| Metric | 12303170:solusd:triple_med_gx:lsma150_140 | 12303170:SOLUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -9.57% | 3.1% |
| Max Drawdown | -22.62% | -64.93% |
| Sharpe | -0.24 | 0.23 |
| Sortino | -0.42 | 0.34 |
| Payoff Ratio | 1.32 | 1.33 |
| Profit Factor | 0.81 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.33 | 0.68 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 135.16 | 1.9 |
| Outlier Loss Ratio | 3.82 | 2.3 |
| Volatility (ann.) | 7.91% | 43.08% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.38 | 0.04 |
| Skew | 11.04 | 0.64 |
| Kurtosis | 340.54 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -0.72% | 0.22% |
| Expected Yearly % | -4.91% | 1.54% |
| Kelly Criterion | -21.2% | 11.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -3.68% |
| Expected Shortfall (cVaR) | -0.69% | -3.68% |
| Year | 12303170:SOLUSD | 12303170:solusd:triple_med_gx:lsma150_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 0.69 | 0.05 | - |
| 2025 | -8.87 | -10.19 | 1.15 | - |
| Metric | 12303170:solusd:triple_med_gx:lsma150_140 | 12303170:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 0.49% | 36.47% |
| 6M | -10.19% | -8.22% |
| YTD | -10.19% | -8.87% |
| 1Y | -9.57% | 7.09% |
| 3Y (ann.) | -8.55% | 2.75% |
| 5Y (ann.) | -8.55% | 2.75% |
| Metric | 12303170:solusd:triple_med_gx:lsma150_140 | 12303170:SOLUSD |
|---|---|---|
| Max Drawdown | -22.62% | -64.93% |
| Longest DD Days | 207.0 | 178.0 |
| Avg. Drawdown | -4.71% | -11.98% |
| Avg. Drawdown Days | 41.0 | 23.0 |
| Recovery Factor | -0.42 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-21 | 2025-07-17 | -22.62 | 207 |
| 2024-10-29 | 2024-11-06 | -5.55 | 7 |
| 2024-11-06 | 2024-12-21 | -1.55 | 44 |
| 2024-09-13 | 2024-10-12 | -1.35 | 29 |
| 2024-10-12 | 2024-10-13 | -1.10 | 1 |
| 2024-09-11 | 2024-09-12 | -0.71 | 0 |
| 2024-09-12 | 2024-09-12 | -0.09 | 0 |
| Metric | 12303170:solusd:triple_med_gx:lsma150_140 | 12303170:SOLUSD |
|---|---|---|
| Best Day | 10.95% | 19.54% |
| Worst Day | -4.63% | -14.23% |
| Best Week | 10.63% | 21.25% |
| Worst Week | -7.8% | -17.1% |
| Best Month | 9.3% | 41.15% |
| Worst Month | -7.8% | -36.08% |
| Best Year | 0.69% | 13.13% |
| Worst Year | -10.19% | -8.87% |
| Avg. Up Day | 1.63% | 1.68% |
| Avg. Down Day | -1.23% | -1.26% |
| Avg. Up Week | 4.01% | 8.26% |
| Avg. Down Week | -4.21% | -5.73% |
| Avg. Up Month | 5.06% | 26.98% |
| Avg. Down Month | -6.47% | -18.24% |
| Win Days % | 30.99% | 49.3% |
| Win Month % | 44.44% | 57.14% |
| Win Week % | 42.86% | 51.67% |
| Win Quarter % | 25.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |