| Metric | 12301049:solusd:triple_med_gx:lsma150_135 | 12301049:SOLUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 12.91% | 3.1% |
| Max Drawdown | -10.03% | -64.93% |
| Sharpe | 0.3 | 0.23 |
| Sortino | 0.67 | 0.34 |
| Payoff Ratio | 1.74 | 1.66 |
| Profit Factor | 1.3 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.86 | 0.85 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 82.47 | 2.07 |
| Outlier Loss Ratio | 3.59 | 2.35 |
| Volatility (ann.) | 11.1% | 43.08% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.13 | 0.04 |
| Skew | 15.34 | 0.64 |
| Kurtosis | 388.0 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 0.87% | 0.22% |
| Expected Yearly % | 6.26% | 1.54% |
| Kelly Criterion | 2.76% | 18.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -3.68% |
| Expected Shortfall (cVaR) | -0.95% | -3.68% |
| Year | 12301049:SOLUSD | 12301049:solusd:triple_med_gx:lsma150_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 2.25 | 0.17 | - |
| 2025 | -8.87 | 10.43 | -1.18 | + |
| Metric | 12301049:solusd:triple_med_gx:lsma150_135 | 12301049:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 3.77% | 36.47% |
| 6M | 10.43% | -8.22% |
| YTD | 10.43% | -8.87% |
| 1Y | 16.57% | 7.09% |
| 3Y (ann.) | 11.39% | 2.75% |
| 5Y (ann.) | 11.39% | 2.75% |
| Metric | 12301049:solusd:triple_med_gx:lsma150_135 | 12301049:SOLUSD |
|---|---|---|
| Max Drawdown | -10.03% | -64.93% |
| Longest DD Days | 123.0 | 178.0 |
| Avg. Drawdown | -7.07% | -11.98% |
| Avg. Drawdown Days | 76.0 | 23.0 |
| Recovery Factor | 1.29 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-09 | 2025-07-17 | -10.03 | 98 |
| 2024-12-21 | 2025-04-09 | -9.70 | 109 |
| 2024-06-12 | 2024-10-14 | -8.01 | 123 |
| 2024-10-29 | 2024-11-06 | -6.04 | 7 |
| 2024-11-06 | 2024-12-21 | -1.55 | 44 |
| Metric | 12301049:solusd:triple_med_gx:lsma150_135 | 12301049:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -4.63% | -14.23% |
| Best Week | 14.59% | 21.25% |
| Worst Week | -7.35% | -17.1% |
| Best Month | 13.42% | 41.15% |
| Worst Month | -7.52% | -36.08% |
| Best Year | 10.43% | 13.13% |
| Worst Year | 2.25% | -8.87% |
| Avg. Up Day | 2.07% | 2.08% |
| Avg. Down Day | -1.19% | -1.25% |
| Avg. Up Week | 6.78% | 7.5% |
| Avg. Down Week | -2.8% | -7.87% |
| Avg. Up Month | 7.17% | 23.32% |
| Avg. Down Month | -5.33% | -16.44% |
| Win Days % | 38.27% | 49.3% |
| Win Month % | 50.0% | 57.14% |
| Win Week % | 38.46% | 51.67% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |