| Metric | 12241659:solusd:triple_med_gx:lsma55_100 | 12241659:SOLUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 15.17% | 3.1% |
| Max Drawdown | -24.52% | -64.93% |
| Sharpe | 0.27 | 0.23 |
| Sortino | 0.43 | 0.34 |
| Payoff Ratio | 1.22 | 1.17 |
| Profit Factor | 1.19 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.68 | 0.6 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 48.99 | 2.48 |
| Outlier Loss Ratio | 2.76 | 2.73 |
| Volatility (ann.) | 16.33% | 43.08% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.54 | 0.04 |
| Skew | 3.4 | 0.64 |
| Kurtosis | 158.54 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.01% | 0.22% |
| Expected Yearly % | 7.32% | 1.54% |
| Kelly Criterion | 3.64% | 5.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -3.68% |
| Expected Shortfall (cVaR) | -1.39% | -3.68% |
| Year | 12241659:SOLUSD | 12241659:solusd:triple_med_gx:lsma55_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 9.52 | 0.72 | - |
| 2025 | -8.87 | 5.16 | -0.58 | + |
| Metric | 12241659:solusd:triple_med_gx:lsma55_100 | 12241659:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 1.48% | 36.47% |
| 6M | 5.35% | -8.22% |
| YTD | 5.16% | -8.87% |
| 1Y | 17.77% | 7.09% |
| 3Y (ann.) | 13.36% | 2.75% |
| 5Y (ann.) | 13.36% | 2.75% |
| Metric | 12241659:solusd:triple_med_gx:lsma55_100 | 12241659:SOLUSD |
|---|---|---|
| Max Drawdown | -24.52% | -64.93% |
| Longest DD Days | 163.0 | 178.0 |
| Avg. Drawdown | -6.42% | -11.98% |
| Avg. Drawdown Days | 40.0 | 23.0 |
| Recovery Factor | 0.62 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -24.52 | 151 |
| 2025-02-04 | 2025-07-17 | -13.66 | 163 |
| 2024-11-29 | 2025-01-15 | -9.60 | 47 |
| 2025-02-02 | 2025-02-03 | -5.74 | 1 |
| 2024-11-07 | 2024-11-07 | -1.48 | 0 |
| 2025-01-16 | 2025-01-16 | -1.43 | 0 |
| 2024-11-06 | 2024-11-06 | -0.51 | 0 |
| 2024-06-03 | 2024-06-04 | -0.46 | 1 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| Metric | 12241659:solusd:triple_med_gx:lsma55_100 | 12241659:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 23.43% | 21.25% |
| Worst Week | -9.45% | -17.1% |
| Best Month | 20.3% | 41.15% |
| Worst Month | -9.45% | -36.08% |
| Best Year | 9.52% | 13.13% |
| Worst Year | 5.16% | -8.87% |
| Avg. Up Day | 1.99% | 2.0% |
| Avg. Down Day | -1.63% | -1.71% |
| Avg. Up Week | 9.58% | 10.74% |
| Avg. Down Week | -3.24% | -7.25% |
| Avg. Up Month | 9.09% | 20.07% |
| Avg. Down Month | -4.82% | -22.53% |
| Win Days % | 47.06% | 49.3% |
| Win Month % | 55.56% | 57.14% |
| Win Week % | 42.86% | 51.67% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |