| Metric | 12216840:solusd:triple_med_gx:lsma50_20 | 12216840:SOLUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 29.99% | 19.47% |
| Max Drawdown | -21.24% | -64.93% |
| Sharpe | 0.46 | 0.29 |
| Sortino | 0.93 | 0.44 |
| Payoff Ratio | 1.52 | 1.46 |
| Profit Factor | 1.37 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.93 | 0.75 |
| Tail Ratio | NaN | 1.03 |
| Outlier Win Ratio | 58.59 | 2.34 |
| Outlier Loss Ratio | 3.23 | 2.44 |
| Volatility (ann.) | 13.13% | 42.69% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.1 | 0.24 |
| Skew | 13.0 | 0.62 |
| Kurtosis | 376.08 | 8.27 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.65% | 1.12% |
| Expected Yearly % | 14.02% | 9.3% |
| Kelly Criterion | 8.14% | 14.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -3.64% |
| Expected Shortfall (cVaR) | -1.11% | -3.64% |
| Year | 12216840:SOLUSD | 12216840:solusd:triple_med_gx:lsma50_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 8.23 | 0.63 | - |
| 2025 | 5.60 | 20.11 | 3.59 | + |
| Metric | 12216840:solusd:triple_med_gx:lsma50_20 | 12216840:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -16.75% | 26.39% |
| 6M | 10.06% | 38.87% |
| YTD | 20.11% | 5.6% |
| 1Y | 19.69% | 47.35% |
| 3Y (ann.) | 23.31% | 15.27% |
| 5Y (ann.) | 23.31% | 15.27% |
| Metric | 12216840:solusd:triple_med_gx:lsma50_20 | 12216840:SOLUSD |
|---|---|---|
| Max Drawdown | -21.24% | -64.93% |
| Longest DD Days | 100.0 | 224.0 |
| Avg. Drawdown | -4.78% | -11.98% |
| Avg. Drawdown Days | 33.0 | 26.0 |
| Recovery Factor | 1.41 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-23 | 2025-09-01 | -21.24 | 100 |
| 2025-03-03 | 2025-04-12 | -10.22 | 40 |
| 2024-11-08 | 2025-01-16 | -6.38 | 68 |
| 2024-08-23 | 2024-11-07 | -4.79 | 76 |
| 2025-04-13 | 2025-05-10 | -2.74 | 27 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2024-08-22 | 2024-08-23 | -1.38 | 0 |
| 2025-01-17 | 2025-03-02 | -1.33 | 44 |
| 2025-05-11 | 2025-05-23 | -1.31 | 12 |
| 2024-06-26 | 2024-06-27 | -1.05 | 1 |
| Metric | 12216840:solusd:triple_med_gx:lsma50_20 | 12216840:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -5.58% | -14.23% |
| Best Week | 12.27% | 21.25% |
| Worst Week | -11.82% | -17.1% |
| Best Month | 21.02% | 41.15% |
| Worst Month | -13.2% | -36.08% |
| Best Year | 20.11% | 13.13% |
| Worst Year | 8.23% | 5.6% |
| Avg. Up Day | 1.94% | 1.95% |
| Avg. Down Day | -1.27% | -1.34% |
| Avg. Up Week | 4.22% | 12.42% |
| Avg. Down Week | -1.65% | -6.48% |
| Avg. Up Month | 7.02% | 23.79% |
| Avg. Down Month | -8.87% | -10.82% |
| Win Days % | 44.62% | 49.56% |
| Win Month % | 58.33% | 56.25% |
| Win Week % | 57.14% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |