| Metric | 12259346:solusd:triple_med_gx:lsma65_145 | 12259346:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 25.86% | 19.47% |
| Max Drawdown | -36.02% | -64.93% |
| Sharpe | 0.33 | 0.29 |
| Sortino | 0.52 | 0.44 |
| Payoff Ratio | 1.11 | 1.05 |
| Profit Factor | 1.17 | 1.05 |
| Common Sense Ratio | 2.05 | 1.07 |
| CPC Index | 0.65 | 0.55 |
| Tail Ratio | 1.75 | 1.03 |
| Outlier Win Ratio | 32.54 | 2.73 |
| Outlier Loss Ratio | 2.71 | 2.89 |
| Volatility (ann.) | 19.91% | 42.69% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.56 | 0.24 |
| Skew | 2.98 | 0.62 |
| Kurtosis | 96.21 | 8.27 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.45% | 1.12% |
| Expected Yearly % | 12.19% | 9.3% |
| Kelly Criterion | 4.83% | 1.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -3.64% |
| Expected Shortfall (cVaR) | -1.7% | -3.64% |
| Year | 12259346:SOLUSD | 12259346:solusd:triple_med_gx:lsma65_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 38.40 | 2.92 | + |
| 2025 | 5.60 | -9.06 | -1.62 | - |
| Metric | 12259346:solusd:triple_med_gx:lsma65_145 | 12259346:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -9.91% | 26.39% |
| 6M | 1.84% | 38.87% |
| YTD | -9.06% | 5.6% |
| 1Y | 20.44% | 47.35% |
| 3Y (ann.) | 20.16% | 15.27% |
| 5Y (ann.) | 20.16% | 15.27% |
| Metric | 12259346:solusd:triple_med_gx:lsma65_145 | 12259346:SOLUSD |
|---|---|---|
| Max Drawdown | -36.02% | -64.93% |
| Longest DD Days | 162.0 | 224.0 |
| Avg. Drawdown | -7.71% | -11.98% |
| Avg. Drawdown Days | 34.0 | 26.0 |
| Recovery Factor | 0.72 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-29 | 2025-05-10 | -36.02 | 162 |
| 2024-06-05 | 2024-08-08 | -25.82 | 63 |
| 2025-05-11 | 2025-09-01 | -12.85 | 113 |
| 2024-08-09 | 2024-10-06 | -8.73 | 58 |
| 2024-10-07 | 2024-11-05 | -8.38 | 28 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2024-11-08 | 2024-11-29 | -1.93 | 20 |
| 2024-11-07 | 2024-11-07 | -1.48 | 0 |
| 2024-10-07 | 2024-10-07 | -0.99 | 0 |
| 2024-11-06 | 2024-11-06 | -0.51 | 0 |
| Metric | 12259346:solusd:triple_med_gx:lsma65_145 | 12259346:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.39% | 21.25% |
| Worst Week | -20.81% | -17.1% |
| Best Month | 23.86% | 41.15% |
| Worst Month | -20.81% | -36.08% |
| Best Year | 38.4% | 13.13% |
| Worst Year | -9.06% | 5.6% |
| Avg. Up Day | 1.88% | 1.89% |
| Avg. Down Day | -1.7% | -1.8% |
| Avg. Up Week | 7.59% | 9.71% |
| Avg. Down Week | -6.37% | -9.81% |
| Avg. Up Month | 13.71% | 17.78% |
| Avg. Down Month | -10.73% | -17.69% |
| Win Days % | 50.0% | 49.56% |
| Win Month % | 57.14% | 56.25% |
| Win Week % | 60.87% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |