| Metric | 12254794:solusd:triple_med_gx:lsma175_135 | 12254794:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 29.14% | 19.47% |
| Max Drawdown | -29.58% | -64.93% |
| Sharpe | 0.43 | 0.29 |
| Sortino | 0.66 | 0.44 |
| Payoff Ratio | 1.25 | 1.14 |
| Profit Factor | 1.24 | 1.05 |
| Common Sense Ratio | 0.54 | 1.07 |
| CPC Index | 0.73 | 0.59 |
| Tail Ratio | 0.44 | 1.03 |
| Outlier Win Ratio | 45.02 | 2.62 |
| Outlier Loss Ratio | 3.34 | 2.72 |
| Volatility (ann.) | 14.35% | 42.69% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.77 | 0.24 |
| Skew | 1.47 | 0.62 |
| Kurtosis | 88.72 | 8.27 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.61% | 1.12% |
| Expected Yearly % | 13.64% | 9.3% |
| Kelly Criterion | 5.15% | 5.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -3.64% |
| Expected Shortfall (cVaR) | -1.22% | -3.64% |
| Year | 12254794:SOLUSD | 12254794:solusd:triple_med_gx:lsma175_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 27.22 | 2.07 | + |
| 2025 | 5.60 | 1.51 | 0.27 | - |
| Metric | 12254794:solusd:triple_med_gx:lsma175_135 | 12254794:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 5.01% | 26.39% |
| 6M | 11.09% | 38.87% |
| YTD | 1.51% | 5.6% |
| 1Y | 21.17% | 47.35% |
| 3Y (ann.) | 22.66% | 15.27% |
| 5Y (ann.) | 22.66% | 15.27% |
| Metric | 12254794:solusd:triple_med_gx:lsma175_135 | 12254794:SOLUSD |
|---|---|---|
| Max Drawdown | -29.58% | -64.93% |
| Longest DD Days | 271.0 | 224.0 |
| Avg. Drawdown | -6.5% | -11.98% |
| Avg. Drawdown Days | 50.0 | 26.0 |
| Recovery Factor | 0.99 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-09-01 | -29.58 | 271 |
| 2024-08-06 | 2024-11-05 | -8.36 | 91 |
| 2024-11-12 | 2024-12-03 | -7.92 | 21 |
| 2024-06-05 | 2024-08-06 | -5.10 | 61 |
| 2024-11-06 | 2024-11-11 | -4.06 | 4 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| 2024-11-05 | 2024-11-06 | -0.04 | 0 |
| Metric | 12254794:solusd:triple_med_gx:lsma175_135 | 12254794:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -9.61% | -14.23% |
| Best Week | 14.06% | 21.25% |
| Worst Week | -10.67% | -17.1% |
| Best Month | 16.81% | 41.15% |
| Worst Month | -14.72% | -36.08% |
| Best Year | 27.22% | 13.13% |
| Worst Year | 1.51% | 5.6% |
| Avg. Up Day | 1.69% | 1.7% |
| Avg. Down Day | -1.35% | -1.5% |
| Avg. Up Week | 6.51% | 10.31% |
| Avg. Down Week | -5.92% | -9.27% |
| Avg. Up Month | 7.77% | 16.68% |
| Avg. Down Month | -10.86% | -26.0% |
| Win Days % | 47.26% | 49.56% |
| Win Month % | 75.0% | 56.25% |
| Win Week % | 66.67% | 53.73% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |