| Metric | 12254856:solusd:triple_med_gx:lsma175_135 | 12254856:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -1.93% | 15.38% |
| Max Drawdown | -21.25% | -61.75% |
| Sharpe | 0.06 | 0.55 |
| Sortino | 0.1 | 0.81 |
| Payoff Ratio | 1.13 | 1.21 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | 0.52 | 1.17 |
| CPC Index | 0.55 | 0.64 |
| Tail Ratio | 0.51 | 1.08 |
| Outlier Win Ratio | 46.44 | 2.58 |
| Outlier Loss Ratio | 3.29 | 2.33 |
| Volatility (ann.) | 24.86% | 85.83% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.07 | 0.18 |
| Skew | 2.44 | 0.14 |
| Kurtosis | 36.71 | 3.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.11% | 0.85% |
| Expected Yearly % | -0.97% | 7.42% |
| Kelly Criterion | 0.67% | 6.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.14% | -7.26% |
| Expected Shortfall (cVaR) | -2.14% | -7.26% |
| Year | 12254856:SOLUSD | 12254856:solusd:triple_med_gx:lsma175_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 24.33 | 1.90 | + |
| 2025 | 2.31 | -21.12 | -9.16 | - |
| Metric | 12254856:solusd:triple_med_gx:lsma175_135 | 12254856:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | -11.34% | 20.18% |
| 6M | -7.53% | 46.71% |
| YTD | -21.12% | 2.31% |
| 1Y | -7.03% | 24.83% |
| 3Y (ann.) | -1.41% | 10.96% |
| 5Y (ann.) | -1.41% | 10.96% |
| Metric | 12254856:solusd:triple_med_gx:lsma175_135 | 12254856:SOLUSD |
|---|---|---|
| Max Drawdown | -21.25% | -61.75% |
| Longest DD Days | 255.0 | 269.0 |
| Avg. Drawdown | -5.83% | -16.47% |
| Avg. Drawdown Days | 55.0 | 44.0 |
| Recovery Factor | -0.09 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-03 | 2025-10-16 | -21.25 | 255 |
| 2024-11-12 | 2024-12-04 | -8.08 | 22 |
| 2024-06-06 | 2024-09-11 | -5.83 | 97 |
| 2024-10-09 | 2024-10-12 | -2.76 | 3 |
| 2024-12-05 | 2024-12-06 | -1.24 | 1 |
| 2024-06-02 | 2024-06-05 | -1.07 | 3 |
| 2025-01-06 | 2025-01-13 | -0.59 | 7 |
| Metric | 12254856:solusd:triple_med_gx:lsma175_135 | 12254856:SOLUSD |
|---|---|---|
| Best Day | 13.92% | 20.8% |
| Worst Day | -8.01% | -18.74% |
| Best Week | 14.66% | 25.06% |
| Worst Week | -14.53% | -26.95% |
| Best Month | 10.68% | 39.21% |
| Worst Month | -14.6% | -46.12% |
| Best Year | 24.33% | 12.78% |
| Worst Year | -21.12% | 2.31% |
| Avg. Up Day | 2.83% | 3.64% |
| Avg. Down Day | -2.51% | -3.02% |
| Avg. Up Week | 3.92% | 10.47% |
| Avg. Down Week | -5.1% | -11.61% |
| Avg. Up Month | 3.81% | 19.22% |
| Avg. Down Month | -7.84% | -23.84% |
| Win Days % | 47.37% | 48.8% |
| Win Month % | 64.29% | 58.82% |
| Win Week % | 56.0% | 50.68% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 50.0% | 100.0% |