| Metric | 12242685:solusd:triple_med_gx:lsma195_105 | 12242685:SOLUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 9.51% | 15.38% |
| Max Drawdown | -37.26% | -61.75% |
| Sharpe | 0.37 | 0.55 |
| Sortino | 0.55 | 0.81 |
| Payoff Ratio | 1.21 | 1.21 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.19 | 1.17 |
| CPC Index | 0.64 | 0.64 |
| Tail Ratio | 1.07 | 1.08 |
| Outlier Win Ratio | 21.83 | 2.96 |
| Outlier Loss Ratio | 3.03 | 2.61 |
| Volatility (ann.) | 42.55% | 85.83% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.18 | 0.18 |
| Skew | 0.49 | 0.14 |
| Kurtosis | 25.56 | 3.01 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 0.54% | 0.85% |
| Expected Yearly % | 4.64% | 7.42% |
| Kelly Criterion | 3.89% | 6.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.62% | -7.26% |
| Expected Shortfall (cVaR) | -3.62% | -7.26% |
| Year | 12242685:SOLUSD | 12242685:solusd:triple_med_gx:lsma195_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -7.81 | -0.61 | - |
| 2025 | 2.31 | 18.78 | 8.14 | + |
| Metric | 12242685:solusd:triple_med_gx:lsma195_105 | 12242685:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | -22.42% | 20.18% |
| 6M | -11.76% | 46.71% |
| YTD | 18.78% | 2.31% |
| 1Y | 40.36% | 24.83% |
| 3Y (ann.) | 6.82% | 10.96% |
| 5Y (ann.) | 6.82% | 10.96% |
| Metric | 12242685:solusd:triple_med_gx:lsma195_105 | 12242685:SOLUSD |
|---|---|---|
| Max Drawdown | -37.26% | -61.75% |
| Longest DD Days | 168.0 | 269.0 |
| Avg. Drawdown | -13.49% | -16.47% |
| Avg. Drawdown Days | 57.0 | 44.0 |
| Recovery Factor | 0.26 | 0.25 |
| Ulcer Index | 1.03 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-03 | 2025-01-18 | -37.26 | 168 |
| 2025-07-01 | 2025-10-16 | -27.71 | 107 |
| 2025-03-27 | 2025-05-10 | -20.76 | 44 |
| 2025-02-06 | 2025-03-26 | -7.46 | 48 |
| 2025-05-15 | 2025-06-29 | -5.72 | 45 |
| 2024-06-06 | 2024-07-20 | -5.20 | 44 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2025-02-03 | 2025-02-04 | -0.18 | 1 |
| Metric | 12242685:solusd:triple_med_gx:lsma195_105 | 12242685:SOLUSD |
|---|---|---|
| Best Day | 17.57% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 25.11% | 25.06% |
| Worst Week | -29.65% | -26.95% |
| Best Month | 39.89% | 39.21% |
| Worst Month | -33.1% | -46.12% |
| Best Year | 18.78% | 12.78% |
| Worst Year | -7.81% | 2.31% |
| Avg. Up Day | 3.55% | 3.76% |
| Avg. Down Day | -2.93% | -3.1% |
| Avg. Up Week | 7.95% | 10.01% |
| Avg. Down Week | -5.9% | -6.56% |
| Avg. Up Month | 15.33% | 21.34% |
| Avg. Down Month | -13.79% | -16.19% |
| Win Days % | 47.33% | 48.8% |
| Win Month % | 56.25% | 58.82% |
| Win Week % | 43.59% | 50.68% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 50.0% | 100.0% |