| Metric | 12261744:solusd:triple_med_gx:lsma165_15 | 12261744:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 42.19% | 3.1% |
| Max Drawdown | -24.85% | -64.93% |
| Sharpe | 0.46 | 0.23 |
| Sortino | 0.75 | 0.34 |
| Payoff Ratio | 1.46 | 1.13 |
| Profit Factor | 1.16 | 1.04 |
| Common Sense Ratio | 1.14 | 1.06 |
| CPC Index | 0.7 | 0.58 |
| Tail Ratio | 0.99 | 1.02 |
| Outlier Win Ratio | 21.1 | 3.14 |
| Outlier Loss Ratio | 3.64 | 3.07 |
| Volatility (ann.) | 22.58% | 43.08% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.48 | 0.04 |
| Skew | 2.25 | 0.64 |
| Kurtosis | 36.45 | 8.72 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.55% | 0.22% |
| Expected Yearly % | 19.24% | 1.54% |
| Kelly Criterion | 1.72% | 4.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.92% | -3.68% |
| Expected Shortfall (cVaR) | -1.92% | -3.68% |
| Year | 12261744:SOLUSD | 12261744:solusd:triple_med_gx:lsma165_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -17.91 | -1.36 | - |
| 2025 | -8.87 | 73.20 | -8.26 | + |
| Metric | 12261744:solusd:triple_med_gx:lsma165_15 | 12261744:SOLUSD |
|---|---|---|
| MTD | 5.42% | 11.11% |
| 3M | 8.52% | 36.47% |
| 6M | 71.58% | -8.22% |
| YTD | 73.2% | -8.87% |
| 1Y | 39.54% | 7.09% |
| 3Y (ann.) | 36.69% | 2.75% |
| 5Y (ann.) | 36.69% | 2.75% |
| Metric | 12261744:solusd:triple_med_gx:lsma165_15 | 12261744:SOLUSD |
|---|---|---|
| Max Drawdown | -24.85% | -64.93% |
| Longest DD Days | 185.0 | 178.0 |
| Avg. Drawdown | -7.43% | -11.98% |
| Avg. Drawdown Days | 28.0 | 23.0 |
| Recovery Factor | 1.7 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-01-18 | -24.85 | 185 |
| 2025-01-19 | 2025-04-09 | -21.49 | 80 |
| 2025-05-14 | 2025-07-17 | -20.69 | 64 |
| 2025-04-09 | 2025-04-11 | -7.47 | 1 |
| 2024-06-10 | 2024-06-12 | -6.05 | 2 |
| 2025-05-11 | 2025-05-13 | -4.64 | 2 |
| 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 |
| 2025-05-07 | 2025-05-07 | -0.18 | 0 |
| Metric | 12261744:solusd:triple_med_gx:lsma165_15 | 12261744:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -8.72% | -14.23% |
| Best Week | 23.37% | 21.25% |
| Worst Week | -14.51% | -17.1% |
| Best Month | 35.62% | 41.15% |
| Worst Month | -13.61% | -36.08% |
| Best Year | 73.2% | 13.13% |
| Worst Year | -17.91% | -8.87% |
| Avg. Up Day | 2.06% | 2.08% |
| Avg. Down Day | -1.41% | -1.84% |
| Avg. Up Week | 6.96% | 9.94% |
| Avg. Down Week | -5.51% | -9.28% |
| Avg. Up Month | 14.69% | 19.91% |
| Avg. Down Month | -4.52% | -14.68% |
| Win Days % | 41.73% | 49.3% |
| Win Month % | 50.0% | 57.14% |
| Win Week % | 54.55% | 51.67% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 50.0% |