| Metric | 12288591:solusd:triple_med_gx:lsma70_105 | 12288591:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 9.37% | 3.1% |
| Max Drawdown | -13.54% | -64.93% |
| Sharpe | 0.26 | 0.23 |
| Sortino | 0.44 | 0.34 |
| Payoff Ratio | 1.33 | 1.19 |
| Profit Factor | 1.14 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.65 | 0.61 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 64.9 | 2.34 |
| Outlier Loss Ratio | 4.34 | 2.53 |
| Volatility (ann.) | 9.2% | 43.08% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.61 | 0.04 |
| Skew | 3.62 | 0.64 |
| Kurtosis | 67.79 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 0.64% | 0.22% |
| Expected Yearly % | 4.58% | 1.54% |
| Kelly Criterion | 0.37% | 6.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -3.68% |
| Expected Shortfall (cVaR) | -0.79% | -3.68% |
| Year | 12288591:SOLUSD | 12288591:solusd:triple_med_gx:lsma70_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -3.27 | -0.25 | - |
| 2025 | -8.87 | 13.08 | -1.47 | + |
| Metric | 12288591:solusd:triple_med_gx:lsma70_105 | 12288591:SOLUSD |
|---|---|---|
| MTD | -4.03% | 11.11% |
| 3M | 5.2% | 36.47% |
| 6M | 13.08% | -8.22% |
| YTD | 13.08% | -8.87% |
| 1Y | 10.19% | 7.09% |
| 3Y (ann.) | 8.28% | 2.75% |
| 5Y (ann.) | 8.28% | 2.75% |
| Metric | 12288591:solusd:triple_med_gx:lsma70_105 | 12288591:SOLUSD |
|---|---|---|
| Max Drawdown | -13.54% | -64.93% |
| Longest DD Days | 242.0 | 178.0 |
| Avg. Drawdown | -4.37% | -11.98% |
| Avg. Drawdown Days | 37.0 | 23.0 |
| Recovery Factor | 0.69 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-01 | 2025-01-30 | -13.54 | 242 |
| 2025-01-30 | 2025-03-14 | -6.14 | 43 |
| 2025-06-30 | 2025-07-17 | -5.20 | 16 |
| 2025-05-27 | 2025-06-28 | -4.26 | 31 |
| 2025-05-24 | 2025-05-26 | -2.97 | 1 |
| 2025-05-26 | 2025-05-27 | -2.47 | 1 |
| 2025-06-30 | 2025-06-30 | -1.92 | 0 |
| 2025-06-28 | 2025-06-29 | -1.61 | 1 |
| 2025-04-17 | 2025-04-19 | -1.26 | 1 |
| Metric | 12288591:solusd:triple_med_gx:lsma70_105 | 12288591:SOLUSD |
|---|---|---|
| Best Day | 7.28% | 19.54% |
| Worst Day | -4.22% | -14.23% |
| Best Week | 7.89% | 21.25% |
| Worst Week | -5.7% | -17.1% |
| Best Month | 9.17% | 41.15% |
| Worst Month | -5.87% | -36.08% |
| Best Year | 13.08% | 13.13% |
| Worst Year | -3.27% | -8.87% |
| Avg. Up Day | 1.32% | 1.35% |
| Avg. Down Day | -0.99% | -1.13% |
| Avg. Up Week | 3.26% | 7.29% |
| Avg. Down Week | -2.28% | -8.92% |
| Avg. Up Month | 3.66% | 23.17% |
| Avg. Down Month | -1.94% | -23.19% |
| Win Days % | 43.04% | 49.3% |
| Win Month % | 50.0% | 57.14% |
| Win Week % | 52.38% | 51.67% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |