| Metric | 12276396:solusd:triple_med_gx:lsma75_70 | 12276396:SOLUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 8.15% | 3.1% |
| Max Drawdown | -11.4% | -64.93% |
| Sharpe | 0.31 | 0.23 |
| Sortino | 0.49 | 0.34 |
| Payoff Ratio | 1.23 | 1.09 |
| Profit Factor | 1.26 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.71 | 0.56 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 124.7 | 2.03 |
| Outlier Loss Ratio | 3.5 | 2.14 |
| Volatility (ann.) | 6.25% | 43.08% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.63 | 0.04 |
| Skew | 2.14 | 0.64 |
| Kurtosis | 87.91 | 8.72 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.56% | 0.22% |
| Expected Yearly % | 3.99% | 1.54% |
| Kelly Criterion | 1.14% | 2.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -3.68% |
| Expected Shortfall (cVaR) | -0.53% | -3.68% |
| Year | 12276396:SOLUSD | 12276396:solusd:triple_med_gx:lsma75_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 5.24 | 0.40 | - |
| 2025 | -8.87 | 2.77 | -0.31 | + |
| Metric | 12276396:solusd:triple_med_gx:lsma75_70 | 12276396:SOLUSD |
|---|---|---|
| MTD | 1.14% | 11.11% |
| 3M | 2.77% | 36.47% |
| 6M | 2.77% | -8.22% |
| YTD | 2.77% | -8.87% |
| 1Y | 9.71% | 7.09% |
| 3Y (ann.) | 7.2% | 2.75% |
| 5Y (ann.) | 7.2% | 2.75% |
| Metric | 12276396:solusd:triple_med_gx:lsma75_70 | 12276396:SOLUSD |
|---|---|---|
| Max Drawdown | -11.4% | -64.93% |
| Longest DD Days | 276.0 | 178.0 |
| Avg. Drawdown | -5.41% | -11.98% |
| Avg. Drawdown Days | 72.0 | 23.0 |
| Recovery Factor | 0.71 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-07-26 | -11.40 | 45 |
| 2025-06-30 | 2025-07-17 | -6.15 | 16 |
| 2024-09-25 | 2025-06-28 | -5.87 | 276 |
| 2024-09-01 | 2024-09-24 | -3.45 | 23 |
| 2024-09-01 | 2024-09-01 | -0.18 | 0 |
| Metric | 12276396:solusd:triple_med_gx:lsma75_70 | 12276396:SOLUSD |
|---|---|---|
| Best Day | 4.04% | 19.54% |
| Worst Day | -4.17% | -14.23% |
| Best Week | 6.36% | 21.25% |
| Worst Week | -9.57% | -17.1% |
| Best Month | 12.34% | 41.15% |
| Worst Month | -5.63% | -36.08% |
| Best Year | 5.24% | 13.13% |
| Worst Year | 2.77% | -8.87% |
| Avg. Up Day | 1.4% | 1.46% |
| Avg. Down Day | -1.14% | -1.34% |
| Avg. Up Week | 4.85% | 5.56% |
| Avg. Down Week | -3.97% | -10.03% |
| Avg. Up Month | 6.74% | 14.2% |
| Avg. Down Month | -5.63% | -12.3% |
| Win Days % | 45.45% | 49.3% |
| Win Month % | 57.14% | 57.14% |
| Win Week % | 57.14% | 51.67% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |