| Metric | 12216839:solusd:triple_med_gx:lsma55_20 | 12216839:SOLUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 34.62% | 19.47% |
| Max Drawdown | -22.33% | -64.93% |
| Sharpe | 0.52 | 0.29 |
| Sortino | 1.08 | 0.44 |
| Payoff Ratio | 1.54 | 1.47 |
| Profit Factor | 1.42 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.98 | 0.76 |
| Tail Ratio | NaN | 1.03 |
| Outlier Win Ratio | 58.02 | 2.37 |
| Outlier Loss Ratio | 3.3 | 2.43 |
| Volatility (ann.) | 12.96% | 42.69% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.2 | 0.24 |
| Skew | 13.61 | 0.62 |
| Kurtosis | 393.98 | 8.27 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 1.88% | 1.12% |
| Expected Yearly % | 16.03% | 9.3% |
| Kelly Criterion | 9.5% | 15.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -3.64% |
| Expected Shortfall (cVaR) | -1.1% | -3.64% |
| Year | 12216839:SOLUSD | 12216839:solusd:triple_med_gx:lsma55_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 16.92 | 1.29 | + |
| 2025 | 5.60 | 15.14 | 2.70 | + |
| Metric | 12216839:solusd:triple_med_gx:lsma55_20 | 12216839:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -16.78% | 26.39% |
| 6M | 4.07% | 38.87% |
| YTD | 15.14% | 5.6% |
| 1Y | 19.98% | 47.35% |
| 3Y (ann.) | 26.8% | 15.27% |
| 5Y (ann.) | 26.8% | 15.27% |
| Metric | 12216839:solusd:triple_med_gx:lsma55_20 | 12216839:SOLUSD |
|---|---|---|
| Max Drawdown | -22.33% | -64.93% |
| Longest DD Days | 141.0 | 224.0 |
| Avg. Drawdown | -3.65% | -11.98% |
| Avg. Drawdown Days | 20.0 | 26.0 |
| Recovery Factor | 1.55 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-13 | 2025-09-01 | -22.33 | 141 |
| 2024-11-08 | 2025-01-16 | -6.47 | 68 |
| 2025-03-03 | 2025-04-12 | -5.36 | 40 |
| 2024-10-15 | 2024-11-07 | -3.77 | 23 |
| 2024-09-10 | 2024-09-12 | -3.30 | 2 |
| 2024-09-13 | 2024-09-13 | -2.55 | 0 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2024-08-22 | 2024-08-23 | -1.38 | 0 |
| 2024-08-23 | 2024-08-23 | -1.36 | 0 |
| 2024-06-26 | 2024-06-27 | -1.05 | 1 |
| Metric | 12216839:solusd:triple_med_gx:lsma55_20 | 12216839:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -5.58% | -14.23% |
| Best Week | 18.36% | 21.25% |
| Worst Week | -11.82% | -17.1% |
| Best Month | 18.36% | 41.15% |
| Worst Month | -13.2% | -36.08% |
| Best Year | 16.92% | 13.13% |
| Worst Year | 15.14% | 5.6% |
| Avg. Up Day | 1.91% | 1.94% |
| Avg. Down Day | -1.24% | -1.31% |
| Avg. Up Week | 4.79% | 12.42% |
| Avg. Down Week | -2.33% | -7.8% |
| Avg. Up Month | 7.32% | 23.79% |
| Avg. Down Month | -8.31% | -10.82% |
| Win Days % | 45.11% | 49.56% |
| Win Month % | 58.33% | 56.25% |
| Win Week % | 57.89% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |