| Metric | 12297067:solusd:triple_med_gx:lsma150_125 | 12297067:SOLUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 39.48% | 3.1% |
| Max Drawdown | -9.39% | -64.93% |
| Sharpe | 0.82 | 0.23 |
| Sortino | 1.54 | 0.34 |
| Payoff Ratio | 1.33 | 1.24 |
| Profit Factor | 1.63 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.14 | 0.63 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 66.47 | 2.39 |
| Outlier Loss Ratio | 3.85 | 2.48 |
| Volatility (ann.) | 9.49% | 43.08% |
| R^2 | 0.05 | 0.05 |
| Calmar | 3.66 | 0.04 |
| Skew | 7.27 | 0.64 |
| Kurtosis | 168.68 | 8.72 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.41% | 0.22% |
| Expected Yearly % | 18.1% | 1.54% |
| Kelly Criterion | 17.26% | 8.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -3.68% |
| Expected Shortfall (cVaR) | -0.8% | -3.68% |
| Year | 12297067:SOLUSD | 12297067:solusd:triple_med_gx:lsma150_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 23.03 | 1.75 | + |
| 2025 | -8.87 | 13.36 | -1.51 | + |
| Metric | 12297067:solusd:triple_med_gx:lsma150_125 | 12297067:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 10.96% | 36.47% |
| 6M | 13.36% | -8.22% |
| YTD | 13.36% | -8.87% |
| 1Y | 39.48% | 7.09% |
| 3Y (ann.) | 34.38% | 2.75% |
| 5Y (ann.) | 34.38% | 2.75% |
| Metric | 12297067:solusd:triple_med_gx:lsma150_125 | 12297067:SOLUSD |
|---|---|---|
| Max Drawdown | -9.39% | -64.93% |
| Longest DD Days | 111.0 | 178.0 |
| Avg. Drawdown | -2.2% | -11.98% |
| Avg. Drawdown Days | 14.0 | 23.0 |
| Recovery Factor | 4.2 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-21 | 2025-04-12 | -9.39 | 111 |
| 2024-10-07 | 2024-11-05 | -8.38 | 28 |
| 2025-06-25 | 2025-07-17 | -4.91 | 21 |
| 2025-05-15 | 2025-06-22 | -4.24 | 38 |
| 2024-09-13 | 2024-09-13 | -2.55 | 0 |
| 2024-09-14 | 2024-10-06 | -1.90 | 22 |
| 2024-10-07 | 2024-10-07 | -0.99 | 0 |
| 2024-09-10 | 2024-09-12 | -0.98 | 1 |
| 2025-06-24 | 2025-06-24 | -0.65 | 0 |
| 2025-06-25 | 2025-06-25 | -0.33 | 0 |
| Metric | 12297067:solusd:triple_med_gx:lsma150_125 | 12297067:SOLUSD |
|---|---|---|
| Best Day | 10.95% | 19.54% |
| Worst Day | -4.63% | -14.23% |
| Best Week | 14.99% | 21.25% |
| Worst Week | -2.31% | -17.1% |
| Best Month | 14.99% | 41.15% |
| Worst Month | 0.0% | -36.08% |
| Best Year | 23.03% | 13.13% |
| Worst Year | 13.36% | -8.87% |
| Avg. Up Day | 1.41% | 1.43% |
| Avg. Down Day | -1.06% | -1.16% |
| Avg. Up Week | 4.49% | 7.45% |
| Avg. Down Week | -2.31% | -3.07% |
| Avg. Up Month | 4.68% | 17.78% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 52.85% | 49.3% |
| Win Month % | 100.0% | 57.14% |
| Win Week % | 84.62% | 51.67% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |