| Metric | 12242685:solusd:triple_med_gx:lsma195_105 | 12242685:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 9.51% | 15.38% |
| Max Drawdown | -37.86% | -64.93% |
| Sharpe | 0.18 | 0.27 |
| Sortino | 0.27 | 0.4 |
| Payoff Ratio | 1.13 | 1.09 |
| Profit Factor | 1.06 | 1.04 |
| Common Sense Ratio | 1.13 | 1.08 |
| CPC Index | 0.56 | 0.56 |
| Tail Ratio | 1.06 | 1.04 |
| Outlier Win Ratio | 24.79 | 2.98 |
| Outlier Loss Ratio | 3.34 | 2.98 |
| Volatility (ann.) | 19.87% | 42.23% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.18 | 0.17 |
| Skew | 1.1 | 0.58 |
| Kurtosis | 56.81 | 8.14 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.54% | 0.85% |
| Expected Yearly % | 4.64% | 7.42% |
| Kelly Criterion | -0.17% | 3.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -3.6% |
| Expected Shortfall (cVaR) | -1.7% | -3.6% |
| Year | 12242685:SOLUSD | 12242685:solusd:triple_med_gx:lsma195_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -7.81 | -0.59 | - |
| 2025 | 1.99 | 18.78 | 9.45 | + |
| Metric | 12242685:solusd:triple_med_gx:lsma195_105 | 12242685:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -22.42% | 17.41% |
| 6M | -11.76% | 52.72% |
| YTD | 18.78% | 1.99% |
| 1Y | 40.36% | 24.46% |
| 3Y (ann.) | 6.82% | 10.96% |
| 5Y (ann.) | 6.82% | 10.96% |
| Metric | 12242685:solusd:triple_med_gx:lsma195_105 | 12242685:SOLUSD |
|---|---|---|
| Max Drawdown | -37.86% | -64.93% |
| Longest DD Days | 181.0 | 269.0 |
| Avg. Drawdown | -9.99% | -11.98% |
| Avg. Drawdown Days | 43.0 | 29.0 |
| Recovery Factor | 0.25 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-20 | 2025-01-18 | -37.86 | 181 |
| 2025-06-30 | 2025-10-16 | -27.71 | 107 |
| 2025-02-04 | 2025-05-10 | -24.07 | 95 |
| 2025-05-14 | 2025-06-28 | -7.20 | 45 |
| 2024-06-05 | 2024-07-19 | -6.09 | 43 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-07-19 | 2024-07-20 | -1.46 | 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 |
| Metric | 12242685:solusd:triple_med_gx:lsma195_105 | 12242685:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.07% | 21.25% |
| Worst Week | -24.12% | -18.95% |
| Best Month | 39.89% | 41.15% |
| Worst Month | -34.22% | -36.08% |
| Best Year | 18.78% | 13.13% |
| Worst Year | -7.81% | 1.99% |
| Avg. Up Day | 1.61% | 1.61% |
| Avg. Down Day | -1.42% | -1.48% |
| Avg. Up Week | 6.91% | 10.78% |
| Avg. Down Week | -4.2% | -6.86% |
| Avg. Up Month | 15.1% | 18.4% |
| Avg. Down Month | -13.37% | -19.22% |
| Win Days % | 46.88% | 49.58% |
| Win Month % | 56.25% | 58.82% |
| Win Week % | 46.34% | 53.42% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 50.0% | 100.0% |