| Metric | 12303209:solusd:triple_med_gx:lsma145_140 | 12303209:SOLUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 9.03% | 3.1% |
| Max Drawdown | -5.94% | -64.93% |
| Sharpe | 0.34 | 0.23 |
| Sortino | 1.23 | 0.34 |
| Payoff Ratio | 3.46 | 1.7 |
| Profit Factor | 1.77 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.8 | 0.87 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 215.6 | 1.81 |
| Outlier Loss Ratio | 6.08 | 2.07 |
| Volatility (ann.) | 6.23% | 43.08% |
| R^2 | 0.02 | 0.02 |
| Calmar | 1.34 | 0.04 |
| Skew | 27.32 | 0.64 |
| Kurtosis | 889.05 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 0.62% | 0.22% |
| Expected Yearly % | 4.42% | 1.54% |
| Kelly Criterion | 8.99% | 19.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -3.68% |
| Expected Shortfall (cVaR) | -0.53% | -3.68% |
| Year | 12303209:SOLUSD | 12303209:solusd:triple_med_gx:lsma145_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 7.94 | 0.60 | - |
| 2025 | -8.87 | 1.01 | -0.11 | + |
| Metric | 12303209:solusd:triple_med_gx:lsma145_140 | 12303209:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 1.61% | 36.47% |
| 6M | 1.01% | -8.22% |
| YTD | 1.01% | -8.87% |
| 1Y | 9.03% | 7.09% |
| 3Y (ann.) | 7.98% | 2.75% |
| 5Y (ann.) | 7.98% | 2.75% |
| Metric | 12303209:solusd:triple_med_gx:lsma145_140 | 12303209:SOLUSD |
|---|---|---|
| Max Drawdown | -5.94% | -64.93% |
| Longest DD Days | 184.0 | 178.0 |
| Avg. Drawdown | -2.42% | -11.98% |
| Avg. Drawdown Days | 54.0 | 23.0 |
| Recovery Factor | 1.52 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-21 | 2025-06-24 | -5.94 | 184 |
| 2024-10-12 | 2024-11-06 | -2.68 | 24 |
| 2024-08-02 | 2024-09-12 | -2.16 | 41 |
| 2025-06-24 | 2025-07-17 | -0.83 | 22 |
| 2024-10-11 | 2024-10-12 | -0.47 | 0 |
| Metric | 12303209:solusd:triple_med_gx:lsma145_140 | 12303209:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -1.9% | -14.23% |
| Best Week | 11.66% | 21.25% |
| Worst Week | -3.52% | -17.1% |
| Best Month | 10.97% | 41.15% |
| Worst Month | -3.52% | -36.08% |
| Best Year | 7.94% | 13.13% |
| Worst Year | 1.01% | -8.87% |
| Avg. Up Day | 2.18% | 2.22% |
| Avg. Down Day | -0.63% | -1.31% |
| Avg. Up Week | 4.83% | 9.93% |
| Avg. Down Week | -1.83% | -6.57% |
| Avg. Up Month | 6.4% | 26.98% |
| Avg. Down Month | -1.61% | -20.88% |
| Win Days % | 29.41% | 49.3% |
| Win Month % | 37.5% | 57.14% |
| Win Week % | 40.0% | 51.67% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |