| Metric | 12287168:solusd:triple_med_gx:lsma145_100 | 12287168:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 28.8% | 3.1% |
| Max Drawdown | -17.61% | -64.93% |
| Sharpe | 0.44 | 0.23 |
| Sortino | 0.8 | 0.34 |
| Payoff Ratio | 1.36 | 1.09 |
| Profit Factor | 1.25 | 1.04 |
| Common Sense Ratio | 0.16 | 1.06 |
| CPC Index | 0.81 | 0.56 |
| Tail Ratio | 0.13 | 1.02 |
| Outlier Win Ratio | 42.15 | 2.57 |
| Outlier Loss Ratio | 3.18 | 2.78 |
| Volatility (ann.) | 15.47% | 43.08% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.43 | 0.04 |
| Skew | 6.7 | 0.64 |
| Kurtosis | 126.17 | 8.72 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 1.82% | 0.22% |
| Expected Yearly % | 13.49% | 1.54% |
| Kelly Criterion | 8.82% | 2.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -3.68% |
| Expected Shortfall (cVaR) | -1.31% | -3.68% |
| Year | 12287168:SOLUSD | 12287168:solusd:triple_med_gx:lsma145_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 3.15 | 0.24 | - |
| 2025 | -8.87 | 24.87 | -2.81 | + |
| Metric | 12287168:solusd:triple_med_gx:lsma145_100 | 12287168:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -3.98% | 36.47% |
| 6M | 24.87% | -8.22% |
| YTD | 24.87% | -8.87% |
| 1Y | 28.8% | 7.09% |
| 3Y (ann.) | 25.2% | 2.75% |
| 5Y (ann.) | 25.2% | 2.75% |
| Metric | 12287168:solusd:triple_med_gx:lsma145_100 | 12287168:SOLUSD |
|---|---|---|
| Max Drawdown | -17.61% | -64.93% |
| Longest DD Days | 140.0 | 178.0 |
| Avg. Drawdown | -7.94% | -11.98% |
| Avg. Drawdown Days | 38.0 | 23.0 |
| Recovery Factor | 1.64 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-14 | 2025-07-17 | -17.61 | 64 |
| 2024-08-02 | 2024-12-20 | -15.92 | 140 |
| 2024-12-21 | 2025-01-18 | -10.69 | 28 |
| 2025-03-01 | 2025-04-08 | -8.57 | 38 |
| 2025-04-08 | 2025-04-09 | -7.33 | 1 |
| 2025-04-09 | 2025-05-13 | -3.01 | 33 |
| 2024-08-02 | 2024-08-02 | -0.18 | 0 |
| 2025-02-28 | 2025-02-28 | -0.18 | 0 |
| Metric | 12287168:solusd:triple_med_gx:lsma145_100 | 12287168:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -6.09% | -14.23% |
| Best Week | 14.58% | 21.25% |
| Worst Week | -8.1% | -17.1% |
| Best Month | 17.06% | 41.15% |
| Worst Month | -9.4% | -36.08% |
| Best Year | 24.87% | 13.13% |
| Worst Year | 3.15% | -8.87% |
| Avg. Up Day | 1.83% | 1.84% |
| Avg. Down Day | -1.34% | -1.68% |
| Avg. Up Week | 8.6% | 13.13% |
| Avg. Down Week | -4.72% | -7.91% |
| Avg. Up Month | 11.68% | 23.79% |
| Avg. Down Month | -4.81% | -18.54% |
| Win Days % | 47.43% | 49.3% |
| Win Month % | 63.64% | 57.14% |
| Win Week % | 47.06% | 51.67% |
| Win Quarter % | 75.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |