| Metric | 12214380:solusd:triple_med_gx:lsma60_10 | 12214380:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 110.45% | -18.0% |
| Max Drawdown | -21.41% | -64.93% |
| Sharpe | 0.79 | 0.13 |
| Sortino | 1.41 | 0.19 |
| Payoff Ratio | 1.27 | 1.2 |
| Profit Factor | 1.35 | 1.02 |
| Common Sense Ratio | 2.2 | 1.01 |
| CPC Index | 0.84 | 0.61 |
| Tail Ratio | 1.63 | 0.99 |
| Outlier Win Ratio | 29.69 | 2.96 |
| Outlier Loss Ratio | 3.68 | 2.85 |
| Volatility (ann.) | 17.15% | 42.23% |
| R^2 | 0.16 | 0.16 |
| Calmar | 2.93 | -0.19 |
| Skew | 5.39 | 0.52 |
| Kurtosis | 112.68 | 7.54 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.99% | -1.04% |
| Expected Yearly % | 45.07% | -9.45% |
| Kelly Criterion | 8.12% | 7.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -3.62% |
| Expected Shortfall (cVaR) | -1.44% | -3.62% |
| Year | 12214380:SOLUSD | 12214380:solusd:triple_med_gx:lsma60_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 6.89 | 0.52 | - |
| 2025 | -27.52 | 96.89 | -3.52 | + |
| Metric | 12214380:solusd:triple_med_gx:lsma60_10 | 12214380:SOLUSD |
|---|---|---|
| MTD | -0.94% | 2.49% |
| 3M | 1.3% | -36.97% |
| 6M | 3.68% | -17.14% |
| YTD | 96.89% | -27.52% |
| 1Y | 77.65% | -36.85% |
| 3Y (ann.) | 62.84% | -12.2% |
| 5Y (ann.) | 62.84% | -12.2% |
| Metric | 12214380:solusd:triple_med_gx:lsma60_10 | 12214380:SOLUSD |
|---|---|---|
| Max Drawdown | -21.41% | -64.93% |
| Longest DD Days | 81.0 | 325.0 |
| Avg. Drawdown | -4.77% | -11.98% |
| Avg. Drawdown Days | 15.0 | 32.0 |
| Recovery Factor | 5.16 | -0.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-21 | 2025-12-10 | -21.41 | 49 |
| 2024-11-08 | 2025-01-18 | -19.78 | 71 |
| 2025-03-03 | 2025-05-23 | -15.19 | 81 |
| 2025-08-24 | 2025-09-12 | -13.72 | 18 |
| 2024-08-09 | 2024-08-24 | -13.22 | 15 |
| 2024-06-05 | 2024-08-08 | -11.55 | 63 |
| 2025-10-03 | 2025-10-21 | -5.13 | 18 |
| 2025-06-25 | 2025-07-10 | -4.91 | 15 |
| 2025-05-23 | 2025-06-09 | -4.33 | 17 |
| 2025-07-14 | 2025-08-08 | -3.73 | 25 |
| Metric | 12214380:solusd:triple_med_gx:lsma60_10 | 12214380:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -6.0% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -16.84% | -18.95% |
| Best Month | 38.31% | 41.15% |
| Worst Month | -12.58% | -36.08% |
| Best Year | 96.89% | 13.13% |
| Worst Year | 6.89% | -27.52% |
| Avg. Up Day | 1.69% | 1.7% |
| Avg. Down Day | -1.33% | -1.42% |
| Avg. Up Week | 6.44% | 10.5% |
| Avg. Down Week | -3.63% | -6.72% |
| Avg. Up Month | 8.05% | 16.01% |
| Avg. Down Month | -10.6% | -20.51% |
| Win Days % | 48.59% | 49.55% |
| Win Month % | 73.68% | 57.89% |
| Win Week % | 53.06% | 50.62% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 50.0% |