| Metric | 12259343:solusd:triple_med_gx:lsma60_145 | 12259343:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 26.91% | 19.47% |
| Max Drawdown | -31.71% | -64.93% |
| Sharpe | 0.34 | 0.29 |
| Sortino | 0.54 | 0.44 |
| Payoff Ratio | 1.13 | 1.14 |
| Profit Factor | 1.16 | 1.05 |
| Common Sense Ratio | 1.44 | 1.07 |
| CPC Index | 0.65 | 0.59 |
| Tail Ratio | 1.24 | 1.03 |
| Outlier Win Ratio | 30.86 | 2.75 |
| Outlier Loss Ratio | 2.77 | 2.89 |
| Volatility (ann.) | 19.98% | 42.69% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.66 | 0.24 |
| Skew | 3.25 | 0.62 |
| Kurtosis | 92.52 | 8.27 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.5% | 1.12% |
| Expected Yearly % | 12.66% | 9.3% |
| Kelly Criterion | 4.44% | 5.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -3.64% |
| Expected Shortfall (cVaR) | -1.7% | -3.64% |
| Year | 12259343:SOLUSD | 12259343:solusd:triple_med_gx:lsma60_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 28.90 | 2.20 | + |
| 2025 | 5.60 | -1.54 | -0.28 | - |
| Metric | 12259343:solusd:triple_med_gx:lsma60_145 | 12259343:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -9.18% | 26.39% |
| 6M | 6.71% | 38.87% |
| YTD | -1.54% | 5.6% |
| 1Y | 29.32% | 47.35% |
| 3Y (ann.) | 20.97% | 15.27% |
| 5Y (ann.) | 20.97% | 15.27% |
| Metric | 12259343:solusd:triple_med_gx:lsma60_145 | 12259343:SOLUSD |
|---|---|---|
| Max Drawdown | -31.71% | -64.93% |
| Longest DD Days | 152.0 | 224.0 |
| Avg. Drawdown | -6.48% | -11.98% |
| Avg. Drawdown Days | 29.0 | 26.0 |
| Recovery Factor | 0.85 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-31 | 2025-05-09 | -31.71 | 97 |
| 2024-06-05 | 2024-11-05 | -30.33 | 152 |
| 2025-05-11 | 2025-09-01 | -13.51 | 113 |
| 2024-11-29 | 2025-01-16 | -10.11 | 47 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| 2024-11-08 | 2024-11-29 | -1.94 | 20 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2024-11-07 | 2024-11-07 | -1.48 | 0 |
| 2024-11-06 | 2024-11-06 | -0.51 | 0 |
| Metric | 12259343:solusd:triple_med_gx:lsma60_145 | 12259343:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 23.48% | 21.25% |
| Worst Week | -12.97% | -17.1% |
| Best Month | 24.56% | 41.15% |
| Worst Month | -12.97% | -36.08% |
| Best Year | 28.9% | 13.13% |
| Worst Year | -1.54% | 5.6% |
| Avg. Up Day | 1.89% | 1.9% |
| Avg. Down Day | -1.67% | -1.67% |
| Avg. Up Week | 7.78% | 10.57% |
| Avg. Down Week | -5.31% | -8.67% |
| Avg. Up Month | 10.71% | 18.6% |
| Avg. Down Month | -7.38% | -18.56% |
| Win Days % | 49.23% | 49.56% |
| Win Month % | 57.14% | 56.25% |
| Win Week % | 56.52% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |