| Metric | 12227282:solusd:triple_med_gx:lsma95_60 | 12227282:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 16.24% | 15.38% |
| Max Drawdown | -15.08% | -61.75% |
| Sharpe | 0.52 | 0.55 |
| Sortino | 0.85 | 0.81 |
| Payoff Ratio | 1.4 | 1.18 |
| Profit Factor | 1.18 | 1.08 |
| Common Sense Ratio | 1.31 | 1.17 |
| CPC Index | 0.74 | 0.62 |
| Tail Ratio | 1.11 | 1.08 |
| Outlier Win Ratio | 32.15 | 2.72 |
| Outlier Loss Ratio | 3.54 | 2.37 |
| Volatility (ann.) | 28.44% | 85.83% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.77 | 0.18 |
| Skew | 1.49 | 0.14 |
| Kurtosis | 18.84 | 3.01 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 0.89% | 0.85% |
| Expected Yearly % | 7.82% | 7.42% |
| Kelly Criterion | 4.66% | 5.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.41% | -7.26% |
| Expected Shortfall (cVaR) | -2.41% | -7.26% |
| Year | 12227282:SOLUSD | 12227282:solusd:triple_med_gx:lsma95_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 16.45 | 1.29 | + |
| 2025 | 2.31 | -0.17 | -0.08 | - |
| Metric | 12227282:solusd:triple_med_gx:lsma95_60 | 12227282:SOLUSD |
|---|---|---|
| MTD | -6.73% | -8.37% |
| 3M | 0.09% | 20.18% |
| 6M | 3.9% | 46.71% |
| YTD | -0.17% | 2.31% |
| 1Y | 12.58% | 24.83% |
| 3Y (ann.) | 11.57% | 10.96% |
| 5Y (ann.) | 11.57% | 10.96% |
| Metric | 12227282:solusd:triple_med_gx:lsma95_60 | 12227282:SOLUSD |
|---|---|---|
| Max Drawdown | -15.08% | -61.75% |
| Longest DD Days | 179.0 | 269.0 |
| Avg. Drawdown | -6.89% | -16.47% |
| Avg. Drawdown Days | 55.0 | 44.0 |
| Recovery Factor | 1.08 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-15 | 2025-10-16 | -15.08 | 62 |
| 2024-08-21 | 2024-12-18 | -13.30 | 119 |
| 2025-02-15 | 2025-08-13 | -11.97 | 179 |
| 2024-06-29 | 2024-07-19 | -2.57 | 20 |
| 2024-08-15 | 2024-08-20 | -2.54 | 5 |
| 2024-12-31 | 2025-01-01 | -1.76 | 1 |
| 2024-06-27 | 2024-06-28 | -1.05 | 1 |
| Metric | 12227282:solusd:triple_med_gx:lsma95_60 | 12227282:SOLUSD |
|---|---|---|
| Best Day | 12.37% | 20.8% |
| Worst Day | -8.97% | -18.74% |
| Best Week | 12.04% | 25.06% |
| Worst Week | -8.97% | -26.95% |
| Best Month | 11.07% | 39.21% |
| Worst Month | -8.03% | -46.12% |
| Best Year | 16.45% | 12.78% |
| Worst Year | -0.17% | 2.31% |
| Avg. Up Day | 3.22% | 3.25% |
| Avg. Down Day | -2.3% | -2.77% |
| Avg. Up Week | 4.88% | 9.12% |
| Avg. Down Week | -3.78% | -6.32% |
| Avg. Up Month | 5.45% | 20.43% |
| Avg. Down Month | -5.28% | -20.16% |
| Win Days % | 44.33% | 48.8% |
| Win Month % | 64.71% | 58.82% |
| Win Week % | 46.88% | 50.68% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 100.0% |