| Metric | 12242575:solusd:triple_med_gx:lsma190_105 | 12242575:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 84.95% | -9.97% |
| Max Drawdown | -31.76% | -64.93% |
| Sharpe | 0.86 | 0.16 |
| Sortino | 1.41 | 0.24 |
| Payoff Ratio | 1.3 | 1.24 |
| Profit Factor | 1.32 | 1.02 |
| Common Sense Ratio | 1.71 | 1.04 |
| CPC Index | 0.85 | 0.63 |
| Tail Ratio | 1.29 | 1.01 |
| Outlier Win Ratio | 24.52 | 2.97 |
| Outlier Loss Ratio | 3.46 | 2.89 |
| Volatility (ann.) | 18.43% | 43.54% |
| R^2 | 0.18 | 0.18 |
| Calmar | 2.39 | -0.14 |
| Skew | 1.72 | 0.65 |
| Kurtosis | 28.1 | 8.59 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 4.49% | -0.75% |
| Expected Yearly % | 36.0% | -5.12% |
| Kelly Criterion | 10.49% | 8.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -3.73% |
| Expected Shortfall (cVaR) | -1.54% | -3.73% |
| Year | 12242575:SOLUSD | 12242575:solusd:triple_med_gx:lsma190_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 10.87 | 0.83 | - |
| 2025 | -20.42 | 66.82 | -3.27 | + |
| Metric | 12242575:solusd:triple_med_gx:lsma190_105 | 12242575:SOLUSD |
|---|---|---|
| MTD | -1.82% | -2.98% |
| 3M | 5.19% | 28.3% |
| 6M | 66.82% | -22.48% |
| YTD | 66.82% | -20.42% |
| 1Y | 86.36% | 6.8% |
| 3Y (ann.) | 75.76% | -9.18% |
| 5Y (ann.) | 75.76% | -9.18% |
| Metric | 12242575:solusd:triple_med_gx:lsma190_105 | 12242575:SOLUSD |
|---|---|---|
| Max Drawdown | -31.76% | -64.93% |
| Longest DD Days | 179.0 | 165.0 |
| Avg. Drawdown | -6.24% | -11.98% |
| Avg. Drawdown Days | 23.0 | 23.0 |
| Recovery Factor | 2.67 | -0.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-19 | 2025-01-15 | -31.76 | 179 |
| 2025-04-04 | 2025-05-13 | -21.39 | 39 |
| 2025-05-14 | 2025-06-30 | -9.58 | 47 |
| 2025-02-04 | 2025-03-24 | -6.72 | 48 |
| 2025-06-30 | 2025-07-04 | -6.29 | 3 |
| 2025-02-02 | 2025-02-03 | -5.74 | 1 |
| 2024-07-16 | 2024-07-19 | -4.14 | 2 |
| 2025-03-24 | 2025-03-25 | -2.64 | 1 |
| 2024-06-01 | 2024-07-14 | -2.50 | 43 |
| 2024-07-16 | 2024-07-16 | -2.48 | 0 |
| Metric | 12242575:solusd:triple_med_gx:lsma190_105 | 12242575:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 21.78% | 21.25% |
| Worst Week | -15.93% | -17.1% |
| Best Month | 40.56% | 41.15% |
| Worst Month | -23.94% | -36.08% |
| Best Year | 66.82% | 13.13% |
| Worst Year | 10.87% | -20.42% |
| Avg. Up Day | 1.73% | 1.74% |
| Avg. Down Day | -1.33% | -1.4% |
| Avg. Up Week | 13.81% | 13.09% |
| Avg. Down Week | -5.46% | -7.48% |
| Avg. Up Month | 25.18% | 21.81% |
| Avg. Down Month | -6.03% | -18.62% |
| Win Days % | 49.39% | 49.06% |
| Win Month % | 42.86% | 50.0% |
| Win Week % | 51.85% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |