| Metric | 12285321:solusd:triple_med_gx:lsma145_95 | 12285321:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 6.57% | 3.1% |
| Max Drawdown | -21.85% | -64.93% |
| Sharpe | 0.17 | 0.23 |
| Sortino | 0.27 | 0.34 |
| Payoff Ratio | 1.19 | 1.03 |
| Profit Factor | 1.08 | 1.04 |
| Common Sense Ratio | 1.96 | 1.06 |
| CPC Index | 0.61 | 0.53 |
| Tail Ratio | 1.81 | 1.02 |
| Outlier Win Ratio | 37.38 | 2.65 |
| Outlier Loss Ratio | 2.86 | 2.98 |
| Volatility (ann.) | 17.69% | 43.08% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.27 | 0.04 |
| Skew | 4.05 | 0.64 |
| Kurtosis | 85.13 | 8.72 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.46% | 0.22% |
| Expected Yearly % | 3.23% | 1.54% |
| Kelly Criterion | 2.81% | 0.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -3.68% |
| Expected Shortfall (cVaR) | -1.51% | -3.68% |
| Year | 12285321:SOLUSD | 12285321:solusd:triple_med_gx:lsma145_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -15.31 | -1.17 | - |
| 2025 | -8.87 | 25.83 | -2.91 | + |
| Metric | 12285321:solusd:triple_med_gx:lsma145_95 | 12285321:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -6.74% | 36.47% |
| 6M | 25.83% | -8.22% |
| YTD | 25.83% | -8.87% |
| 1Y | 6.57% | 7.09% |
| 3Y (ann.) | 5.82% | 2.75% |
| 5Y (ann.) | 5.82% | 2.75% |
| Metric | 12285321:solusd:triple_med_gx:lsma145_95 | 12285321:SOLUSD |
|---|---|---|
| Max Drawdown | -21.85% | -64.93% |
| Longest DD Days | 170.0 | 178.0 |
| Avg. Drawdown | -11.07% | -11.98% |
| Avg. Drawdown Days | 51.0 | 23.0 |
| Recovery Factor | 0.3 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-01 | 2025-01-18 | -21.85 | 170 |
| 2025-05-14 | 2025-07-17 | -21.02 | 64 |
| 2025-03-01 | 2025-04-09 | -13.11 | 39 |
| 2025-02-27 | 2025-02-28 | -7.15 | 0 |
| 2025-05-12 | 2025-05-13 | -2.68 | 1 |
| 2025-04-09 | 2025-05-11 | -0.59 | 32 |
| Metric | 12285321:solusd:triple_med_gx:lsma145_95 | 12285321:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -8.72% | -14.23% |
| Best Week | 14.58% | 21.25% |
| Worst Week | -10.37% | -17.1% |
| Best Month | 21.91% | 41.15% |
| Worst Month | -10.37% | -36.08% |
| Best Year | 25.83% | 13.13% |
| Worst Year | -15.31% | -8.87% |
| Avg. Up Day | 1.9% | 1.91% |
| Avg. Down Day | -1.6% | -1.85% |
| Avg. Up Week | 9.45% | 13.13% |
| Avg. Down Week | -5.55% | -8.6% |
| Avg. Up Month | 10.68% | 23.79% |
| Avg. Down Month | -6.47% | -14.68% |
| Win Days % | 47.18% | 49.3% |
| Win Month % | 45.45% | 57.14% |
| Win Week % | 41.18% | 51.67% |
| Win Quarter % | 25.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |