| Metric | 12216517:solusd:triple_med_gx:lsma60_20 | 12216517:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 113.05% | -16.12% |
| Max Drawdown | -13.38% | -64.93% |
| Sharpe | 0.91 | 0.14 |
| Sortino | 1.76 | 0.2 |
| Payoff Ratio | 1.46 | 1.31 |
| Profit Factor | 1.47 | 1.02 |
| Common Sense Ratio | 3.02 | 1.03 |
| CPC Index | 1.02 | 0.67 |
| Tail Ratio | 2.05 | 1.0 |
| Outlier Win Ratio | 33.41 | 2.77 |
| Outlier Loss Ratio | 4.05 | 2.72 |
| Volatility (ann.) | 15.44% | 42.06% |
| R^2 | 0.14 | 0.14 |
| Calmar | 5.05 | -0.17 |
| Skew | 7.6 | 0.52 |
| Kurtosis | 172.28 | 7.81 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 4.29% | -0.97% |
| Expected Yearly % | 45.96% | -8.42% |
| Kelly Criterion | 11.23% | 11.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -3.61% |
| Expected Shortfall (cVaR) | -1.29% | -3.61% |
| Year | 12216517:SOLUSD | 12216517:solusd:triple_med_gx:lsma60_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 6.34 | 0.48 | - |
| 2025 | -25.86 | 100.34 | -3.88 | + |
| Metric | 12216517:solusd:triple_med_gx:lsma60_20 | 12216517:SOLUSD |
|---|---|---|
| MTD | -5.3% | -25.19% |
| 3M | 2.56% | -23.51% |
| 6M | 15.25% | -16.12% |
| YTD | 100.34% | -25.86% |
| 1Y | 82.91% | -41.06% |
| 3Y (ann.) | 67.53% | -11.3% |
| 5Y (ann.) | 67.53% | -11.3% |
| Metric | 12216517:solusd:triple_med_gx:lsma60_20 | 12216517:SOLUSD |
|---|---|---|
| Max Drawdown | -13.38% | -64.93% |
| Longest DD Days | 90.0 | 303.0 |
| Avg. Drawdown | -4.36% | -11.98% |
| Avg. Drawdown Days | 17.0 | 31.0 |
| Recovery Factor | 8.45 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-08 | 2025-01-18 | -13.38 | 70 |
| 2024-08-09 | 2024-11-07 | -13.22 | 90 |
| 2025-10-03 | 2025-11-18 | -12.11 | 46 |
| 2025-08-24 | 2025-09-11 | -10.75 | 17 |
| 2025-03-16 | 2025-04-10 | -9.30 | 25 |
| 2025-02-22 | 2025-03-02 | -8.16 | 7 |
| 2025-06-10 | 2025-08-07 | -6.43 | 58 |
| 2024-06-05 | 2024-07-15 | -5.38 | 39 |
| 2025-04-25 | 2025-05-09 | -5.16 | 14 |
| 2025-05-10 | 2025-06-09 | -4.55 | 30 |
| Metric | 12216517:solusd:triple_med_gx:lsma60_20 | 12216517:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -5.08% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -7.74% | -18.95% |
| Best Month | 33.94% | 41.15% |
| Worst Month | -6.72% | -36.08% |
| Best Year | 100.34% | 13.13% |
| Worst Year | 6.34% | -25.86% |
| Avg. Up Day | 1.66% | 1.69% |
| Avg. Down Day | -1.14% | -1.28% |
| Avg. Up Week | 5.38% | 10.77% |
| Avg. Down Week | -3.44% | -7.7% |
| Avg. Up Month | 7.12% | 16.06% |
| Avg. Down Month | -3.53% | -19.4% |
| Win Days % | 47.38% | 49.63% |
| Win Month % | 66.67% | 55.56% |
| Win Week % | 53.33% | 51.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |