| Metric | 12220490:solusd:triple_med_gx:lsma45_35 | 12220490:SOLUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -1.25% | 19.47% |
| Max Drawdown | -17.59% | -64.93% |
| Sharpe | -0.01 | 0.29 |
| Sortino | -0.02 | 0.44 |
| Payoff Ratio | 1.41 | 1.16 |
| Profit Factor | 0.99 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.51 | 0.6 |
| Tail Ratio | NaN | 1.03 |
| Outlier Win Ratio | 161.25 | 1.89 |
| Outlier Loss Ratio | 2.94 | 2.01 |
| Volatility (ann.) | 6.05% | 42.69% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.06 | 0.24 |
| Skew | 4.43 | 0.62 |
| Kurtosis | 196.0 | 8.27 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.08% | 1.12% |
| Expected Yearly % | -0.63% | 9.3% |
| Kelly Criterion | -8.59% | 6.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -3.64% |
| Expected Shortfall (cVaR) | -0.52% | -3.64% |
| Year | 12220490:SOLUSD | 12220490:solusd:triple_med_gx:lsma45_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 5.11 | 0.39 | - |
| 2025 | 5.60 | -6.05 | -1.08 | - |
| Metric | 12220490:solusd:triple_med_gx:lsma45_35 | 12220490:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 2.85% | 26.39% |
| 6M | -9.34% | 38.87% |
| YTD | -6.05% | 5.6% |
| 1Y | -11.15% | 47.35% |
| 3Y (ann.) | -1.0% | 15.27% |
| 5Y (ann.) | -1.0% | 15.27% |
| Metric | 12220490:solusd:triple_med_gx:lsma45_35 | 12220490:SOLUSD |
|---|---|---|
| Max Drawdown | -17.59% | -64.93% |
| Longest DD Days | 353.0 | 224.0 |
| Avg. Drawdown | -4.87% | -11.98% |
| Avg. Drawdown Days | 88.0 | 26.0 |
| Recovery Factor | -0.07 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-13 | 2025-09-01 | -17.59 | 353 |
| 2024-08-23 | 2024-08-23 | -1.54 | 0 |
| 2024-09-12 | 2024-09-12 | -0.18 | 0 |
| 2024-06-27 | 2024-06-27 | -0.18 | 0 |
| Metric | 12220490:solusd:triple_med_gx:lsma45_35 | 12220490:SOLUSD |
|---|---|---|
| Best Day | 6.67% | 19.54% |
| Worst Day | -5.14% | -14.23% |
| Best Week | 9.45% | 21.25% |
| Worst Week | -8.37% | -17.1% |
| Best Month | 9.45% | 41.15% |
| Worst Month | -8.37% | -36.08% |
| Best Year | 5.11% | 13.13% |
| Worst Year | -6.05% | 5.6% |
| Avg. Up Day | 1.77% | 1.82% |
| Avg. Down Day | -1.26% | -1.57% |
| Avg. Up Week | 2.99% | 9.92% |
| Avg. Down Week | -5.01% | -4.49% |
| Avg. Up Month | 2.5% | 24.71% |
| Avg. Down Month | -4.52% | -12.52% |
| Win Days % | 36.54% | 49.56% |
| Win Month % | 50.0% | 56.25% |
| Win Week % | 50.0% | 53.73% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |