| Metric | 12293738:solusd:triple_med_gx:lsma270_120 | 12293738:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 30.93% | 3.1% |
| Max Drawdown | -15.83% | -64.93% |
| Sharpe | 0.47 | 0.23 |
| Sortino | 0.73 | 0.34 |
| Payoff Ratio | 1.3 | 1.15 |
| Profit Factor | 1.22 | 1.04 |
| Common Sense Ratio | 3.29 | 1.06 |
| CPC Index | 0.7 | 0.59 |
| Tail Ratio | 2.68 | 1.02 |
| Outlier Win Ratio | 37.62 | 2.69 |
| Outlier Loss Ratio | 3.61 | 2.87 |
| Volatility (ann.) | 15.0% | 43.08% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.71 | 0.04 |
| Skew | 1.29 | 0.64 |
| Kurtosis | 57.59 | 8.72 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 1.94% | 0.22% |
| Expected Yearly % | 14.43% | 1.54% |
| Kelly Criterion | 1.01% | 5.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -3.68% |
| Expected Shortfall (cVaR) | -1.27% | -3.68% |
| Year | 12293738:SOLUSD | 12293738:solusd:triple_med_gx:lsma270_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 32.93 | 2.51 | + |
| 2025 | -8.87 | -1.50 | 0.17 | + |
| Metric | 12293738:solusd:triple_med_gx:lsma270_120 | 12293738:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 6.82% | 36.47% |
| 6M | -1.5% | -8.22% |
| YTD | -1.5% | -8.87% |
| 1Y | 22.23% | 7.09% |
| 3Y (ann.) | 27.04% | 2.75% |
| 5Y (ann.) | 27.04% | 2.75% |
| Metric | 12293738:solusd:triple_med_gx:lsma270_120 | 12293738:SOLUSD |
|---|---|---|
| Max Drawdown | -15.83% | -64.93% |
| Longest DD Days | 159.0 | 178.0 |
| Avg. Drawdown | -4.55% | -11.98% |
| Avg. Drawdown Days | 29.0 | 23.0 |
| Recovery Factor | 1.95 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-07 | 2025-07-17 | -15.83 | 159 |
| 2024-07-03 | 2024-11-06 | -13.92 | 126 |
| 2024-11-22 | 2025-02-07 | -11.62 | 77 |
| 2024-06-28 | 2024-07-02 | -8.06 | 4 |
| 2024-06-23 | 2024-06-24 | -3.86 | 1 |
| 2024-11-10 | 2024-11-21 | -2.92 | 10 |
| 2024-11-07 | 2024-11-07 | -1.48 | 0 |
| 2024-06-27 | 2024-06-27 | -0.47 | 0 |
| 2024-11-21 | 2024-11-22 | -0.33 | 0 |
| 2024-11-09 | 2024-11-09 | -0.18 | 0 |
| Metric | 12293738:solusd:triple_med_gx:lsma270_120 | 12293738:SOLUSD |
|---|---|---|
| Best Day | 10.95% | 19.54% |
| Worst Day | -9.56% | -14.23% |
| Best Week | 17.76% | 21.25% |
| Worst Week | -10.05% | -17.1% |
| Best Month | 27.86% | 41.15% |
| Worst Month | -10.05% | -36.08% |
| Best Year | 32.93% | 13.13% |
| Worst Year | -1.5% | -8.87% |
| Avg. Up Day | 1.86% | 1.89% |
| Avg. Down Day | -1.43% | -1.65% |
| Avg. Up Week | 4.14% | 8.8% |
| Avg. Down Week | -4.03% | -8.06% |
| Avg. Up Month | 7.38% | 21.1% |
| Avg. Down Month | -4.85% | -19.22% |
| Win Days % | 44.13% | 49.3% |
| Win Month % | 61.54% | 57.14% |
| Win Week % | 62.5% | 51.67% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |