| Metric | 12214366:solusd:triple_med_gx:lsma25_10 | 12214366:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 3.03% | 3.1% |
| Max Drawdown | -15.92% | -64.93% |
| Sharpe | 0.11 | 0.23 |
| Sortino | 0.17 | 0.34 |
| Payoff Ratio | 1.11 | 1.03 |
| Profit Factor | 1.06 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.51 | 0.53 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 55.44 | 2.45 |
| Outlier Loss Ratio | 3.84 | 2.74 |
| Volatility (ann.) | 11.47% | 43.08% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.17 | 0.04 |
| Skew | 2.49 | 0.64 |
| Kurtosis | 69.05 | 8.72 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.21% | 0.22% |
| Expected Yearly % | 1.5% | 1.54% |
| Kelly Criterion | -7.25% | 0.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -3.68% |
| Expected Shortfall (cVaR) | -0.98% | -3.68% |
| Year | 12214366:SOLUSD | 12214366:solusd:triple_med_gx:lsma25_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -4.11 | -0.31 | - |
| 2025 | -8.87 | 7.45 | -0.84 | + |
| Metric | 12214366:solusd:triple_med_gx:lsma25_10 | 12214366:SOLUSD |
|---|---|---|
| MTD | -0.72% | 11.11% |
| 3M | 0.11% | 36.47% |
| 6M | 7.45% | -8.22% |
| YTD | 7.45% | -8.87% |
| 1Y | 11.04% | 7.09% |
| 3Y (ann.) | 2.69% | 2.75% |
| 5Y (ann.) | 2.69% | 2.75% |
| Metric | 12214366:solusd:triple_med_gx:lsma25_10 | 12214366:SOLUSD |
|---|---|---|
| Max Drawdown | -15.92% | -64.93% |
| Longest DD Days | 235.0 | 178.0 |
| Avg. Drawdown | -4.88% | -11.98% |
| Avg. Drawdown Days | 48.0 | 23.0 |
| Recovery Factor | 0.19 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-07-17 | -15.92 | 235 |
| 2024-06-17 | 2024-08-08 | -10.80 | 52 |
| 2024-08-09 | 2024-10-29 | -5.70 | 81 |
| 2024-10-29 | 2024-11-17 | -3.81 | 18 |
| 2024-11-17 | 2024-11-17 | -1.22 | 0 |
| 2024-11-22 | 2024-11-23 | -1.05 | 1 |
| 2024-06-05 | 2024-06-05 | -0.53 | 0 |
| 2024-10-29 | 2024-10-29 | -0.03 | 0 |
| Metric | 12214366:solusd:triple_med_gx:lsma25_10 | 12214366:SOLUSD |
|---|---|---|
| Best Day | 9.71% | 19.54% |
| Worst Day | -5.1% | -14.23% |
| Best Week | 9.69% | 21.25% |
| Worst Week | -7.46% | -17.1% |
| Best Month | 9.48% | 41.15% |
| Worst Month | -12.68% | -36.08% |
| Best Year | 7.45% | 13.13% |
| Worst Year | -4.11% | -8.87% |
| Avg. Up Day | 1.48% | 1.53% |
| Avg. Down Day | -1.33% | -1.48% |
| Avg. Up Week | 3.51% | 11.18% |
| Avg. Down Week | -2.35% | -7.52% |
| Avg. Up Month | 5.06% | 25.56% |
| Avg. Down Month | -7.58% | -16.44% |
| Win Days % | 43.53% | 49.3% |
| Win Month % | 50.0% | 57.14% |
| Win Week % | 42.42% | 51.67% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 50.0% |