| Metric | 12214380:solusd:triple_med_gx:lsma60_10 | 12214380:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 114.05% | -16.6% |
| Max Drawdown | -20.41% | -61.75% |
| Sharpe | 1.61 | 0.28 |
| Sortino | 3.16 | 0.42 |
| Payoff Ratio | 1.29 | 1.43 |
| Profit Factor | 1.74 | 1.04 |
| Common Sense Ratio | 2.66 | 1.07 |
| CPC Index | 1.23 | 0.72 |
| Tail Ratio | 1.53 | 1.03 |
| Outlier Win Ratio | 24.16 | 2.84 |
| Outlier Loss Ratio | 3.62 | 2.42 |
| Volatility (ann.) | 34.46% | 85.01% |
| R^2 | 0.14 | 0.14 |
| Calmar | 3.17 | -0.18 |
| Skew | 3.7 | 0.15 |
| Kurtosis | 39.88 | 2.92 |
| Expected Daily % | 0.14% | -0.03% |
| Expected Monthly % | 4.09% | -0.95% |
| Expected Yearly % | 46.31% | -8.68% |
| Kelly Criterion | 19.78% | 12.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.81% | -7.25% |
| Expected Shortfall (cVaR) | -2.81% | -7.25% |
| Year | 12214380:SOLUSD | 12214380:solusd:triple_med_gx:lsma60_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 6.89 | 0.54 | - |
| 2025 | -26.05 | 100.26 | -3.85 | + |
| Metric | 12214380:solusd:triple_med_gx:lsma60_10 | 12214380:SOLUSD |
|---|---|---|
| MTD | 0.75% | 2.5% |
| 3M | 4.27% | -32.85% |
| 6M | 16.17% | -7.15% |
| YTD | 100.26% | -26.05% |
| 1Y | 80.68% | -40.18% |
| 3Y (ann.) | 64.66% | -11.22% |
| 5Y (ann.) | 64.66% | -11.22% |
| Metric | 12214380:solusd:triple_med_gx:lsma60_10 | 12214380:SOLUSD |
|---|---|---|
| Max Drawdown | -20.41% | -61.75% |
| Longest DD Days | 65.0 | 324.0 |
| Avg. Drawdown | -5.69% | -16.47% |
| Avg. Drawdown Days | 23.0 | 49.0 |
| Recovery Factor | 5.59 | -0.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-21 | 2025-12-10 | -20.41 | 50 |
| 2024-11-22 | 2025-01-19 | -18.06 | 58 |
| 2024-06-05 | 2024-08-09 | -10.58 | 65 |
| 2025-08-25 | 2025-09-12 | -10.35 | 18 |
| 2024-08-10 | 2024-08-24 | -8.86 | 14 |
| 2025-03-17 | 2025-05-10 | -6.94 | 54 |
| 2025-05-24 | 2025-06-10 | -4.06 | 17 |
| 2025-06-26 | 2025-07-11 | -3.30 | 15 |
| 2025-07-12 | 2025-07-14 | -2.39 | 2 |
| 2024-09-11 | 2024-10-14 | -2.39 | 33 |
| Metric | 12214380:solusd:triple_med_gx:lsma60_10 | 12214380:SOLUSD |
|---|---|---|
| Best Day | 18.57% | 20.8% |
| Worst Day | -8.81% | -18.74% |
| Best Week | 34.26% | 25.06% |
| Worst Week | -16.84% | -26.95% |
| Best Month | 38.31% | 39.21% |
| Worst Month | -12.58% | -46.12% |
| Best Year | 100.26% | 12.78% |
| Worst Year | 6.89% | -26.05% |
| Avg. Up Day | 3.09% | 3.85% |
| Avg. Down Day | -2.4% | -2.69% |
| Avg. Up Week | 6.04% | 9.85% |
| Avg. Down Week | -4.54% | -6.43% |
| Avg. Up Month | 7.39% | 16.95% |
| Avg. Down Month | -10.6% | -22.44% |
| Win Days % | 54.84% | 48.47% |
| Win Month % | 78.95% | 57.89% |
| Win Week % | 57.45% | 49.38% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 50.0% |