| Metric | 12259350:solusd:triple_med_gx:lsma75_145 | 12259350:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 52.55% | 19.47% |
| Max Drawdown | -29.52% | -64.93% |
| Sharpe | 0.52 | 0.29 |
| Sortino | 0.85 | 0.44 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.27 | 1.05 |
| Common Sense Ratio | 2.69 | 1.07 |
| CPC Index | 0.75 | 0.6 |
| Tail Ratio | 2.12 | 1.03 |
| Outlier Win Ratio | 32.27 | 2.87 |
| Outlier Loss Ratio | 2.71 | 2.91 |
| Volatility (ann.) | 20.07% | 42.69% |
| R^2 | 0.22 | 0.22 |
| Calmar | 1.36 | 0.24 |
| Skew | 3.11 | 0.62 |
| Kurtosis | 92.62 | 8.27 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.67% | 1.12% |
| Expected Yearly % | 23.51% | 9.3% |
| Kelly Criterion | 7.9% | 5.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -3.64% |
| Expected Shortfall (cVaR) | -1.7% | -3.64% |
| Year | 12259350:SOLUSD | 12259350:solusd:triple_med_gx:lsma75_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 33.54 | 2.55 | + |
| 2025 | 5.60 | 14.24 | 2.54 | + |
| Metric | 12259350:solusd:triple_med_gx:lsma75_145 | 12259350:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -8.15% | 26.39% |
| 6M | 9.1% | 38.87% |
| YTD | 14.24% | 5.6% |
| 1Y | 44.1% | 47.35% |
| 3Y (ann.) | 40.12% | 15.27% |
| 5Y (ann.) | 40.12% | 15.27% |
| Metric | 12259350:solusd:triple_med_gx:lsma75_145 | 12259350:SOLUSD |
|---|---|---|
| Max Drawdown | -29.52% | -64.93% |
| Longest DD Days | 110.0 | 224.0 |
| Avg. Drawdown | -6.59% | -11.98% |
| Avg. Drawdown Days | 24.0 | 26.0 |
| Recovery Factor | 1.78 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-04 | 2025-05-08 | -29.52 | 93 |
| 2024-06-05 | 2024-08-08 | -24.57 | 63 |
| 2024-11-29 | 2025-01-01 | -10.11 | 33 |
| 2025-05-14 | 2025-09-01 | -9.89 | 110 |
| 2024-09-10 | 2024-11-06 | -8.74 | 56 |
| 2025-02-02 | 2025-02-03 | -7.34 | 1 |
| 2024-08-09 | 2024-09-09 | -6.16 | 31 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-06-01 | 2024-06-04 | -3.21 | 3 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| Metric | 12259350:solusd:triple_med_gx:lsma75_145 | 12259350:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 20.05% | 21.25% |
| Worst Week | -20.49% | -17.1% |
| Best Month | 26.79% | 41.15% |
| Worst Month | -20.49% | -36.08% |
| Best Year | 33.54% | 13.13% |
| Worst Year | 14.24% | 5.6% |
| Avg. Up Day | 2.03% | 2.04% |
| Avg. Down Day | -1.74% | -1.78% |
| Avg. Up Week | 7.68% | 11.25% |
| Avg. Down Week | -6.05% | -8.87% |
| Avg. Up Month | 15.61% | 20.25% |
| Avg. Down Month | -7.94% | -17.69% |
| Win Days % | 50.42% | 49.56% |
| Win Month % | 57.14% | 56.25% |
| Win Week % | 66.67% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |