| Metric | 12219233:solusd:triple_med_gx:lsma50_30 | 12219233:SOLUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 4.59% | 3.1% |
| Max Drawdown | -16.73% | -64.93% |
| Sharpe | 0.15 | 0.23 |
| Sortino | 0.22 | 0.34 |
| Payoff Ratio | 1.21 | 1.21 |
| Profit Factor | 1.12 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.59 | 0.62 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 91.29 | 2.21 |
| Outlier Loss Ratio | 3.01 | 2.41 |
| Volatility (ann.) | 9.18% | 43.08% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.24 | 0.04 |
| Skew | -0.43 | 0.64 |
| Kurtosis | 100.16 | 8.72 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.32% | 0.22% |
| Expected Yearly % | 2.27% | 1.54% |
| Kelly Criterion | -3.55% | 7.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -3.68% |
| Expected Shortfall (cVaR) | -0.79% | -3.68% |
| Year | 12219233:SOLUSD | 12219233:solusd:triple_med_gx:lsma50_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 17.65 | 1.34 | + |
| 2025 | -8.87 | -11.10 | 1.25 | - |
| Metric | 12219233:solusd:triple_med_gx:lsma50_30 | 12219233:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -10.71% | 36.47% |
| 6M | -11.1% | -8.22% |
| YTD | -11.1% | -8.87% |
| 1Y | -4.44% | 7.09% |
| 3Y (ann.) | 4.07% | 2.75% |
| 5Y (ann.) | 4.07% | 2.75% |
| Metric | 12219233:solusd:triple_med_gx:lsma50_30 | 12219233:SOLUSD |
|---|---|---|
| Max Drawdown | -16.73% | -64.93% |
| Longest DD Days | 136.0 | 178.0 |
| Avg. Drawdown | -3.93% | -11.98% |
| Avg. Drawdown Days | 28.0 | 23.0 |
| Recovery Factor | 0.27 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-02 | 2025-07-17 | -16.73 | 136 |
| 2024-11-08 | 2025-01-17 | -5.62 | 69 |
| 2024-10-16 | 2024-11-07 | -4.13 | 22 |
| 2024-09-13 | 2024-09-13 | -2.55 | 0 |
| 2024-08-23 | 2024-08-23 | -1.54 | 0 |
| 2024-10-15 | 2024-10-16 | -0.53 | 0 |
| 2024-06-27 | 2024-06-27 | -0.18 | 0 |
| 2024-09-12 | 2024-09-12 | -0.18 | 0 |
| Metric | 12219233:solusd:triple_med_gx:lsma50_30 | 12219233:SOLUSD |
|---|---|---|
| Best Day | 6.67% | 19.54% |
| Worst Day | -6.61% | -14.23% |
| Best Week | 9.45% | 21.25% |
| Worst Week | -10.22% | -17.1% |
| Best Month | 9.45% | 41.15% |
| Worst Month | -13.38% | -36.08% |
| Best Year | 17.65% | 13.13% |
| Worst Year | -11.1% | -8.87% |
| Avg. Up Day | 1.77% | 1.83% |
| Avg. Down Day | -1.46% | -1.5% |
| Avg. Up Week | 4.86% | 12.87% |
| Avg. Down Week | -3.89% | -4.91% |
| Avg. Up Month | 4.46% | 20.25% |
| Avg. Down Month | -8.79% | -12.52% |
| Win Days % | 43.21% | 49.3% |
| Win Month % | 63.64% | 57.14% |
| Win Week % | 50.0% | 51.67% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |