| Metric | 12214505:solusd:triple_med_gx:lsma80_10 | 12214505:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 73.3% | -9.97% |
| Max Drawdown | -23.39% | -64.93% |
| Sharpe | 0.76 | 0.16 |
| Sortino | 1.35 | 0.24 |
| Payoff Ratio | 1.49 | 1.43 |
| Profit Factor | 1.36 | 1.02 |
| Common Sense Ratio | 1.87 | 1.04 |
| CPC Index | 0.92 | 0.72 |
| Tail Ratio | 1.37 | 1.01 |
| Outlier Win Ratio | 28.83 | 2.88 |
| Outlier Loss Ratio | 3.45 | 2.83 |
| Volatility (ann.) | 18.8% | 43.54% |
| R^2 | 0.19 | 0.19 |
| Calmar | 2.8 | -0.14 |
| Skew | 5.19 | 0.65 |
| Kurtosis | 111.89 | 8.59 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 4.01% | -0.75% |
| Expected Yearly % | 31.64% | -5.12% |
| Kelly Criterion | 9.12% | 13.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -3.73% |
| Expected Shortfall (cVaR) | -1.58% | -3.73% |
| Year | 12214505:SOLUSD | 12214505:solusd:triple_med_gx:lsma80_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 8.18 | 0.62 | - |
| 2025 | -20.42 | 60.20 | -2.95 | + |
| Metric | 12214505:solusd:triple_med_gx:lsma80_10 | 12214505:SOLUSD |
|---|---|---|
| MTD | -2.35% | -2.98% |
| 3M | 21.96% | 28.3% |
| 6M | 56.33% | -22.48% |
| YTD | 60.2% | -20.42% |
| 1Y | 65.74% | 6.8% |
| 3Y (ann.) | 65.57% | -9.18% |
| 5Y (ann.) | 65.57% | -9.18% |
| Metric | 12214505:solusd:triple_med_gx:lsma80_10 | 12214505:SOLUSD |
|---|---|---|
| Max Drawdown | -23.39% | -64.93% |
| Longest DD Days | 98.0 | 165.0 |
| Avg. Drawdown | -7.03% | -11.98% |
| Avg. Drawdown Days | 25.0 | 23.0 |
| Recovery Factor | 3.13 | -0.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-06-09 | -23.39 | 98 |
| 2024-12-12 | 2025-01-18 | -17.01 | 36 |
| 2025-06-11 | 2025-07-04 | -12.88 | 23 |
| 2025-01-19 | 2025-03-02 | -10.57 | 42 |
| 2024-09-14 | 2024-11-07 | -8.22 | 54 |
| 2024-07-16 | 2024-09-13 | -4.14 | 58 |
| 2024-06-28 | 2024-07-15 | -3.96 | 17 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-11-08 | 2024-11-10 | -2.52 | 1 |
| 2024-07-16 | 2024-07-16 | -2.48 | 0 |
| Metric | 12214505:solusd:triple_med_gx:lsma80_10 | 12214505:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 23.62% | 21.25% |
| Worst Week | -7.86% | -17.1% |
| Best Month | 34.84% | 41.15% |
| Worst Month | -16.75% | -36.08% |
| Best Year | 60.2% | 13.13% |
| Worst Year | 8.18% | -20.42% |
| Avg. Up Day | 2.03% | 2.04% |
| Avg. Down Day | -1.37% | -1.42% |
| Avg. Up Week | 5.77% | 11.79% |
| Avg. Down Week | -4.42% | -9.87% |
| Avg. Up Month | 13.25% | 19.34% |
| Avg. Down Month | -8.25% | -19.88% |
| Win Days % | 45.67% | 49.06% |
| Win Month % | 71.43% | 50.0% |
| Win Week % | 69.23% | 50.0% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 100.0% | 50.0% |