| Metric | 12286558:solusd:triple_med_gx:lsma70_100 | 12286558:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 3.54% | 3.1% |
| Max Drawdown | -30.27% | -64.93% |
| Sharpe | 0.13 | 0.23 |
| Sortino | 0.19 | 0.34 |
| Payoff Ratio | 1.29 | 1.23 |
| Profit Factor | 1.06 | 1.04 |
| Common Sense Ratio | 0.51 | 1.06 |
| CPC Index | 0.55 | 0.63 |
| Tail Ratio | 0.48 | 1.02 |
| Outlier Win Ratio | 42.84 | 2.78 |
| Outlier Loss Ratio | 3.65 | 2.79 |
| Volatility (ann.) | 15.1% | 43.08% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.1 | 0.04 |
| Skew | 0.78 | 0.64 |
| Kurtosis | 62.99 | 8.72 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.25% | 0.22% |
| Expected Yearly % | 1.75% | 1.54% |
| Kelly Criterion | -5.96% | 8.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -3.68% |
| Expected Shortfall (cVaR) | -1.29% | -3.68% |
| Year | 12286558:SOLUSD | 12286558:solusd:triple_med_gx:lsma70_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 5.17 | 0.39 | - |
| 2025 | -8.87 | -1.55 | 0.18 | + |
| Metric | 12286558:solusd:triple_med_gx:lsma70_100 | 12286558:SOLUSD |
|---|---|---|
| MTD | -4.03% | 11.11% |
| 3M | 2.8% | 36.47% |
| 6M | -7.83% | -8.22% |
| YTD | -1.55% | -8.87% |
| 1Y | -10.55% | 7.09% |
| 3Y (ann.) | 3.14% | 2.75% |
| 5Y (ann.) | 3.14% | 2.75% |
| Metric | 12286558:solusd:triple_med_gx:lsma70_100 | 12286558:SOLUSD |
|---|---|---|
| Max Drawdown | -30.27% | -64.93% |
| Longest DD Days | 236.0 | 178.0 |
| Avg. Drawdown | -4.92% | -11.98% |
| Avg. Drawdown Days | 33.0 | 23.0 |
| Recovery Factor | 0.12 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-07-17 | -30.27 | 236 |
| 2024-10-08 | 2024-11-06 | -7.93 | 28 |
| 2024-06-28 | 2024-07-15 | -6.51 | 17 |
| 2024-07-16 | 2024-09-13 | -4.14 | 59 |
| 2024-11-10 | 2024-11-21 | -2.92 | 10 |
| 2024-07-16 | 2024-07-16 | -2.83 | 0 |
| 2024-09-14 | 2024-10-07 | -1.99 | 23 |
| 2024-06-01 | 2024-06-24 | -1.26 | 23 |
| 2024-06-27 | 2024-06-27 | -0.47 | 0 |
| 2024-11-21 | 2024-11-22 | -0.33 | 0 |
| Metric | 12286558:solusd:triple_med_gx:lsma70_100 | 12286558:SOLUSD |
|---|---|---|
| Best Day | 10.95% | 19.54% |
| Worst Day | -9.56% | -14.23% |
| Best Week | 9.48% | 21.25% |
| Worst Week | -19.61% | -17.1% |
| Best Month | 20.6% | 41.15% |
| Worst Month | -22.61% | -36.08% |
| Best Year | 5.17% | 13.13% |
| Worst Year | -1.55% | -8.87% |
| Avg. Up Day | 1.81% | 1.84% |
| Avg. Down Day | -1.4% | -1.5% |
| Avg. Up Week | 5.69% | 12.25% |
| Avg. Down Week | -4.79% | -9.42% |
| Avg. Up Month | 7.98% | 22.49% |
| Avg. Down Month | -8.45% | -23.44% |
| Win Days % | 40.28% | 49.3% |
| Win Month % | 50.0% | 57.14% |
| Win Week % | 44.44% | 51.67% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |