Loss Ratio | 2.8 | 3.0 |
| Volatility (ann.) | 20.35% | 42.69% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.43 | 0.24 |
| Skew | 3.08 | 0.62 |
| Kurtosis | 87.49 | 8.27 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.04% | 1.12% |
| Expected Yearly % | 8.6% | 9.3% |
| Kelly Criterion | 3.21% | 5.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.74% | -3.64% |
| Expected Shortfall (cVaR) | -1.74% | -3.64% |
| Year | 12259404:SOLUSD | 12259404:solusd:triple_med_gx:lsma60_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 18.25 | 1.39 | + |
| 2025 | 5.60 | -0.26 | -0.05 | - |
| Metric | 12259404:solusd:triple_med_gx:lsma60_145 | 12259404:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -11.18% | 26.39% |
| 6M | 11.68% | 38.87% |
| YTD | -0.26% | 5.6% |
| 1Y | 20.9% | 47.35% |
| 3Y (ann.) | 14.08% | 15.27% |
| 5Y (ann.) | 14.08% | 15.27% |
| Metric | 12259404:solusd:triple_med_gx:lsma60_145 | 12259404:SOLUSD |
|---|---|---|
| Max Drawdown | -32.66% | -64.93% |
| Longest DD Days | 160.0 | 224.0 |
| Avg. Drawdown | -6.71% | -11.98% |
| Avg. Drawdown Days | 28.0 | 26.0 |
| Recovery Factor | 0.55 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-29 | 2025-05-08 | -32.66 | 160 |
| 2024-06-05 | 2024-11-06 | -30.75 | 153 |
| 2025-07-31 | 2025-09-01 | -12.49 | 32 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2024-11-08 | 2024-11-29 | -2.28 | 20 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| 2024-11-07 | 2024-11-07 | -1.48 | 0 |
| 2025-05-09 | 2025-05-09 | -0.99 | 0 |
| 2024-11-06 | 2024-11-06 | -0.51 | 0 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| Metric | 12259404:solusd:triple_med_gx:lsma60_145 | 12259404:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 21.12% | 21.25% |
| Worst Week | -8.67% | -17.1% |
| Best Month | 23.4% | 41.15% |
| Worst Month | -8.37% | -36.08% |
| Best Year | 18.25% | 13.13% |
| Worst Year | -0.26% | 5.6% |
| Avg. Up Day | 1.98% | 1.99% |
| Avg. Down Day | -1.69% | -1.74% |
| Avg. Up Week | 9.98% | 11.31% |
| Avg. Down Week | -6.35% | -10.45% |
| Avg. Up Month | 14.02% | 19.64% |
| Avg. Down Month | -7.12% | -24.39% |
| Win Days % | 47.83% | 49.56% |
| Win Month % | 46.15% | 56.25% |
| Win Week % | 55.0% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |