| Metric | 12214523:solusd:triple_med_gx:lsma80_10 | 12214523:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 53.76% | -9.97% |
| Max Drawdown | -23.41% | -64.93% |
| Sharpe | 0.63 | 0.16 |
| Sortino | 1.12 | 0.24 |
| Payoff Ratio | 1.49 | 1.46 |
| Profit Factor | 1.31 | 1.02 |
| Common Sense Ratio | 1.48 | 1.04 |
| CPC Index | 0.88 | 0.73 |
| Tail Ratio | 1.13 | 1.01 |
| Outlier Win Ratio | 32.4 | 2.88 |
| Outlier Loss Ratio | 3.46 | 2.82 |
| Volatility (ann.) | 18.26% | 43.54% |
| R^2 | 0.18 | 0.18 |
| Calmar | 2.07 | -0.14 |
| Skew | 5.68 | 0.65 |
| Kurtosis | 125.54 | 8.59 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.12% | -0.75% |
| Expected Yearly % | 24.0% | -5.12% |
| Kelly Criterion | 7.91% | 14.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -3.73% |
| Expected Shortfall (cVaR) | -1.54% | -3.73% |
| Year | 12214523:SOLUSD | 12214523:solusd:triple_med_gx:lsma80_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 4.69 | 0.36 | - |
| 2025 | -20.42 | 46.88 | -2.30 | + |
| Metric | 12214523:solusd:triple_med_gx:lsma80_10 | 12214523:SOLUSD |
|---|---|---|
| MTD | -2.35% | -2.98% |
| 3M | 9.77% | 28.3% |
| 6M | 43.08% | -22.48% |
| YTD | 46.88% | -20.42% |
| 1Y | 45.83% | 6.8% |
| 3Y (ann.) | 48.38% | -9.18% |
| 5Y (ann.) | 48.38% | -9.18% |
| Metric | 12214523:solusd:triple_med_gx:lsma80_10 | 12214523:SOLUSD |
|---|---|---|
| Max Drawdown | -23.41% | -64.93% |
| Longest DD Days | 123.0 | 165.0 |
| Avg. Drawdown | -7.3% | -11.98% |
| Avg. Drawdown Days | 34.0 | 23.0 |
| Recovery Factor | 2.3 | -0.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-04 | -23.41 | 123 |
| 2024-12-18 | 2025-01-18 | -13.96 | 30 |
| 2025-02-14 | 2025-03-02 | -8.11 | 15 |
| 2024-09-14 | 2024-11-08 | -7.82 | 55 |
| 2024-06-28 | 2024-09-13 | -5.48 | 77 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-11-08 | 2024-11-10 | -2.52 | 1 |
| 2024-06-25 | 2024-06-27 | -1.07 | 1 |
| 2024-11-10 | 2024-11-10 | -0.11 | 0 |
| Metric | 12214523:solusd:triple_med_gx:lsma80_10 | 12214523:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -10.04% | -17.1% |
| Best Month | 48.58% | 41.15% |
| Worst Month | -13.69% | -36.08% |
| Best Year | 46.88% | 13.13% |
| Worst Year | 4.69% | -20.42% |
| Avg. Up Day | 2.01% | 2.02% |
| Avg. Down Day | -1.35% | -1.38% |
| Avg. Up Week | 7.21% | 11.86% |
| Avg. Down Week | -5.0% | -9.18% |
| Avg. Up Month | 17.09% | 19.75% |
| Avg. Down Month | -6.47% | -15.32% |
| Win Days % | 44.87% | 49.06% |
| Win Month % | 53.85% | 50.0% |
| Win Week % | 56.0% | 50.0% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 100.0% | 50.0% |