| Metric | 12274795:solusd:triple_med_gx:lsma75_65 | 12274795:SOLUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 11.62% | 3.1% |
| Max Drawdown | -12.71% | -64.93% |
| Sharpe | 0.4 | 0.23 |
| Sortino | 0.67 | 0.34 |
| Payoff Ratio | 1.49 | 0.98 |
| Profit Factor | 1.36 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.88 | 0.5 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 115.26 | 2.04 |
| Outlier Loss Ratio | 3.87 | 2.16 |
| Volatility (ann.) | 6.56% | 43.08% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.81 | 0.04 |
| Skew | 3.65 | 0.64 |
| Kurtosis | 106.12 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 0.79% | 0.22% |
| Expected Yearly % | 5.65% | 1.54% |
| Kelly Criterion | 5.96% | -2.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -3.68% |
| Expected Shortfall (cVaR) | -0.56% | -3.68% |
| Year | 12274795:SOLUSD | 12274795:solusd:triple_med_gx:lsma75_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 6.61 | 0.50 | - |
| 2025 | -8.87 | 4.70 | -0.53 | + |
| Metric | 12274795:solusd:triple_med_gx:lsma75_65 | 12274795:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 5.44% | 36.47% |
| 6M | 4.7% | -8.22% |
| YTD | 4.7% | -8.87% |
| 1Y | 10.76% | 7.09% |
| 3Y (ann.) | 10.26% | 2.75% |
| 5Y (ann.) | 10.26% | 2.75% |
| Metric | 12274795:solusd:triple_med_gx:lsma75_65 | 12274795:SOLUSD |
|---|---|---|
| Max Drawdown | -12.71% | -64.93% |
| Longest DD Days | 249.0 | 178.0 |
| Avg. Drawdown | -5.46% | -11.98% |
| Avg. Drawdown Days | 70.0 | 23.0 |
| Recovery Factor | 0.91 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-07-12 | -12.71 | 32 |
| 2024-09-01 | 2025-05-09 | -7.14 | 249 |
| 2024-07-25 | 2024-07-25 | -1.19 | 0 |
| 2024-08-30 | 2024-09-01 | -0.78 | 1 |
| Metric | 12274795:solusd:triple_med_gx:lsma75_65 | 12274795:SOLUSD |
|---|---|---|
| Best Day | 5.63% | 19.54% |
| Worst Day | -4.17% | -14.23% |
| Best Week | 7.18% | 21.25% |
| Worst Week | -9.57% | -17.1% |
| Best Month | 19.76% | 41.15% |
| Worst Month | -8.8% | -36.08% |
| Best Year | 6.61% | 13.13% |
| Worst Year | 4.7% | -8.87% |
| Avg. Up Day | 1.47% | 1.53% |
| Avg. Down Day | -0.98% | -1.57% |
| Avg. Up Week | 4.55% | 7.78% |
| Avg. Down Week | -2.47% | -10.23% |
| Avg. Up Month | 12.6% | 11.7% |
| Avg. Down Month | -3.37% | -23.19% |
| Win Days % | 43.66% | 49.3% |
| Win Month % | 37.5% | 57.14% |
| Win Week % | 46.67% | 51.67% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |