| Metric | 12301047:solusd:triple_med_gx:lsma145_135 | 12301047:SOLUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 32.83% | 3.1% |
| Max Drawdown | -4.94% | -64.93% |
| Sharpe | 0.66 | 0.23 |
| Sortino | 2.19 | 0.34 |
| Payoff Ratio | 2.97 | 2.45 |
| Profit Factor | 2.34 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 2.72 | 1.25 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 93.46 | 1.94 |
| Outlier Loss Ratio | 4.23 | 2.07 |
| Volatility (ann.) | 10.24% | 43.08% |
| R^2 | 0.06 | 0.06 |
| Calmar | 5.8 | 0.04 |
| Skew | 20.22 | 0.64 |
| Kurtosis | 530.83 | 8.72 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.05% | 0.22% |
| Expected Yearly % | 15.25% | 1.54% |
| Kelly Criterion | 18.72% | 28.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -3.68% |
| Expected Shortfall (cVaR) | -0.86% | -3.68% |
| Year | 12301047:SOLUSD | 12301047:solusd:triple_med_gx:lsma145_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 9.98 | 0.76 | - |
| 2025 | -8.87 | 20.78 | -2.34 | + |
| Metric | 12301047:solusd:triple_med_gx:lsma145_135 | 12301047:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 5.26% | 36.47% |
| 6M | 20.78% | -8.22% |
| YTD | 20.78% | -8.87% |
| 1Y | 32.83% | 7.09% |
| 3Y (ann.) | 28.68% | 2.75% |
| 5Y (ann.) | 28.68% | 2.75% |
| Metric | 12301047:solusd:triple_med_gx:lsma145_135 | 12301047:SOLUSD |
|---|---|---|
| Max Drawdown | -4.94% | -64.93% |
| Longest DD Days | 109.0 | 178.0 |
| Avg. Drawdown | -2.3% | -11.98% |
| Avg. Drawdown Days | 35.0 | 23.0 |
| Recovery Factor | 6.64 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-10 | 2024-10-12 | -4.94 | 31 |
| 2024-10-12 | 2024-11-05 | -4.63 | 23 |
| 2024-12-21 | 2025-04-09 | -3.51 | 109 |
| 2025-05-15 | 2025-06-23 | -2.64 | 39 |
| 2024-11-26 | 2024-12-21 | -1.20 | 24 |
| 2025-06-24 | 2025-07-17 | -0.83 | 22 |
| 2025-04-09 | 2025-05-15 | -0.59 | 35 |
| 2024-11-05 | 2024-11-06 | -0.04 | 0 |
| Metric | 12301047:solusd:triple_med_gx:lsma145_135 | 12301047:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -3.34% | -14.23% |
| Best Week | 14.99% | 21.25% |
| Worst Week | -2.26% | -17.1% |
| Best Month | 14.74% | 41.15% |
| Worst Month | -1.48% | -36.08% |
| Best Year | 20.78% | 13.13% |
| Worst Year | 9.98% | -8.87% |
| Avg. Up Day | 2.68% | 2.69% |
| Avg. Down Day | -0.9% | -1.1% |
| Avg. Up Week | 5.71% | 7.5% |
| Avg. Down Week | -0.92% | -6.83% |
| Avg. Up Month | 14.28% | 29.82% |
| Avg. Down Month | -1.18% | -20.58% |
| Win Days % | 39.22% | 49.3% |
| Win Month % | 42.86% | 57.14% |
| Win Week % | 45.45% | 51.67% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 50.0% |