| Metric | 12245409:solusd:triple_med_gx:lsma210_110 | 12245409:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 15.39% | 3.1% |
| Max Drawdown | -13.48% | -64.93% |
| Sharpe | 0.38 | 0.23 |
| Sortino | 0.57 | 0.34 |
| Payoff Ratio | 1.21 | 1.14 |
| Profit Factor | 1.19 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.69 | 0.58 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 58.24 | 2.42 |
| Outlier Loss Ratio | 3.95 | 2.62 |
| Volatility (ann.) | 9.71% | 43.08% |
| R^2 | 0.05 | 0.05 |
| Calmar | 1.01 | 0.04 |
| Skew | 1.25 | 0.64 |
| Kurtosis | 46.63 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.03% | 0.22% |
| Expected Yearly % | 7.42% | 1.54% |
| Kelly Criterion | 4.71% | 4.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -3.68% |
| Expected Shortfall (cVaR) | -0.83% | -3.68% |
| Year | 12245409:SOLUSD | 12245409:solusd:triple_med_gx:lsma210_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 8.84 | 0.67 | - |
| 2025 | -8.87 | 6.02 | -0.68 | + |
| Metric | 12245409:solusd:triple_med_gx:lsma210_110 | 12245409:SOLUSD |
|---|---|---|
| MTD | -3.18% | 11.11% |
| 3M | 2.33% | 36.47% |
| 6M | 14.71% | -8.22% |
| YTD | 6.02% | -8.87% |
| 1Y | 15.08% | 7.09% |
| 3Y (ann.) | 13.56% | 2.75% |
| 5Y (ann.) | 13.56% | 2.75% |
| Metric | 12245409:solusd:triple_med_gx:lsma210_110 | 12245409:SOLUSD |
|---|---|---|
| Max Drawdown | -13.48% | -64.93% |
| Longest DD Days | 66.0 | 178.0 |
| Avg. Drawdown | -3.66% | -11.98% |
| Avg. Drawdown Days | 12.0 | 23.0 |
| Recovery Factor | 1.14 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-03-15 | -13.48 | 66 |
| 2024-09-30 | 2024-11-11 | -10.34 | 42 |
| 2025-07-03 | 2025-07-17 | -7.27 | 13 |
| 2024-07-10 | 2024-09-09 | -5.85 | 61 |
| 2024-07-07 | 2024-07-08 | -5.27 | 0 |
| 2024-09-10 | 2024-09-12 | -3.21 | 2 |
| 2024-07-08 | 2024-07-09 | -2.56 | 0 |
| 2024-09-13 | 2024-09-13 | -2.55 | 0 |
| 2025-07-01 | 2025-07-02 | -1.51 | 1 |
| 2024-09-27 | 2024-09-27 | -0.94 | 0 |
| Metric | 12245409:solusd:triple_med_gx:lsma210_110 | 12245409:SOLUSD |
|---|---|---|
| Best Day | 5.57% | 19.54% |
| Worst Day | -5.1% | -14.23% |
| Best Week | 11.01% | 21.25% |
| Worst Week | -7.34% | -17.1% |
| Best Month | 12.1% | 41.15% |
| Worst Month | -7.58% | -36.08% |
| Best Year | 8.84% | 13.13% |
| Worst Year | 6.02% | -8.87% |
| Avg. Up Day | 1.29% | 1.32% |
| Avg. Down Day | -1.07% | -1.15% |
| Avg. Up Week | 4.88% | 8.91% |
| Avg. Down Week | -4.43% | -11.53% |
| Avg. Up Month | 4.66% | 22.44% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 47.9% | 49.3% |
| Win Month % | 62.5% | 57.14% |
| Win Week % | 46.67% | 51.67% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |