| Metric | 12290393:solusd:triple_med_gx:lsma75_110 | 12290393:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 22.44% | 3.1% |
| Max Drawdown | -13.6% | -64.93% |
| Sharpe | 0.45 | 0.23 |
| Sortino | 0.74 | 0.34 |
| Payoff Ratio | 1.32 | 1.19 |
| Profit Factor | 1.21 | 1.04 |
| Common Sense Ratio | 1.32 | 1.06 |
| CPC Index | 0.72 | 0.61 |
| Tail Ratio | 1.1 | 1.02 |
| Outlier Win Ratio | 45.12 | 2.51 |
| Outlier Loss Ratio | 4.15 | 2.73 |
| Volatility (ann.) | 11.48% | 43.08% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.45 | 0.04 |
| Skew | 2.79 | 0.64 |
| Kurtosis | 41.45 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.46% | 0.22% |
| Expected Yearly % | 10.65% | 1.54% |
| Kelly Criterion | 3.31% | 6.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -3.68% |
| Expected Shortfall (cVaR) | -0.97% | -3.68% |
| Year | 12290393:SOLUSD | 12290393:solusd:triple_med_gx:lsma75_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 32.26 | 2.46 | + |
| 2025 | -8.87 | -7.42 | 0.84 | + |
| Metric | 12290393:solusd:triple_med_gx:lsma75_110 | 12290393:SOLUSD |
|---|---|---|
| MTD | -6.49% | 11.11% |
| 3M | 0.47% | 36.47% |
| 6M | -10.27% | -8.22% |
| YTD | -7.42% | -8.87% |
| 1Y | 20.64% | 7.09% |
| 3Y (ann.) | 19.7% | 2.75% |
| 5Y (ann.) | 19.7% | 2.75% |
| Metric | 12290393:solusd:triple_med_gx:lsma75_110 | 12290393:SOLUSD |
|---|---|---|
| Max Drawdown | -13.6% | -64.93% |
| Longest DD Days | 167.0 | 178.0 |
| Avg. Drawdown | -3.57% | -11.98% |
| Avg. Drawdown Days | 27.0 | 23.0 |
| Recovery Factor | 1.65 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-30 | 2025-07-17 | -13.60 | 167 |
| 2024-09-14 | 2024-11-21 | -9.15 | 68 |
| 2024-06-27 | 2024-07-19 | -8.23 | 21 |
| 2024-11-22 | 2025-01-30 | -6.14 | 68 |
| 2024-06-02 | 2024-06-27 | -4.10 | 25 |
| 2024-09-13 | 2024-09-13 | -2.55 | 0 |
| 2024-07-19 | 2024-07-20 | -1.46 | 0 |
| 2024-11-21 | 2024-11-22 | -0.33 | 0 |
| 2024-09-11 | 2024-09-12 | -0.18 | 0 |
| 2024-07-25 | 2024-07-25 | -0.18 | 0 |
| Metric | 12290393:solusd:triple_med_gx:lsma75_110 | 12290393:SOLUSD |
|---|---|---|
| Best Day | 7.28% | 19.54% |
| Worst Day | -4.22% | -14.23% |
| Best Week | 10.2% | 21.25% |
| Worst Week | -9.06% | -17.1% |
| Best Month | 19.85% | 41.15% |
| Worst Month | -7.45% | -36.08% |
| Best Year | 32.26% | 13.13% |
| Worst Year | -7.42% | -8.87% |
| Avg. Up Day | 1.47% | 1.5% |
| Avg. Down Day | -1.11% | -1.26% |
| Avg. Up Week | 4.22% | 10.85% |
| Avg. Down Week | -2.6% | -8.62% |
| Avg. Up Month | 7.59% | 22.49% |
| Avg. Down Month | -3.96% | -24.19% |
| Win Days % | 44.93% | 49.3% |
| Win Month % | 57.14% | 57.14% |
| Win Week % | 53.57% | 51.67% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 50.0% |