| Metric | 12220434:solusd:triple_med_gx:lsma45_35 | 12220434:SOLUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -6.95% | 3.1% |
| Max Drawdown | -19.89% | -64.93% |
| Sharpe | -0.2 | 0.23 |
| Sortino | -0.27 | 0.34 |
| Payoff Ratio | 1.08 | 0.97 |
| Profit Factor | 0.84 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.35 | 0.49 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 154.04 | 1.93 |
| Outlier Loss Ratio | 2.88 | 2.16 |
| Volatility (ann.) | 6.9% | 43.08% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.31 | 0.04 |
| Skew | -0.83 | 0.64 |
| Kurtosis | 166.13 | 8.72 |
| Expected Daily % | -0.0% | 0.0% |
| Expected Monthly % | -0.51% | 0.22% |
| Expected Yearly % | -3.54% | 1.54% |
| Kelly Criterion | -19.17% | -3.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -3.68% |
| Expected Shortfall (cVaR) | -0.6% | -3.68% |
| Year | 12220434:SOLUSD | 12220434:solusd:triple_med_gx:lsma45_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 13.33 | 1.02 | + |
| 2025 | -8.87 | -17.89 | 2.02 | - |
| Metric | 12220434:solusd:triple_med_gx:lsma45_35 | 12220434:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -13.34% | 36.47% |
| 6M | -17.89% | -8.22% |
| YTD | -17.89% | -8.87% |
| 1Y | -14.13% | 7.09% |
| 3Y (ann.) | -6.19% | 2.75% |
| 5Y (ann.) | -6.19% | 2.75% |
| Metric | 12220434:solusd:triple_med_gx:lsma45_35 | 12220434:SOLUSD |
|---|---|---|
| Max Drawdown | -19.89% | -64.93% |
| Longest DD Days | 136.0 | 178.0 |
| Avg. Drawdown | -2.69% | -11.98% |
| Avg. Drawdown Days | 23.0 | 23.0 |
| Recovery Factor | -0.35 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-17 | -19.89 | 136 |
| 2024-12-29 | 2025-01-17 | -2.50 | 18 |
| 2024-11-08 | 2024-12-28 | -1.94 | 50 |
| 2024-10-16 | 2024-11-08 | -0.86 | 22 |
| 2024-08-21 | 2024-08-22 | -0.59 | 0 |
| 2024-06-27 | 2024-06-27 | -0.47 | 0 |
| 2024-10-16 | 2024-10-16 | -0.18 | 0 |
| 2024-09-12 | 2024-09-12 | -0.18 | 0 |
| 2024-06-26 | 2024-06-26 | -0.18 | 0 |
| 2024-12-29 | 2024-12-29 | -0.07 | 0 |
| Metric | 12220434:solusd:triple_med_gx:lsma45_35 | 12220434:SOLUSD |
|---|---|---|
| Best Day | 6.48% | 19.54% |
| Worst Day | -5.58% | -14.23% |
| Best Week | 8.37% | 21.25% |
| Worst Week | -8.31% | -17.1% |
| Best Month | 8.37% | 41.15% |
| Worst Month | -17.39% | -36.08% |
| Best Year | 13.33% | 13.13% |
| Worst Year | -17.89% | -8.87% |
| Avg. Up Day | 1.54% | 1.59% |
| Avg. Down Day | -1.43% | -1.64% |
| Avg. Up Week | 2.57% | 8.6% |
| Avg. Down Week | -4.15% | -5.83% |
| Avg. Up Month | 2.04% | 12.99% |
| Avg. Down Month | -11.44% | -8.49% |
| Win Days % | 38.18% | 49.3% |
| Win Month % | 63.64% | 57.14% |
| Win Week % | 53.85% | 51.67% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |