| Metric | 12254858:solusd:triple_med_gx:lsma180_135 | 12254858:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 17.6% | 3.1% |
| Max Drawdown | -19.54% | -64.93% |
| Sharpe | 0.32 | 0.23 |
| Sortino | 0.46 | 0.34 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.15 | 1.04 |
| Common Sense Ratio | 2.54 | 1.06 |
| CPC Index | 0.61 | 0.54 |
| Tail Ratio | 2.21 | 1.02 |
| Outlier Win Ratio | 40.88 | 2.68 |
| Outlier Loss Ratio | 3.49 | 2.89 |
| Volatility (ann.) | 14.53% | 43.08% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.79 | 0.04 |
| Skew | -0.09 | 0.64 |
| Kurtosis | 70.78 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.16% | 0.22% |
| Expected Yearly % | 8.44% | 1.54% |
| Kelly Criterion | 2.0% | 1.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -3.68% |
| Expected Shortfall (cVaR) | -1.24% | -3.68% |
| Year | 12254858:SOLUSD | 12254858:solusd:triple_med_gx:lsma180_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 24.24 | 1.85 | + |
| 2025 | -8.87 | -5.34 | 0.60 | + |
| Metric | 12254858:solusd:triple_med_gx:lsma180_135 | 12254858:SOLUSD |
|---|---|---|
| MTD | 3.44% | 11.11% |
| 3M | 9.66% | 36.47% |
| 6M | -5.2% | -8.22% |
| YTD | -5.34% | -8.87% |
| 1Y | 13.88% | 7.09% |
| 3Y (ann.) | 15.49% | 2.75% |
| 5Y (ann.) | 15.49% | 2.75% |
| Metric | 12254858:solusd:triple_med_gx:lsma180_135 | 12254858:SOLUSD |
|---|---|---|
| Max Drawdown | -19.54% | -64.93% |
| Longest DD Days | 131.0 | 178.0 |
| Avg. Drawdown | -5.21% | -11.98% |
| Avg. Drawdown Days | 31.0 | 23.0 |
| Recovery Factor | 0.9 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-07 | 2025-07-17 | -19.54 | 131 |
| 2024-06-05 | 2024-09-13 | -8.45 | 100 |
| 2024-12-05 | 2025-02-03 | -8.32 | 60 |
| 2024-11-06 | 2024-12-03 | -8.24 | 27 |
| 2024-09-22 | 2024-10-11 | -5.73 | 19 |
| 2024-12-04 | 2024-12-05 | -3.74 | 1 |
| 2024-06-01 | 2024-06-04 | -2.50 | 2 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2024-10-11 | 2024-10-12 | -0.29 | 0 |
| 2024-11-05 | 2024-11-05 | -0.18 | 0 |
| Metric | 12254858:solusd:triple_med_gx:lsma180_135 | 12254858:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -9.56% | -14.23% |
| Best Week | 14.66% | 21.25% |
| Worst Week | -11.33% | -17.1% |
| Best Month | 10.68% | 41.15% |
| Worst Month | -14.65% | -36.08% |
| Best Year | 24.24% | 13.13% |
| Worst Year | -5.34% | -8.87% |
| Avg. Up Day | 1.47% | 1.49% |
| Avg. Down Day | -1.38% | -1.42% |
| Avg. Up Week | 3.71% | 10.3% |
| Avg. Down Week | -4.14% | -8.05% |
| Avg. Up Month | 4.03% | 16.66% |
| Avg. Down Month | -14.65% | -15.91% |
| Win Days % | 49.32% | 49.3% |
| Win Month % | 76.92% | 57.14% |
| Win Week % | 62.5% | 51.67% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 50.0% | 50.0% |