| Metric | 12288443:solusd:triple_med_gx:lsma70_105 | 12288443:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 11.35% | 3.1% |
| Max Drawdown | -24.08% | -64.93% |
| Sharpe | 0.23 | 0.23 |
| Sortino | 0.35 | 0.34 |
| Payoff Ratio | 1.27 | 1.19 |
| Profit Factor | 1.1 | 1.04 |
| Common Sense Ratio | 1.12 | 1.06 |
| CPC Index | 0.59 | 0.61 |
| Tail Ratio | 1.01 | 1.02 |
| Outlier Win Ratio | 38.82 | 2.74 |
| Outlier Loss Ratio | 3.59 | 2.8 |
| Volatility (ann.) | 15.39% | 43.08% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.42 | 0.04 |
| Skew | 0.73 | 0.64 |
| Kurtosis | 58.66 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 0.77% | 0.22% |
| Expected Yearly % | 5.52% | 1.54% |
| Kelly Criterion | -2.99% | 6.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -3.68% |
| Expected Shortfall (cVaR) | -1.32% | -3.68% |
| Year | 12288443:SOLUSD | 12288443:solusd:triple_med_gx:lsma70_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -2.83 | -0.22 | - |
| 2025 | -8.87 | 14.59 | -1.65 | + |
| Metric | 12288443:solusd:triple_med_gx:lsma70_105 | 12288443:SOLUSD |
|---|---|---|
| MTD | -0.58% | 11.11% |
| 3M | 15.91% | 36.47% |
| 6M | 1.75% | -8.22% |
| YTD | 14.59% | -8.87% |
| 1Y | 1.62% | 7.09% |
| 3Y (ann.) | 10.02% | 2.75% |
| 5Y (ann.) | 10.02% | 2.75% |
| Metric | 12288443:solusd:triple_med_gx:lsma70_105 | 12288443:SOLUSD |
|---|---|---|
| Max Drawdown | -24.08% | -64.93% |
| Longest DD Days | 236.0 | 178.0 |
| Avg. Drawdown | -5.57% | -11.98% |
| Avg. Drawdown Days | 56.0 | 23.0 |
| Recovery Factor | 0.47 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-07-17 | -24.08 | 236 |
| 2024-06-28 | 2024-11-06 | -9.23 | 131 |
| 2024-11-19 | 2024-11-21 | -2.64 | 1 |
| 2024-06-01 | 2024-06-24 | -2.04 | 23 |
| 2024-06-27 | 2024-06-27 | -0.47 | 0 |
| 2024-11-21 | 2024-11-22 | -0.33 | 0 |
| 2024-06-26 | 2024-06-26 | -0.18 | 0 |
| Metric | 12288443:solusd:triple_med_gx:lsma70_105 | 12288443:SOLUSD |
|---|---|---|
| Best Day | 10.95% | 19.54% |
| Worst Day | -9.56% | -14.23% |
| Best Week | 12.62% | 21.25% |
| Worst Week | -19.61% | -17.1% |
| Best Month | 14.31% | 41.15% |
| Worst Month | -20.46% | -36.08% |
| Best Year | 14.59% | 13.13% |
| Worst Year | -2.83% | -8.87% |
| Avg. Up Day | 1.77% | 1.79% |
| Avg. Down Day | -1.39% | -1.5% |
| Avg. Up Week | 6.01% | 11.11% |
| Avg. Down Week | -5.0% | -8.21% |
| Avg. Up Month | 8.47% | 23.79% |
| Avg. Down Month | -8.02% | -23.44% |
| Win Days % | 42.36% | 49.3% |
| Win Month % | 42.86% | 57.14% |
| Win Week % | 52.0% | 51.67% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |