| Metric | 12216596:solusd:triple_med_gx:lsma85_20 | 12216596:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 107.38% | -16.87% |
| Max Drawdown | -23.39% | -64.93% |
| Sharpe | 0.74 | 0.14 |
| Sortino | 1.25 | 0.2 |
| Payoff Ratio | 1.31 | 1.27 |
| Profit Factor | 1.3 | 1.02 |
| Common Sense Ratio | 1.66 | 1.01 |
| CPC Index | 0.81 | 0.64 |
| Tail Ratio | 1.28 | 0.99 |
| Outlier Win Ratio | 25.68 | 2.97 |
| Outlier Loss Ratio | 3.58 | 2.88 |
| Volatility (ann.) | 18.43% | 42.22% |
| R^2 | 0.19 | 0.19 |
| Calmar | 2.61 | -0.17 |
| Skew | 4.04 | 0.52 |
| Kurtosis | 88.99 | 7.52 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.91% | -0.97% |
| Expected Yearly % | 44.01% | -8.82% |
| Kelly Criterion | 7.9% | 9.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.55% | -3.62% |
| Expected Shortfall (cVaR) | -1.55% | -3.62% |
| Year | 12216596:SOLUSD | 12216596:solusd:triple_med_gx:lsma85_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 17.99 | 1.37 | + |
| 2025 | -26.52 | 75.77 | -2.86 | + |
| Metric | 12216596:solusd:triple_med_gx:lsma85_20 | 12216596:SOLUSD |
|---|---|---|
| MTD | 0.0% | 3.92% |
| 3M | -1.81% | -39.35% |
| 6M | 4.41% | -13.83% |
| YTD | 75.77% | -26.52% |
| 1Y | 65.3% | -38.99% |
| 3Y (ann.) | 61.0% | -11.36% |
| 5Y (ann.) | 61.0% | -11.36% |
| Metric | 12216596:solusd:triple_med_gx:lsma85_20 | 12216596:SOLUSD |
|---|---|---|
| Max Drawdown | -23.39% | -64.93% |
| Longest DD Days | 93.0 | 326.0 |
| Avg. Drawdown | -5.25% | -11.98% |
| Avg. Drawdown Days | 15.0 | 32.0 |
| Recovery Factor | 4.59 | -0.26 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-04-14 | -23.39 | 42 |
| 2025-11-10 | 2025-12-12 | -18.13 | 31 |
| 2025-06-11 | 2025-08-13 | -16.30 | 63 |
| 2024-08-09 | 2024-11-10 | -14.13 | 93 |
| 2024-12-14 | 2025-01-18 | -9.57 | 34 |
| 2024-06-07 | 2024-06-27 | -7.23 | 20 |
| 2025-08-29 | 2025-09-12 | -6.88 | 13 |
| 2025-02-11 | 2025-03-02 | -6.63 | 19 |
| 2025-04-14 | 2025-05-10 | -5.88 | 26 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| Metric | 12216596:solusd:triple_med_gx:lsma85_20 | 12216596:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -12.47% | -18.95% |
| Best Month | 34.89% | 41.15% |
| Worst Month | -16.66% | -36.08% |
| Best Year | 75.77% | 13.13% |
| Worst Year | 17.99% | -26.52% |
| Avg. Up Day | 1.73% | 1.74% |
| Avg. Down Day | -1.32% | -1.38% |
| Avg. Up Week | 7.18% | 10.91% |
| Avg. Down Week | -4.02% | -7.78% |
| Avg. Up Month | 14.07% | 17.08% |
| Avg. Down Month | -8.44% | -21.51% |
| Win Days % | 47.74% | 49.53% |
| Win Month % | 61.11% | 57.89% |
| Win Week % | 56.52% | 50.62% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |