| Metric | 12274459:solusd:triple_med_gx:lsma70_65 | 12274459:SOLUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 11.29% | 3.1% |
| Max Drawdown | -17.99% | -64.93% |
| Sharpe | 0.33 | 0.23 |
| Sortino | 0.46 | 0.34 |
| Payoff Ratio | 1.48 | 1.32 |
| Profit Factor | 1.25 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.72 | 0.67 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 92.8 | 2.21 |
| Outlier Loss Ratio | 4.15 | 2.29 |
| Volatility (ann.) | 8.29% | 43.08% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.55 | 0.04 |
| Skew | -3.02 | 0.64 |
| Kurtosis | 149.07 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 0.77% | 0.22% |
| Expected Yearly % | 5.49% | 1.54% |
| Kelly Criterion | -2.34% | 10.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -3.68% |
| Expected Shortfall (cVaR) | -0.71% | -3.68% |
| Year | 12274459:SOLUSD | 12274459:solusd:triple_med_gx:lsma70_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 0.99 | 0.08 | - |
| 2025 | -8.87 | 10.20 | -1.15 | + |
| Metric | 12274459:solusd:triple_med_gx:lsma70_65 | 12274459:SOLUSD |
|---|---|---|
| MTD | 2.37% | 11.11% |
| 3M | 4.83% | 36.47% |
| 6M | 7.79% | -8.22% |
| YTD | 10.2% | -8.87% |
| 1Y | -3.4% | 7.09% |
| 3Y (ann.) | 9.96% | 2.75% |
| 5Y (ann.) | 9.96% | 2.75% |
| Metric | 12274459:solusd:triple_med_gx:lsma70_65 | 12274459:SOLUSD |
|---|---|---|
| Max Drawdown | -17.99% | -64.93% |
| Longest DD Days | 250.0 | 178.0 |
| Avg. Drawdown | -3.15% | -11.98% |
| Avg. Drawdown Days | 40.0 | 23.0 |
| Recovery Factor | 0.63 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-08 | 2025-07-17 | -17.99 | 250 |
| 2024-07-24 | 2024-10-20 | -5.36 | 88 |
| 2024-06-10 | 2024-06-24 | -2.03 | 14 |
| 2024-10-31 | 2024-11-07 | -1.84 | 6 |
| 2024-07-14 | 2024-07-15 | -0.37 | 0 |
| 2024-06-09 | 2024-06-09 | -0.18 | 0 |
| 2024-07-05 | 2024-07-05 | -0.18 | 0 |
| 2024-07-13 | 2024-07-14 | -0.18 | 0 |
| 2024-11-07 | 2024-11-08 | -0.18 | 0 |
| Metric | 12274459:solusd:triple_med_gx:lsma70_65 | 12274459:SOLUSD |
|---|---|---|
| Best Day | 5.19% | 19.54% |
| Worst Day | -8.88% | -14.23% |
| Best Week | 5.62% | 21.25% |
| Worst Week | -9.04% | -17.1% |
| Best Month | 5.38% | 41.15% |
| Worst Month | -13.22% | -36.08% |
| Best Year | 10.2% | 13.13% |
| Worst Year | 0.99% | -8.87% |
| Avg. Up Day | 1.63% | 1.73% |
| Avg. Down Day | -1.1% | -1.31% |
| Avg. Up Week | 2.97% | 7.74% |
| Avg. Down Week | -4.01% | -9.77% |
| Avg. Up Month | 2.56% | 19.23% |
| Avg. Down Month | -13.22% | -20.58% |
| Win Days % | 38.95% | 49.3% |
| Win Month % | 91.67% | 57.14% |
| Win Week % | 60.87% | 51.67% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 50.0% |