| Metric | 12286801:solusd:triple_med_gx:lsma70_100 | 12286801:SOLUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 3.5% | 3.1% |
| Max Drawdown | -12.46% | -64.93% |
| Sharpe | 0.13 | 0.23 |
| Sortino | 0.19 | 0.34 |
| Payoff Ratio | 1.24 | 1.09 |
| Profit Factor | 1.07 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.59 | 0.55 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 67.28 | 2.3 |
| Outlier Loss Ratio | 3.74 | 2.52 |
| Volatility (ann.) | 9.7% | 43.08% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.25 | 0.04 |
| Skew | 0.96 | 0.64 |
| Kurtosis | 74.57 | 8.72 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.25% | 0.22% |
| Expected Yearly % | 1.73% | 1.54% |
| Kelly Criterion | -0.45% | 2.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -3.68% |
| Expected Shortfall (cVaR) | -0.83% | -3.68% |
| Year | 12286801:SOLUSD | 12286801:solusd:triple_med_gx:lsma70_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -9.66 | -0.74 | - |
| 2025 | -8.87 | 14.56 | -1.64 | + |
| Metric | 12286801:solusd:triple_med_gx:lsma70_100 | 12286801:SOLUSD |
|---|---|---|
| MTD | -2.24% | 11.11% |
| 3M | 7.76% | 36.47% |
| 6M | 14.28% | -8.22% |
| YTD | 14.56% | -8.87% |
| 1Y | 12.34% | 7.09% |
| 3Y (ann.) | 3.1% | 2.75% |
| 5Y (ann.) | 3.1% | 2.75% |
| Metric | 12286801:solusd:triple_med_gx:lsma70_100 | 12286801:SOLUSD |
|---|---|---|
| Max Drawdown | -12.46% | -64.93% |
| Longest DD Days | 184.0 | 178.0 |
| Avg. Drawdown | -4.87% | -11.98% |
| Avg. Drawdown Days | 51.0 | 23.0 |
| Recovery Factor | 0.28 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-02 | 2024-11-21 | -12.46 | 141 |
| 2024-11-22 | 2025-05-26 | -12.28 | 184 |
| 2024-06-01 | 2024-07-02 | -3.72 | 30 |
| 2025-07-01 | 2025-07-17 | -3.21 | 16 |
| 2025-05-27 | 2025-06-29 | -2.56 | 33 |
| 2025-05-26 | 2025-05-27 | -2.47 | 1 |
| 2025-06-30 | 2025-06-30 | -1.92 | 0 |
| 2024-11-21 | 2024-11-22 | -0.33 | 0 |
| Metric | 12286801:solusd:triple_med_gx:lsma70_100 | 12286801:SOLUSD |
|---|---|---|
| Best Day | 7.28% | 19.54% |
| Worst Day | -6.56% | -14.23% |
| Best Week | 9.17% | 21.25% |
| Worst Week | -9.99% | -17.1% |
| Best Month | 8.08% | 41.15% |
| Worst Month | -9.11% | -36.08% |
| Best Year | 14.56% | 13.13% |
| Worst Year | -9.66% | -8.87% |
| Avg. Up Day | 1.36% | 1.39% |
| Avg. Down Day | -1.1% | -1.28% |
| Avg. Up Week | 4.2% | 11.23% |
| Avg. Down Week | -4.28% | -6.71% |
| Avg. Up Month | 3.75% | 19.75% |
| Avg. Down Month | -4.83% | -18.02% |
| Win Days % | 44.37% | 49.3% |
| Win Month % | 57.14% | 57.14% |
| Win Week % | 50.0% | 51.67% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |