| Metric | 12216597:solusd:triple_med_gx:lsma95_20 | 12216597:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 24.05% | -21.92% |
| Max Drawdown | -23.39% | -58.89% |
| Sharpe | 0.42 | 0.05 |
| Sortino | 0.73 | 0.07 |
| Payoff Ratio | 1.26 | 1.22 |
| Profit Factor | 1.16 | 1.01 |
| Common Sense Ratio | 1.26 | 1.02 |
| CPC Index | 0.68 | 0.61 |
| Tail Ratio | 1.08 | 1.01 |
| Outlier Win Ratio | 24.57 | 2.96 |
| Outlier Loss Ratio | 3.66 | 2.91 |
| Volatility (ann.) | 20.62% | 44.76% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.31 | -0.45 |
| Skew | 5.04 | 0.62 |
| Kurtosis | 101.19 | 8.55 |
| Expected Daily % | 0.02% | -0.02% |
| Expected Monthly % | 2.18% | -2.44% |
| Expected Yearly % | 11.38% | -11.64% |
| Kelly Criterion | 3.47% | 7.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.75% | -3.85% |
| Expected Shortfall (cVaR) | -1.75% | -3.85% |
| Year | 12216597:SOLUSD | 12216597:solusd:triple_med_gx:lsma95_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 10.36 | 0.79 | - |
| 2025 | -30.99 | 12.40 | -0.40 | + |
| Metric | 12216597:solusd:triple_med_gx:lsma95_20 | 12216597:SOLUSD |
|---|---|---|
| MTD | 0.24% | -12.01% |
| 3M | 7.79% | -32.99% |
| 6M | 26.52% | -8.8% |
| YTD | 12.4% | -30.99% |
| 1Y | 24.05% | -21.92% |
| 3Y (ann.) | 30.68% | -26.45% |
| 5Y (ann.) | 30.68% | -26.45% |
| Metric | 12216597:solusd:triple_med_gx:lsma95_20 | 12216597:SOLUSD |
|---|---|---|
| Max Drawdown | -23.39% | -58.89% |
| Longest DD Days | 90.0 | 101.0 |
| Avg. Drawdown | -7.12% | -11.63% |
| Avg. Drawdown Days | 22.0 | 17.0 |
| Recovery Factor | 1.03 | -0.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-22 | -23.39 | 19 |
| 2024-11-12 | 2025-01-18 | -13.78 | 67 |
| 2024-08-09 | 2024-11-07 | -10.96 | 90 |
| 2025-02-11 | 2025-03-02 | -8.61 | 19 |
| 2024-06-07 | 2024-06-27 | -7.23 | 20 |
| 2024-06-28 | 2024-07-19 | -6.51 | 21 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-11-08 | 2024-11-10 | -2.87 | 1 |
| 2024-07-19 | 2024-07-20 | -1.46 | 0 |
| 2025-02-10 | 2025-02-11 | -0.18 | 0 |
| Metric | 12216597:solusd:triple_med_gx:lsma95_20 | 12216597:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 18.89% | 21.25% |
| Worst Week | -10.31% | -17.1% |
| Best Month | 19.85% | 41.15% |
| Worst Month | -7.04% | -36.08% |
| Best Year | 12.4% | 13.13% |
| Worst Year | 10.36% | -30.99% |
| Avg. Up Day | 1.7% | 1.71% |
| Avg. Down Day | -1.35% | -1.4% |
| Avg. Up Week | 4.75% | 10.3% |
| Avg. Down Week | -3.81% | -9.12% |
| Avg. Up Month | 12.44% | 22.87% |
| Avg. Down Month | -5.66% | -22.53% |
| Win Days % | 46.15% | 49.32% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 53.85% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |