| Metric | 12288620:solusd:triple_med_gx:lsma75_105 | 12288620:SOLUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 14.5% | 3.1% |
| Max Drawdown | -8.01% | -64.93% |
| Sharpe | 0.43 | 0.23 |
| Sortino | 0.77 | 0.34 |
| Payoff Ratio | 1.32 | 1.2 |
| Profit Factor | 1.27 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.76 | 0.61 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 82.34 | 2.25 |
| Outlier Loss Ratio | 4.51 | 2.46 |
| Volatility (ann.) | 7.69% | 43.08% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.6 | 0.04 |
| Skew | 5.71 | 0.64 |
| Kurtosis | 103.49 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 0.97% | 0.22% |
| Expected Yearly % | 7.0% | 1.54% |
| Kelly Criterion | 3.31% | 6.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -3.68% |
| Expected Shortfall (cVaR) | -0.65% | -3.68% |
| Year | 12288620:SOLUSD | 12288620:solusd:triple_med_gx:lsma75_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 1.92 | 0.15 | - |
| 2025 | -8.87 | 12.34 | -1.39 | + |
| Metric | 12288620:solusd:triple_med_gx:lsma75_105 | 12288620:SOLUSD |
|---|---|---|
| MTD | -3.87% | 11.11% |
| 3M | 6.2% | 36.47% |
| 6M | 12.34% | -8.22% |
| YTD | 12.34% | -8.87% |
| 1Y | 11.68% | 7.09% |
| 3Y (ann.) | 12.78% | 2.75% |
| 5Y (ann.) | 12.78% | 2.75% |
| Metric | 12288620:solusd:triple_med_gx:lsma75_105 | 12288620:SOLUSD |
|---|---|---|
| Max Drawdown | -8.01% | -64.93% |
| Longest DD Days | 112.0 | 178.0 |
| Avg. Drawdown | -3.63% | -11.98% |
| Avg. Drawdown Days | 30.0 | 23.0 |
| Recovery Factor | 1.81 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-14 | 2024-11-21 | -8.01 | 99 |
| 2024-11-22 | 2025-03-14 | -7.95 | 112 |
| 2025-06-30 | 2025-07-17 | -5.98 | 16 |
| 2024-06-05 | 2024-06-30 | -5.74 | 25 |
| 2025-05-27 | 2025-06-28 | -4.26 | 31 |
| 2025-04-20 | 2025-05-26 | -3.36 | 35 |
| 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 |
| 2024-07-01 | 2024-07-02 | -1.36 | 0 |
| Metric | 12288620:solusd:triple_med_gx:lsma75_105 | 12288620:SOLUSD |
|---|---|---|
| Best Day | 7.28% | 19.54% |
| Worst Day | -3.18% | -14.23% |
| Best Week | 10.62% | 21.25% |
| Worst Week | -3.78% | -17.1% |
| Best Month | 9.66% | 41.15% |
| Worst Month | -3.87% | -36.08% |
| Best Year | 12.34% | 13.13% |
| Worst Year | 1.92% | -8.87% |
| Avg. Up Day | 1.28% | 1.3% |
| Avg. Down Day | -0.97% | -1.09% |
| Avg. Up Week | 5.64% | 11.41% |
| Avg. Down Week | -1.82% | -6.98% |
| Avg. Up Month | 3.34% | 20.76% |
| Avg. Down Month | -2.87% | -20.88% |
| Win Days % | 45.0% | 49.3% |
| Win Month % | 57.14% | 57.14% |
| Win Week % | 42.11% | 51.67% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 50.0% |