| Metric | 12284920:solusd:triple_med_gx:lsma70_95 | 12284920:SOLUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 19.29% | 3.1% |
| Max Drawdown | -7.15% | -64.93% |
| Sharpe | 0.51 | 0.23 |
| Sortino | 0.87 | 0.34 |
| Payoff Ratio | 1.4 | 1.19 |
| Profit Factor | 1.37 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.88 | 0.61 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 80.05 | 2.26 |
| Outlier Loss Ratio | 4.28 | 2.4 |
| Volatility (ann.) | 8.33% | 43.08% |
| R^2 | 0.04 | 0.04 |
| Calmar | 2.37 | 0.04 |
| Skew | 4.15 | 0.64 |
| Kurtosis | 98.3 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.27% | 0.22% |
| Expected Yearly % | 9.22% | 1.54% |
| Kelly Criterion | 7.65% | 6.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -3.68% |
| Expected Shortfall (cVaR) | -0.71% | -3.68% |
| Year | 12284920:SOLUSD | 12284920:solusd:triple_med_gx:lsma70_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 5.07 | 0.39 | - |
| 2025 | -8.87 | 13.53 | -1.53 | + |
| Metric | 12284920:solusd:triple_med_gx:lsma70_95 | 12284920:SOLUSD |
|---|---|---|
| MTD | -4.65% | 11.11% |
| 3M | 2.23% | 36.47% |
| 6M | 13.53% | -8.22% |
| YTD | 13.53% | -8.87% |
| 1Y | 17.95% | 7.09% |
| 3Y (ann.) | 16.96% | 2.75% |
| 5Y (ann.) | 16.96% | 2.75% |
| Metric | 12284920:solusd:triple_med_gx:lsma70_95 | 12284920:SOLUSD |
|---|---|---|
| Max Drawdown | -7.15% | -64.93% |
| Longest DD Days | 112.0 | 178.0 |
| Avg. Drawdown | -2.32% | -11.98% |
| Avg. Drawdown Days | 29.0 | 23.0 |
| Recovery Factor | 2.7 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-03-14 | -7.15 | 112 |
| 2025-04-20 | 2025-06-29 | -5.05 | 70 |
| 2025-06-30 | 2025-07-17 | -4.82 | 16 |
| 2024-08-14 | 2024-11-21 | -4.40 | 99 |
| 2024-06-29 | 2024-08-14 | -2.61 | 45 |
| 2025-06-30 | 2025-06-30 | -1.92 | 0 |
| 2025-04-17 | 2025-04-19 | -0.87 | 1 |
| 2024-11-21 | 2024-11-22 | -0.33 | 0 |
| 2025-06-29 | 2025-06-29 | -0.26 | 0 |
| 2024-06-10 | 2024-06-10 | -0.18 | 0 |
| Metric | 12284920:solusd:triple_med_gx:lsma70_95 | 12284920:SOLUSD |
|---|---|---|
| Best Day | 7.28% | 19.54% |
| Worst Day | -4.73% | -14.23% |
| Best Week | 9.17% | 21.25% |
| Worst Week | -3.5% | -17.1% |
| Best Month | 8.08% | 41.15% |
| Worst Month | -4.65% | -36.08% |
| Best Year | 13.53% | 13.13% |
| Worst Year | 5.07% | -8.87% |
| Avg. Up Day | 1.35% | 1.39% |
| Avg. Down Day | -0.96% | -1.17% |
| Avg. Up Week | 3.06% | 9.86% |
| Avg. Down Week | -1.69% | -8.44% |
| Avg. Up Month | 2.93% | 19.34% |
| Avg. Down Month | -1.68% | -18.02% |
| Win Days % | 46.09% | 49.3% |
| Win Month % | 61.54% | 57.14% |
| Win Week % | 55.56% | 51.67% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |