| Metric | 12254759:solusd:triple_med_gx:lsma270_135 | 12254759:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 101.72% | -22.68% |
| Max Drawdown | -14.7% | -54.18% |
| Sharpe | 2.46 | 0.1 |
| Sortino | 7.36 | 0.14 |
| Payoff Ratio | 2.42 | 1.75 |
| Profit Factor | 2.77 | 1.01 |
| Common Sense Ratio | 9.02 | 0.94 |
| CPC Index | 3.53 | 0.84 |
| Tail Ratio | 3.25 | 0.93 |
| Outlier Win Ratio | 25.62 | 3.12 |
| Outlier Loss Ratio | 3.9 | 2.02 |
| Volatility (ann.) | 38.03% | 90.48% |
| R^2 | 0.18 | 0.18 |
| Calmar | 9.45 | -0.5 |
| Skew | 5.56 | 0.36 |
| Kurtosis | 47.93 | 3.28 |
| Expected Daily % | 0.24% | -0.09% |
| Expected Monthly % | 7.27% | -2.54% |
| Expected Yearly % | 42.03% | -12.07% |
| Kelly Criterion | 33.17% | 16.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.02% | -7.77% |
| Expected Shortfall (cVaR) | -3.02% | -7.77% |
| Year | 12254759:SOLUSD | 12254759:solusd:triple_med_gx:lsma270_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 90.96 | 7.12 | + |
| 2025 | -31.44 | 5.64 | -0.18 | + |
| Metric | 12254759:solusd:triple_med_gx:lsma270_135 | 12254759:SOLUSD |
|---|---|---|
| MTD | 0.0% | 0.85% |
| 3M | 5.64% | -38.49% |
| 6M | 65.65% | -6.75% |
| YTD | 5.64% | -31.44% |
| 1Y | 101.72% | -22.68% |
| 3Y (ann.) | 138.97% | -27.33% |
| 5Y (ann.) | 138.97% | -27.33% |
| Metric | 12254759:solusd:triple_med_gx:lsma270_135 | 12254759:SOLUSD |
|---|---|---|
| Max Drawdown | -14.7% | -54.18% |
| Longest DD Days | 61.0 | 101.0 |
| Avg. Drawdown | -3.3% | -15.78% |
| Avg. Drawdown Days | 16.0 | 25.0 |
| Recovery Factor | 6.92 | -0.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-08-06 | -14.70 | 61 |
| 2024-09-21 | 2024-10-15 | -8.15 | 24 |
| 2024-11-13 | 2024-11-14 | -6.07 | 1 |
| 2024-08-10 | 2024-09-20 | -2.16 | 41 |
| 2025-02-10 | 2025-03-22 | -1.91 | 40 |
| 2024-06-02 | 2024-06-05 | -1.43 | 3 |
| 2024-10-22 | 2024-11-06 | -1.39 | 15 |
| 2024-12-05 | 2024-12-06 | -1.24 | 1 |
| 2024-10-16 | 2024-10-19 | -1.06 | 3 |
| 2025-02-08 | 2025-02-09 | -0.93 | 1 |
| Metric | 12254759:solusd:triple_med_gx:lsma270_135 | 12254759:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -6.07% | -18.74% |
| Best Week | 32.32% | 25.06% |
| Worst Week | -7.38% | -26.95% |
| Best Month | 29.46% | 39.21% |
| Worst Month | -5.94% | -46.12% |
| Best Year | 90.96% | 12.78% |
| Worst Year | 5.64% | -31.44% |
| Avg. Up Day | 4.11% | 4.11% |
| Avg. Down Day | -1.7% | -2.34% |
| Avg. Up Week | 7.87% | 8.7% |
| Avg. Down Week | -4.77% | -11.31% |
| Avg. Up Month | 13.64% | 21.61% |
| Avg. Down Month | -5.94% | -17.66% |
| Win Days % | 52.73% | 46.94% |
| Win Month % | 85.71% | 60.0% |
| Win Week % | 69.23% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |