| Metric | 12216842:solusd:triple_med_gx:lsma45_20 | 12216842:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 11.68% | 15.38% |
| Max Drawdown | -23.9% | -61.75% |
| Sharpe | 0.44 | 0.55 |
| Sortino | 0.84 | 0.81 |
| Payoff Ratio | 2.07 | 2.01 |
| Profit Factor | 1.27 | 1.08 |
| Common Sense Ratio | 0.0 | 1.17 |
| CPC Index | 0.91 | 1.06 |
| Tail Ratio | 0.0 | 1.08 |
| Outlier Win Ratio | 56.94 | 2.5 |
| Outlier Loss Ratio | 4.2 | 2.14 |
| Volatility (ann.) | 24.65% | 85.83% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.35 | 0.18 |
| Skew | 6.08 | 0.14 |
| Kurtosis | 103.01 | 3.01 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 0.65% | 0.85% |
| Expected Yearly % | 5.68% | 7.42% |
| Kelly Criterion | 3.0% | 23.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.09% | -7.26% |
| Expected Shortfall (cVaR) | -2.09% | -7.26% |
| Year | 12216842:SOLUSD | 12216842:solusd:triple_med_gx:lsma45_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 5.77 | 0.45 | - |
| 2025 | 2.31 | 5.59 | 2.43 | + |
| Metric | 12216842:solusd:triple_med_gx:lsma45_20 | 12216842:SOLUSD |
|---|---|---|
| MTD | -1.88% | -8.37% |
| 3M | -1.89% | 20.18% |
| 6M | -21.83% | 46.71% |
| YTD | 5.59% | 2.31% |
| 1Y | 6.05% | 24.83% |
| 3Y (ann.) | 8.36% | 10.96% |
| 5Y (ann.) | 8.36% | 10.96% |
| Metric | 12216842:solusd:triple_med_gx:lsma45_20 | 12216842:SOLUSD |
|---|---|---|
| Max Drawdown | -23.9% | -61.75% |
| Longest DD Days | 185.0 | 269.0 |
| Avg. Drawdown | -6.24% | -16.47% |
| Avg. Drawdown Days | 51.0 | 44.0 |
| Recovery Factor | 0.49 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-14 | 2025-10-16 | -23.90 | 185 |
| 2024-11-09 | 2025-01-17 | -5.53 | 69 |
| 2025-03-04 | 2025-03-15 | -5.31 | 11 |
| 2025-04-03 | 2025-04-13 | -4.34 | 10 |
| 2024-08-22 | 2024-11-08 | -3.35 | 78 |
| 2024-06-27 | 2024-06-28 | -1.05 | 1 |
| 2025-03-02 | 2025-03-03 | -0.18 | 1 |
| Metric | 12216842:solusd:triple_med_gx:lsma45_20 | 12216842:SOLUSD |
|---|---|---|
| Best Day | 18.79% | 20.8% |
| Worst Day | -9.82% | -18.74% |
| Best Week | 12.27% | 25.06% |
| Worst Week | -12.69% | -26.95% |
| Best Month | 20.2% | 39.21% |
| Worst Month | -16.02% | -46.12% |
| Best Year | 5.77% | 12.78% |
| Worst Year | 5.59% | 2.31% |
| Avg. Up Day | 3.76% | 5.21% |
| Avg. Down Day | -1.81% | -2.59% |
| Avg. Up Week | 6.66% | 13.01% |
| Avg. Down Week | -3.95% | -4.89% |
| Avg. Up Month | 5.3% | 21.22% |
| Avg. Down Month | -5.83% | -14.32% |
| Win Days % | 34.55% | 48.8% |
| Win Month % | 42.86% | 58.82% |
| Win Week % | 34.62% | 50.68% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 100.0% | 100.0% |