| Metric | 12216842:solusd:triple_med_gx:lsma45_20 | 12216842:SOLUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 11.68% | 15.38% |
| Max Drawdown | -25.35% | -64.93% |
| Sharpe | 0.22 | 0.27 |
| Sortino | 0.42 | 0.4 |
| Payoff Ratio | 1.43 | 1.38 |
| Profit Factor | 1.16 | 1.04 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.69 | 0.71 |
| Tail Ratio | NaN | 1.04 |
| Outlier Win Ratio | 64.64 | 2.3 |
| Outlier Loss Ratio | 3.33 | 2.44 |
| Volatility (ann.) | 12.54% | 42.23% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.33 | 0.17 |
| Skew | 13.39 | 0.58 |
| Kurtosis | 412.55 | 8.14 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.65% | 0.85% |
| Expected Yearly % | 5.68% | 7.42% |
| Kelly Criterion | 0.43% | 12.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -3.6% |
| Expected Shortfall (cVaR) | -1.07% | -3.6% |
| Year | 12216842:SOLUSD | 12216842:solusd:triple_med_gx:lsma45_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 5.77 | 0.44 | - |
| 2025 | 1.99 | 5.59 | 2.82 | + |
| Metric | 12216842:solusd:triple_med_gx:lsma45_20 | 12216842:SOLUSD |
|---|---|---|
| MTD | -1.88% | -7.75% |
| 3M | -1.89% | 17.41% |
| 6M | -21.83% | 52.72% |
| YTD | 5.59% | 1.99% |
| 1Y | 5.74% | 24.46% |
| 3Y (ann.) | 8.36% | 10.96% |
| 5Y (ann.) | 8.36% | 10.96% |
| Metric | 12216842:solusd:triple_med_gx:lsma45_20 | 12216842:SOLUSD |
|---|---|---|
| Max Drawdown | -25.35% | -64.93% |
| Longest DD Days | 186.0 | 269.0 |
| Avg. Drawdown | -7.24% | -11.98% |
| Avg. Drawdown Days | 60.0 | 29.0 |
| Recovery Factor | 0.46 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-13 | 2025-10-16 | -25.35 | 186 |
| 2025-03-03 | 2025-04-12 | -10.22 | 40 |
| 2024-11-08 | 2025-01-16 | -7.52 | 69 |
| 2024-08-22 | 2024-11-07 | -4.36 | 77 |
| 2025-01-16 | 2025-03-02 | -1.56 | 44 |
| 2024-06-26 | 2024-06-27 | -1.05 | 1 |
| 2024-08-21 | 2024-08-22 | -0.59 | 0 |
| Metric | 12216842:solusd:triple_med_gx:lsma45_20 | 12216842:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -5.58% | -14.23% |
| Best Week | 12.27% | 21.25% |
| Worst Week | -11.82% | -18.95% |
| Best Month | 20.2% | 41.15% |
| Worst Month | -16.02% | -36.08% |
| Best Year | 5.77% | 13.13% |
| Worst Year | 5.59% | 1.99% |
| Avg. Up Day | 1.8% | 1.83% |
| Avg. Down Day | -1.26% | -1.33% |
| Avg. Up Week | 4.87% | 12.39% |
| Avg. Down Week | -2.1% | -7.06% |
| Avg. Up Month | 5.3% | 21.6% |
| Avg. Down Month | -5.83% | -12.64% |
| Win Days % | 41.38% | 49.58% |
| Win Month % | 42.86% | 58.82% |
| Win Week % | 37.04% | 53.42% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 100.0% | 100.0% |