| Metric | 12216596:solusd:triple_med_gx:lsma85_20 | 12216596:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 107.38% | -16.6% |
| Max Drawdown | -18.74% | -61.75% |
| Sharpe | 1.37 | 0.28 |
| Sortino | 2.32 | 0.42 |
| Payoff Ratio | 1.28 | 1.19 |
| Profit Factor | 1.58 | 1.04 |
| Common Sense Ratio | 2.71 | 1.07 |
| CPC Index | 1.04 | 0.6 |
| Tail Ratio | 1.72 | 1.03 |
| Outlier Win Ratio | 21.57 | 3.01 |
| Outlier Loss Ratio | 3.52 | 2.61 |
| Volatility (ann.) | 40.66% | 85.01% |
| R^2 | 0.2 | 0.2 |
| Calmar | 3.27 | -0.18 |
| Skew | 1.44 | 0.15 |
| Kurtosis | 32.76 | 2.92 |
| Expected Daily % | 0.13% | -0.03% |
| Expected Monthly % | 3.91% | -0.95% |
| Expected Yearly % | 44.01% | -8.68% |
| Kelly Criterion | 14.17% | 5.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.35% | -7.25% |
| Expected Shortfall (cVaR) | -3.35% | -7.25% |
| Year | 12216596:SOLUSD | 12216596:solusd:triple_med_gx:lsma85_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 17.99 | 1.41 | + |
| 2025 | -26.05 | 75.77 | -2.91 | + |
| Metric | 12216596:solusd:triple_med_gx:lsma85_20 | 12216596:SOLUSD |
|---|---|---|
| MTD | 1.79% | 2.5% |
| 3M | 2.56% | -32.85% |
| 6M | 4.07% | -7.15% |
| YTD | 75.77% | -26.05% |
| 1Y | 65.3% | -40.18% |
| 3Y (ann.) | 61.28% | -11.22% |
| 5Y (ann.) | 61.28% | -11.22% |
| Metric | 12216596:solusd:triple_med_gx:lsma85_20 | 12216596:SOLUSD |
|---|---|---|
| Max Drawdown | -18.74% | -61.75% |
| Longest DD Days | 95.0 | 324.0 |
| Avg. Drawdown | -6.44% | -16.47% |
| Avg. Drawdown Days | 23.0 | 49.0 |
| Recovery Factor | 5.73 | -0.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-04 | 2025-04-13 | -18.74 | 40 |
| 2025-11-11 | 2025-12-10 | -18.13 | 29 |
| 2025-06-12 | 2025-08-13 | -15.28 | 62 |
| 2024-08-09 | 2024-11-12 | -13.97 | 95 |
| 2024-12-15 | 2025-01-18 | -8.80 | 34 |
| 2024-06-08 | 2024-06-28 | -7.23 | 20 |
| 2025-02-12 | 2025-03-03 | -5.82 | 19 |
| 2025-04-15 | 2025-05-11 | -5.46 | 26 |
| 2025-08-30 | 2025-09-12 | -5.36 | 13 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| Metric | 12216596:solusd:triple_med_gx:lsma85_20 | 12216596:SOLUSD |
|---|---|---|
| Best Day | 18.14% | 20.8% |
| Worst Day | -18.74% | -18.74% |
| Best Week | 34.26% | 25.06% |
| Worst Week | -12.47% | -26.95% |
| Best Month | 34.89% | 39.21% |
| Worst Month | -18.13% | -46.12% |
| Best Year | 75.77% | 12.78% |
| Worst Year | 17.99% | -26.05% |
| Avg. Up Day | 3.35% | 3.64% |
| Avg. Down Day | -2.62% | -3.05% |
| Avg. Up Week | 7.26% | 11.28% |
| Avg. Down Week | -5.09% | -6.81% |
| Avg. Up Month | 11.47% | 16.87% |
| Avg. Down Month | -9.17% | -24.38% |
| Win Days % | 51.85% | 48.47% |
| Win Month % | 68.42% | 57.89% |
| Win Week % | 54.35% | 49.38% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |