| Metric | 12214346:solusd:triple_med_gx:lsma65_10 | 12214346:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 31.11% | 3.1% |
| Max Drawdown | -28.66% | -64.93% |
| Sharpe | 0.42 | 0.23 |
| Sortino | 0.73 | 0.34 |
| Payoff Ratio | 1.36 | 1.29 |
| Profit Factor | 1.17 | 1.04 |
| Common Sense Ratio | 1.34 | 1.06 |
| CPC Index | 0.68 | 0.66 |
| Tail Ratio | 1.14 | 1.02 |
| Outlier Win Ratio | 29.12 | 2.9 |
| Outlier Loss Ratio | 4.03 | 2.98 |
| Volatility (ann.) | 18.24% | 43.08% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.95 | 0.04 |
| Skew | 5.76 | 0.64 |
| Kurtosis | 117.42 | 8.72 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 1.95% | 0.22% |
| Expected Yearly % | 14.5% | 1.54% |
| Kelly Criterion | 0.3% | 10.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.55% | -3.68% |
| Expected Shortfall (cVaR) | -1.55% | -3.68% |
| Year | 12214346:SOLUSD | 12214346:solusd:triple_med_gx:lsma65_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -4.76 | -0.36 | - |
| 2025 | -8.87 | 37.65 | -4.25 | + |
| Metric | 12214346:solusd:triple_med_gx:lsma65_10 | 12214346:SOLUSD |
|---|---|---|
| MTD | 3.34% | 11.11% |
| 3M | 5.4% | 36.47% |
| 6M | 37.65% | -8.22% |
| YTD | 37.65% | -8.87% |
| 1Y | 52.31% | 7.09% |
| 3Y (ann.) | 27.19% | 2.75% |
| 5Y (ann.) | 27.19% | 2.75% |
| Metric | 12214346:solusd:triple_med_gx:lsma65_10 | 12214346:SOLUSD |
|---|---|---|
| Max Drawdown | -28.66% | -64.93% |
| Longest DD Days | 226.0 | 178.0 |
| Avg. Drawdown | -10.74% | -11.98% |
| Avg. Drawdown Days | 64.0 | 23.0 |
| Recovery Factor | 1.09 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-17 | -28.66 | 136 |
| 2024-06-05 | 2025-01-17 | -24.81 | 226 |
| 2025-02-09 | 2025-03-02 | -9.27 | 21 |
| 2025-02-05 | 2025-02-08 | -1.18 | 2 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| Metric | 12214346:solusd:triple_med_gx:lsma65_10 | 12214346:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -6.23% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -16.99% | -17.1% |
| Best Month | 44.01% | 41.15% |
| Worst Month | -13.17% | -36.08% |
| Best Year | 37.65% | 13.13% |
| Worst Year | -4.76% | -8.87% |
| Avg. Up Day | 1.76% | 1.78% |
| Avg. Down Day | -1.3% | -1.38% |
| Avg. Up Week | 6.71% | 10.91% |
| Avg. Down Week | -4.84% | -7.7% |
| Avg. Up Month | 10.26% | 17.37% |
| Avg. Down Month | -7.53% | -11.31% |
| Win Days % | 42.63% | 49.3% |
| Win Month % | 64.29% | 57.14% |
| Win Week % | 46.51% | 51.67% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 50.0% |