| Metric | 12239764:solusd:triple_med_gx:lsma220_95 | 12239764:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 11.73% | 19.47% |
| Max Drawdown | -21.4% | -64.93% |
| Sharpe | 0.23 | 0.29 |
| Sortino | 0.38 | 0.44 |
| Payoff Ratio | 1.27 | 1.24 |
| Profit Factor | 1.1 | 1.05 |
| Common Sense Ratio | 1.64 | 1.07 |
| CPC Index | 0.62 | 0.64 |
| Tail Ratio | 1.49 | 1.03 |
| Outlier Win Ratio | 43.83 | 2.61 |
| Outlier Loss Ratio | 3.6 | 2.76 |
| Volatility (ann.) | 13.02% | 42.69% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.43 | 0.24 |
| Skew | 3.1 | 0.62 |
| Kurtosis | 61.14 | 8.27 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.7% | 1.12% |
| Expected Yearly % | 5.7% | 9.3% |
| Kelly Criterion | 0.88% | 8.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -3.64% |
| Expected Shortfall (cVaR) | -1.11% | -3.64% |
| Year | 12239764:SOLUSD | 12239764:solusd:triple_med_gx:lsma220_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 18.64 | 1.42 | + |
| 2025 | 5.60 | -5.82 | -1.04 | - |
| Metric | 12239764:solusd:triple_med_gx:lsma220_95 | 12239764:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -6.27% | 26.39% |
| 6M | 1.9% | 38.87% |
| YTD | -5.82% | 5.6% |
| 1Y | 7.16% | 47.35% |
| 3Y (ann.) | 9.27% | 15.27% |
| 5Y (ann.) | 9.27% | 15.27% |
| Metric | 12239764:solusd:triple_med_gx:lsma220_95 | 12239764:SOLUSD |
|---|---|---|
| Max Drawdown | -21.4% | -64.93% |
| Longest DD Days | 125.0 | 224.0 |
| Avg. Drawdown | -7.13% | -11.98% |
| Avg. Drawdown Days | 42.0 | 26.0 |
| Recovery Factor | 0.55 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-03-17 | -21.40 | 125 |
| 2025-07-03 | 2025-09-01 | -16.83 | 60 |
| 2024-07-07 | 2024-07-10 | -7.99 | 3 |
| 2024-09-14 | 2024-11-06 | -7.05 | 53 |
| 2024-07-10 | 2024-07-14 | -5.85 | 3 |
| 2025-03-17 | 2025-07-02 | -5.00 | 107 |
| 2024-07-14 | 2024-09-13 | -3.22 | 61 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-11-06 | 2024-11-10 | -0.51 | 4 |
| 2024-07-06 | 2024-07-06 | -0.18 | 0 |
| Metric | 12239764:solusd:triple_med_gx:lsma220_95 | 12239764:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -5.1% | -14.23% |
| Best Week | 10.04% | 21.25% |
| Worst Week | -14.4% | -17.1% |
| Best Month | 14.54% | 41.15% |
| Worst Month | -7.57% | -36.08% |
| Best Year | 18.64% | 13.13% |
| Worst Year | -5.82% | 5.6% |
| Avg. Up Day | 1.59% | 1.6% |
| Avg. Down Day | -1.25% | -1.3% |
| Avg. Up Week | 3.7% | 11.8% |
| Avg. Down Week | -4.9% | -7.42% |
| Avg. Up Month | 5.85% | 21.81% |
| Avg. Down Month | -0.61% | -0.61% |
| Win Days % | 44.54% | 49.56% |
| Win Month % | 50.0% | 56.25% |
| Win Week % | 50.0% | 53.73% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |