| Metric | 12227282:solusd:triple_med_gx:lsma95_60 | 12227282:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 16.24% | 15.38% |
| Max Drawdown | -15.13% | -64.93% |
| Sharpe | 0.27 | 0.27 |
| Sortino | 0.41 | 0.4 |
| Payoff Ratio | 1.32 | 1.3 |
| Profit Factor | 1.1 | 1.04 |
| Common Sense Ratio | 1.07 | 1.08 |
| CPC Index | 0.64 | 0.67 |
| Tail Ratio | 0.98 | 1.04 |
| Outlier Win Ratio | 35.59 | 2.79 |
| Outlier Loss Ratio | 3.67 | 2.79 |
| Volatility (ann.) | 13.98% | 42.23% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.76 | 0.17 |
| Skew | 0.97 | 0.58 |
| Kurtosis | 23.73 | 8.14 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.89% | 0.85% |
| Expected Yearly % | 7.82% | 7.42% |
| Kelly Criterion | 1.34% | 10.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -3.6% |
| Expected Shortfall (cVaR) | -1.19% | -3.6% |
| Year | 12227282:SOLUSD | 12227282:solusd:triple_med_gx:lsma95_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 20.90 | 1.59 | + |
| 2025 | 1.99 | -3.85 | -1.94 | - |
| Metric | 12227282:solusd:triple_med_gx:lsma95_60 | 12227282:SOLUSD |
|---|---|---|
| MTD | -6.73% | -7.75% |
| 3M | 0.09% | 17.41% |
| 6M | 8.16% | 52.72% |
| YTD | -3.85% | 1.99% |
| 1Y | 12.8% | 24.46% |
| 3Y (ann.) | 11.57% | 10.96% |
| 5Y (ann.) | 11.57% | 10.96% |
| Metric | 12227282:solusd:triple_med_gx:lsma95_60 | 12227282:SOLUSD |
|---|---|---|
| Max Drawdown | -15.13% | -64.93% |
| Longest DD Days | 179.0 | 269.0 |
| Avg. Drawdown | -5.78% | -11.98% |
| Avg. Drawdown Days | 34.0 | 29.0 |
| Recovery Factor | 1.07 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-20 | 2024-11-11 | -15.13 | 83 |
| 2025-08-14 | 2025-10-16 | -15.08 | 62 |
| 2025-02-14 | 2025-08-12 | -13.98 | 179 |
| 2024-11-12 | 2024-12-17 | -7.92 | 35 |
| 2024-06-28 | 2024-07-19 | -6.51 | 21 |
| 2024-07-20 | 2024-08-18 | -3.68 | 28 |
| 2024-12-30 | 2024-12-31 | -1.76 | 0 |
| 2024-08-18 | 2024-08-20 | -1.62 | 1 |
| 2024-07-19 | 2024-07-20 | -1.46 | 0 |
| 2024-06-26 | 2024-06-27 | -1.05 | 1 |
| Metric | 12227282:solusd:triple_med_gx:lsma95_60 | 12227282:SOLUSD |
|---|---|---|
| Best Day | 6.67% | 19.54% |
| Worst Day | -5.58% | -14.23% |
| Best Week | 12.04% | 21.25% |
| Worst Week | -7.78% | -18.95% |
| Best Month | 10.28% | 41.15% |
| Worst Month | -8.03% | -36.08% |
| Best Year | 20.9% | 13.13% |
| Worst Year | -3.85% | 1.99% |
| Avg. Up Day | 1.61% | 1.62% |
| Avg. Down Day | -1.21% | -1.25% |
| Avg. Up Week | 4.13% | 7.86% |
| Avg. Down Week | -4.03% | -9.13% |
| Avg. Up Month | 6.2% | 18.31% |
| Avg. Down Month | -5.16% | -16.52% |
| Win Days % | 43.79% | 49.58% |
| Win Month % | 56.25% | 58.82% |
| Win Week % | 54.84% | 53.42% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 100.0% |