| Metric | 12239731:solusd:triple_med_gx:lsma60_95 | 12239731:SOLUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 22.33% | 3.1% |
| Max Drawdown | -21.03% | -64.93% |
| Sharpe | 0.35 | 0.23 |
| Sortino | 0.6 | 0.34 |
| Payoff Ratio | 1.25 | 1.18 |
| Profit Factor | 1.28 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.78 | 0.6 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 51.43 | 2.42 |
| Outlier Loss Ratio | 2.6 | 2.63 |
| Volatility (ann.) | 16.43% | 43.08% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.93 | 0.04 |
| Skew | 5.52 | 0.64 |
| Kurtosis | 198.01 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.45% | 0.22% |
| Expected Yearly % | 10.6% | 1.54% |
| Kelly Criterion | 7.65% | 6.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -3.68% |
| Expected Shortfall (cVaR) | -1.4% | -3.68% |
| Year | 12239731:SOLUSD | 12239731:solusd:triple_med_gx:lsma60_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 13.77 | 1.05 | + |
| 2025 | -8.87 | 7.52 | -0.85 | + |
| Metric | 12239731:solusd:triple_med_gx:lsma60_95 | 12239731:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -1.39% | 36.47% |
| 6M | 7.52% | -8.22% |
| YTD | 7.52% | -8.87% |
| 1Y | 17.66% | 7.09% |
| 3Y (ann.) | 19.6% | 2.75% |
| 5Y (ann.) | 19.6% | 2.75% |
| Metric | 12239731:solusd:triple_med_gx:lsma60_95 | 12239731:SOLUSD |
|---|---|---|
| Max Drawdown | -21.03% | -64.93% |
| Longest DD Days | 153.0 | 178.0 |
| Avg. Drawdown | -5.02% | -11.98% |
| Avg. Drawdown Days | 38.0 | 23.0 |
| Recovery Factor | 1.06 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -21.03 | 153 |
| 2024-11-30 | 2025-04-11 | -15.22 | 132 |
| 2025-05-23 | 2025-07-17 | -5.98 | 54 |
| 2024-11-07 | 2024-11-07 | -1.48 | 0 |
| 2024-11-06 | 2024-11-06 | -0.51 | 0 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2024-06-03 | 2024-06-04 | -0.28 | 0 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| 2025-05-22 | 2025-05-22 | -0.18 | 0 |
| Metric | 12239731:solusd:triple_med_gx:lsma60_95 | 12239731:SOLUSD |
|---|---|---|
| Best Day | 15.74% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 25.47% | 21.25% |
| Worst Week | -8.13% | -17.1% |
| Best Month | 22.14% | 41.15% |
| Worst Month | -5.93% | -36.08% |
| Best Year | 13.77% | 13.13% |
| Worst Year | 7.52% | -8.87% |
| Avg. Up Day | 2.06% | 2.07% |
| Avg. Down Day | -1.65% | -1.75% |
| Avg. Up Week | 8.8% | 9.51% |
| Avg. Down Week | -4.53% | -9.96% |
| Avg. Up Month | 12.72% | 23.32% |
| Avg. Down Month | -5.61% | -25.95% |
| Win Days % | 48.74% | 49.3% |
| Win Month % | 50.0% | 57.14% |
| Win Week % | 50.0% | 51.67% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |