| Metric | 12214308:solusd:triple_med_gx:lsma30_10 | 12214308:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 18.36% | 3.1% |
| Max Drawdown | -26.12% | -64.93% |
| Sharpe | 0.3 | 0.23 |
| Sortino | 0.6 | 0.34 |
| Payoff Ratio | 1.56 | 1.51 |
| Profit Factor | 1.17 | 1.04 |
| Common Sense Ratio | 0.37 | 1.06 |
| CPC Index | 0.71 | 0.77 |
| Tail Ratio | 0.31 | 1.02 |
| Outlier Win Ratio | 39.75 | 2.52 |
| Outlier Loss Ratio | 4.21 | 2.82 |
| Volatility (ann.) | 16.52% | 43.08% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.62 | 0.04 |
| Skew | 10.25 | 0.64 |
| Kurtosis | 219.83 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.21% | 0.22% |
| Expected Yearly % | 8.8% | 1.54% |
| Kelly Criterion | -0.12% | 15.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -3.68% |
| Expected Shortfall (cVaR) | -1.41% | -3.68% |
| Year | 12214308:SOLUSD | 12214308:solusd:triple_med_gx:lsma30_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 0.37 | 0.03 | - |
| 2025 | -8.87 | 17.93 | -2.02 | + |
| Metric | 12214308:solusd:triple_med_gx:lsma30_10 | 12214308:SOLUSD |
|---|---|---|
| MTD | 2.1% | 11.11% |
| 3M | 2.96% | 36.47% |
| 6M | 18.14% | -8.22% |
| YTD | 17.93% | -8.87% |
| 1Y | 30.19% | 7.09% |
| 3Y (ann.) | 16.15% | 2.75% |
| 5Y (ann.) | 16.15% | 2.75% |
| Metric | 12214308:solusd:triple_med_gx:lsma30_10 | 12214308:SOLUSD |
|---|---|---|
| Max Drawdown | -26.12% | -64.93% |
| Longest DD Days | 154.0 | 178.0 |
| Avg. Drawdown | -6.35% | -11.98% |
| Avg. Drawdown Days | 32.0 | 23.0 |
| Recovery Factor | 0.7 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-30 | 2025-03-24 | -26.12 | 113 |
| 2024-06-17 | 2024-11-18 | -15.93 | 154 |
| 2025-06-03 | 2025-07-17 | -12.45 | 43 |
| 2025-04-09 | 2025-04-19 | -3.05 | 9 |
| 2025-04-05 | 2025-04-09 | -2.64 | 4 |
| 2025-05-07 | 2025-05-08 | -1.45 | 0 |
| 2024-11-18 | 2024-11-19 | -1.28 | 1 |
| 2024-06-16 | 2024-06-16 | -0.18 | 0 |
| 2025-05-21 | 2025-05-22 | -0.18 | 0 |
| 2025-06-03 | 2025-06-03 | -0.18 | 0 |
| Metric | 12214308:solusd:triple_med_gx:lsma30_10 | 12214308:SOLUSD |
|---|---|---|
| Best Day | 19.33% | 19.54% |
| Worst Day | -5.3% | -14.23% |
| Best Week | 15.58% | 21.25% |
| Worst Week | -15.2% | -17.1% |
| Best Month | 30.07% | 41.15% |
| Worst Month | -16.59% | -36.08% |
| Best Year | 17.93% | 13.13% |
| Worst Year | 0.37% | -8.87% |
| Avg. Up Day | 1.85% | 1.9% |
| Avg. Down Day | -1.19% | -1.25% |
| Avg. Up Week | 3.41% | 8.5% |
| Avg. Down Week | -4.24% | -9.33% |
| Avg. Up Month | 6.04% | 16.66% |
| Avg. Down Month | -8.21% | -17.51% |
| Win Days % | 38.97% | 49.3% |
| Win Month % | 57.14% | 57.14% |
| Win Week % | 52.63% | 51.67% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 50.0% |