| Metric | 12254856:solusd:triple_med_gx:lsma175_135 | 12254856:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -1.93% | 15.38% |
| Max Drawdown | -22.66% | -64.93% |
| Sharpe | 0.04 | 0.27 |
| Sortino | 0.06 | 0.4 |
| Payoff Ratio | 1.05 | 1.02 |
| Profit Factor | 1.02 | 1.04 |
| Common Sense Ratio | 1.07 | 1.08 |
| CPC Index | 0.5 | 0.53 |
| Tail Ratio | 1.06 | 1.04 |
| Outlier Win Ratio | 48.51 | 2.63 |
| Outlier Loss Ratio | 3.41 | 2.77 |
| Volatility (ann.) | 13.23% | 42.23% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.06 | 0.17 |
| Skew | -0.4 | 0.58 |
| Kurtosis | 83.81 | 8.14 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.11% | 0.85% |
| Expected Yearly % | -0.97% | 7.42% |
| Kelly Criterion | -3.52% | 0.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -3.6% |
| Expected Shortfall (cVaR) | -1.14% | -3.6% |
| Year | 12254856:SOLUSD | 12254856:solusd:triple_med_gx:lsma175_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 24.33 | 1.85 | + |
| 2025 | 1.99 | -21.12 | -10.64 | - |
| Metric | 12254856:solusd:triple_med_gx:lsma175_135 | 12254856:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -11.34% | 17.41% |
| 6M | -3.74% | 52.72% |
| YTD | -21.12% | 1.99% |
| 1Y | -7.03% | 24.46% |
| 3Y (ann.) | -1.41% | 10.96% |
| 5Y (ann.) | -1.41% | 10.96% |
| Metric | 12254856:solusd:triple_med_gx:lsma175_135 | 12254856:SOLUSD |
|---|---|---|
| Max Drawdown | -22.66% | -64.93% |
| Longest DD Days | 276.0 | 269.0 |
| Avg. Drawdown | -5.4% | -11.98% |
| Avg. Drawdown Days | 55.0 | 29.0 |
| Recovery Factor | -0.09 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-12 | 2025-10-16 | -22.66 | 276 |
| 2024-11-06 | 2024-12-03 | -8.24 | 27 |
| 2024-06-05 | 2024-10-11 | -7.90 | 127 |
| 2024-12-04 | 2024-12-05 | -3.74 | 1 |
| 2024-12-05 | 2025-01-12 | -2.53 | 38 |
| 2024-06-01 | 2024-06-04 | -2.50 | 2 |
| 2024-10-11 | 2024-11-05 | -0.65 | 24 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2024-11-05 | 2024-11-06 | -0.04 | 0 |
| Metric | 12254856:solusd:triple_med_gx:lsma175_135 | 12254856:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -9.56% | -14.23% |
| Best Week | 14.66% | 21.25% |
| Worst Week | -14.53% | -18.95% |
| Best Month | 10.68% | 41.15% |
| Worst Month | -15.59% | -36.08% |
| Best Year | 24.33% | 13.13% |
| Worst Year | -21.12% | 1.99% |
| Avg. Up Day | 1.4% | 1.42% |
| Avg. Down Day | -1.33% | -1.39% |
| Avg. Up Week | 3.61% | 10.94% |
| Avg. Down Week | -4.54% | -9.2% |
| Avg. Up Month | 3.33% | 17.54% |
| Avg. Down Month | -8.33% | -26.0% |
| Win Days % | 46.94% | 49.58% |
| Win Month % | 71.43% | 58.82% |
| Win Week % | 55.56% | 53.42% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 50.0% | 100.0% |