| Metric | 12284947:solusd:triple_med_gx:lsma70_95 | 12284947:SOLUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 19.89% | 3.1% |
| Max Drawdown | -11.84% | -64.93% |
| Sharpe | 0.49 | 0.23 |
| Sortino | 0.77 | 0.34 |
| Payoff Ratio | 1.31 | 1.14 |
| Profit Factor | 1.33 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.84 | 0.58 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 72.85 | 2.3 |
| Outlier Loss Ratio | 3.76 | 2.46 |
| Volatility (ann.) | 9.07% | 43.08% |
| R^2 | 0.04 | 0.04 |
| Calmar | 1.48 | 0.04 |
| Skew | 1.85 | 0.64 |
| Kurtosis | 91.84 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.3% | 0.22% |
| Expected Yearly % | 9.5% | 1.54% |
| Kelly Criterion | 8.82% | 4.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -3.68% |
| Expected Shortfall (cVaR) | -0.77% | -3.68% |
| Year | 12284947:SOLUSD | 12284947:solusd:triple_med_gx:lsma70_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 0.64 | 0.05 | - |
| 2025 | -8.87 | 19.14 | -2.16 | + |
| Metric | 12284947:solusd:triple_med_gx:lsma70_95 | 12284947:SOLUSD |
|---|---|---|
| MTD | -2.71% | 11.11% |
| 3M | 7.61% | 36.47% |
| 6M | 19.14% | -8.22% |
| YTD | 19.14% | -8.87% |
| 1Y | 18.87% | 7.09% |
| 3Y (ann.) | 17.48% | 2.75% |
| 5Y (ann.) | 17.48% | 2.75% |
| Metric | 12284947:solusd:triple_med_gx:lsma70_95 | 12284947:SOLUSD |
|---|---|---|
| Max Drawdown | -11.84% | -64.93% |
| Longest DD Days | 147.0 | 178.0 |
| Avg. Drawdown | -2.89% | -11.98% |
| Avg. Drawdown Days | 25.0 | 23.0 |
| Recovery Factor | 1.68 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-04-19 | -11.84 | 147 |
| 2024-08-14 | 2024-10-14 | -4.82 | 61 |
| 2024-10-15 | 2024-11-21 | -4.38 | 37 |
| 2024-06-29 | 2024-07-02 | -3.47 | 2 |
| 2025-04-20 | 2025-05-26 | -3.02 | 35 |
| 2025-07-01 | 2025-07-17 | -2.71 | 16 |
| 2025-05-26 | 2025-05-27 | -2.47 | 1 |
| 2025-06-30 | 2025-06-30 | -1.92 | 0 |
| 2025-05-27 | 2025-06-28 | -1.31 | 31 |
| 2025-06-28 | 2025-06-29 | -0.87 | 0 |
| Metric | 12284947:solusd:triple_med_gx:lsma70_95 | 12284947:SOLUSD |
|---|---|---|
| Best Day | 7.28% | 19.54% |
| Worst Day | -6.56% | -14.23% |
| Best Week | 9.17% | 21.25% |
| Worst Week | -9.99% | -17.1% |
| Best Month | 9.41% | 41.15% |
| Worst Month | -8.69% | -36.08% |
| Best Year | 19.14% | 13.13% |
| Worst Year | 0.64% | -8.87% |
| Avg. Up Day | 1.41% | 1.44% |
| Avg. Down Day | -1.07% | -1.26% |
| Avg. Up Week | 3.64% | 8.67% |
| Avg. Down Week | -4.26% | -9.96% |
| Avg. Up Month | 3.32% | 19.34% |
| Avg. Down Month | -4.07% | -18.02% |
| Win Days % | 48.31% | 49.3% |
| Win Month % | 61.54% | 57.14% |
| Win Week % | 64.71% | 51.67% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |