| Metric | 12291001:solusd:triple_med_gx:lsma105_110 | 12291001:SOLUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 2.15% | 3.1% |
| Max Drawdown | -8.62% | -64.93% |
| Sharpe | 0.13 | 0.23 |
| Sortino | 0.16 | 0.34 |
| Payoff Ratio | 1.04 | 0.96 |
| Profit Factor | 1.14 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.55 | 0.49 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 231.14 | 1.88 |
| Outlier Loss Ratio | 4.06 | 2.07 |
| Volatility (ann.) | 4.63% | 43.08% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.22 | 0.04 |
| Skew | -6.51 | 0.64 |
| Kurtosis | 225.53 | 8.72 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.15% | 0.22% |
| Expected Yearly % | 1.07% | 1.54% |
| Kelly Criterion | -4.75% | -3.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -3.68% |
| Expected Shortfall (cVaR) | -0.4% | -3.68% |
| Year | 12291001:SOLUSD | 12291001:solusd:triple_med_gx:lsma105_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 6.15 | 0.47 | - |
| 2025 | -8.87 | -3.77 | 0.43 | + |
| Metric | 12291001:solusd:triple_med_gx:lsma105_110 | 12291001:SOLUSD |
|---|---|---|
| MTD | 0.73% | 11.11% |
| 3M | -2.19% | 36.47% |
| 6M | -7.78% | -8.22% |
| YTD | -3.77% | -8.87% |
| 1Y | 1.65% | 7.09% |
| 3Y (ann.) | 1.9% | 2.75% |
| 5Y (ann.) | 1.9% | 2.75% |
| Metric | 12291001:solusd:triple_med_gx:lsma105_110 | 12291001:SOLUSD |
|---|---|---|
| Max Drawdown | -8.62% | -64.93% |
| Longest DD Days | 160.0 | 178.0 |
| Avg. Drawdown | -1.5% | -11.98% |
| Avg. Drawdown Days | 26.0 | 23.0 |
| Recovery Factor | 0.25 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-06 | 2025-07-17 | -8.62 | 160 |
| 2024-10-18 | 2024-11-27 | -4.34 | 39 |
| 2024-08-17 | 2024-10-11 | -0.67 | 55 |
| 2024-10-11 | 2024-10-18 | -0.37 | 6 |
| 2024-07-13 | 2024-07-13 | -0.24 | 0 |
| 2024-07-12 | 2024-07-12 | -0.18 | 0 |
| 2024-08-16 | 2024-08-17 | -0.18 | 0 |
| 2025-01-02 | 2025-01-03 | -0.18 | 0 |
| 2024-12-29 | 2024-12-29 | -0.18 | 0 |
| 2024-10-18 | 2024-10-18 | -0.01 | 0 |
| Metric | 12291001:solusd:triple_med_gx:lsma105_110 | 12291001:SOLUSD |
|---|---|---|
| Best Day | 2.8% | 19.54% |
| Worst Day | -5.13% | -14.23% |
| Best Week | 4.58% | 21.25% |
| Worst Week | -5.72% | -17.1% |
| Best Month | 4.58% | 41.15% |
| Worst Month | -5.72% | -36.08% |
| Best Year | 6.15% | 13.13% |
| Worst Year | -3.77% | -8.87% |
| Avg. Up Day | 1.01% | 1.07% |
| Avg. Down Day | -0.97% | -1.11% |
| Avg. Up Week | 1.35% | 8.19% |
| Avg. Down Week | -2.16% | -8.83% |
| Avg. Up Month | 2.28% | 20.52% |
| Avg. Down Month | -2.47% | -19.44% |
| Win Days % | 46.67% | 49.3% |
| Win Month % | 60.0% | 57.14% |
| Win Week % | 56.25% | 51.67% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |