| Metric | 12258290:solusd:triple_med_gx:lsma240_145 | 12258290:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 11.13% | 19.47% |
| Max Drawdown | -28.34% | -64.93% |
| Sharpe | 0.21 | 0.29 |
| Sortino | 0.35 | 0.44 |
| Payoff Ratio | 1.31 | 1.26 |
| Profit Factor | 1.1 | 1.05 |
| Common Sense Ratio | 0.51 | 1.07 |
| CPC Index | 0.65 | 0.65 |
| Tail Ratio | 0.46 | 1.03 |
| Outlier Win Ratio | 42.75 | 2.73 |
| Outlier Loss Ratio | 3.1 | 2.67 |
| Volatility (ann.) | 15.34% | 42.69% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.31 | 0.24 |
| Skew | 4.39 | 0.62 |
| Kurtosis | 100.11 | 8.27 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.66% | 1.12% |
| Expected Yearly % | 5.42% | 9.3% |
| Kelly Criterion | 2.33% | 9.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -3.64% |
| Expected Shortfall (cVaR) | -1.31% | -3.64% |
| Year | 12258290:SOLUSD | 12258290:solusd:triple_med_gx:lsma240_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -19.98 | -1.52 | - |
| 2025 | 5.60 | 38.88 | 6.94 | + |
| Metric | 12258290:solusd:triple_med_gx:lsma240_145 | 12258290:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -8.71% | 26.39% |
| 6M | 22.87% | 38.87% |
| YTD | 38.88% | 5.6% |
| 1Y | 36.35% | 47.35% |
| 3Y (ann.) | 8.79% | 15.27% |
| 5Y (ann.) | 8.79% | 15.27% |
| Metric | 12258290:solusd:triple_med_gx:lsma240_145 | 12258290:SOLUSD |
|---|---|---|
| Max Drawdown | -28.34% | -64.93% |
| Longest DD Days | 230.0 | 224.0 |
| Avg. Drawdown | -8.89% | -11.98% |
| Avg. Drawdown Days | 55.0 | 26.0 |
| Recovery Factor | 0.39 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-30 | 2025-05-08 | -28.34 | 98 |
| 2024-06-01 | 2025-01-18 | -23.57 | 230 |
| 2025-05-23 | 2025-09-01 | -10.90 | 101 |
| 2025-05-11 | 2025-05-22 | -4.84 | 11 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| 2025-05-09 | 2025-05-09 | -0.99 | 0 |
| 2025-05-09 | 2025-05-09 | -0.19 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12258290:solusd:triple_med_gx:lsma240_145 | 12258290:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 17.65% | 21.25% |
| Worst Week | -12.55% | -17.1% |
| Best Month | 29.25% | 41.15% |
| Worst Month | -12.55% | -36.08% |
| Best Year | 38.88% | 13.13% |
| Worst Year | -19.98% | 5.6% |
| Avg. Up Day | 1.78% | 1.79% |
| Avg. Down Day | -1.36% | -1.41% |
| Avg. Up Week | 10.67% | 12.12% |
| Avg. Down Week | -4.7% | -8.52% |
| Avg. Up Month | 15.69% | 14.4% |
| Avg. Down Month | -10.65% | -23.19% |
| Win Days % | 44.55% | 49.56% |
| Win Month % | 36.36% | 56.25% |
| Win Week % | 39.13% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |