| Metric | 12285319:solusd:triple_med_gx:lsma160_95 | 12285319:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 26.23% | 3.1% |
| Max Drawdown | -30.1% | -64.93% |
| Sharpe | 0.35 | 0.23 |
| Sortino | 0.61 | 0.34 |
| Payoff Ratio | 1.18 | 1.06 |
| Profit Factor | 1.17 | 1.04 |
| Common Sense Ratio | 1.35 | 1.06 |
| CPC Index | 0.68 | 0.54 |
| Tail Ratio | 1.16 | 1.02 |
| Outlier Win Ratio | 29.53 | 2.75 |
| Outlier Loss Ratio | 2.98 | 3.02 |
| Volatility (ann.) | 20.3% | 43.08% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.76 | 0.04 |
| Skew | 5.53 | 0.64 |
| Kurtosis | 108.51 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.68% | 0.22% |
| Expected Yearly % | 12.35% | 1.54% |
| Kelly Criterion | 6.11% | 1.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.73% | -3.68% |
| Expected Shortfall (cVaR) | -1.73% | -3.68% |
| Year | 12285319:SOLUSD | 12285319:solusd:triple_med_gx:lsma160_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -24.61 | -1.87 | - |
| 2025 | -8.87 | 67.43 | -7.61 | + |
| Metric | 12285319:solusd:triple_med_gx:lsma160_95 | 12285319:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -9.39% | 36.47% |
| 6M | 67.43% | -8.22% |
| YTD | 67.43% | -8.87% |
| 1Y | 26.23% | 7.09% |
| 3Y (ann.) | 22.98% | 2.75% |
| 5Y (ann.) | 22.98% | 2.75% |
| Metric | 12285319:solusd:triple_med_gx:lsma160_95 | 12285319:SOLUSD |
|---|---|---|
| Max Drawdown | -30.1% | -64.93% |
| Longest DD Days | 211.0 | 178.0 |
| Avg. Drawdown | -9.76% | -11.98% |
| Avg. Drawdown Days | 35.0 | 23.0 |
| Recovery Factor | 0.87 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-01 | 2025-02-28 | -30.10 | 211 |
| 2025-05-14 | 2025-07-17 | -21.92 | 64 |
| 2025-04-06 | 2025-04-09 | -10.15 | 3 |
| 2025-04-09 | 2025-04-11 | -7.47 | 1 |
| 2025-03-01 | 2025-03-02 | -5.52 | 1 |
| 2025-05-12 | 2025-05-13 | -2.68 | 1 |
| 2025-05-11 | 2025-05-11 | -0.18 | 0 |
| 2025-04-11 | 2025-04-12 | -0.04 | 0 |
| Metric | 12285319:solusd:triple_med_gx:lsma160_95 | 12285319:SOLUSD |
|---|---|---|
| Best Day | 19.33% | 19.54% |
| Worst Day | -8.72% | -14.23% |
| Best Week | 21.07% | 21.25% |
| Worst Week | -10.21% | -17.1% |
| Best Month | 28.87% | 41.15% |
| Worst Month | -16.38% | -36.08% |
| Best Year | 67.43% | 13.13% |
| Worst Year | -24.61% | -8.87% |
| Avg. Up Day | 1.84% | 1.85% |
| Avg. Down Day | -1.56% | -1.75% |
| Avg. Up Week | 7.74% | 12.68% |
| Avg. Down Week | -4.4% | -8.99% |
| Avg. Up Month | 15.32% | 18.0% |
| Avg. Down Month | -8.63% | -14.27% |
| Win Days % | 49.2% | 49.3% |
| Win Month % | 45.45% | 57.14% |
| Win Week % | 42.86% | 51.67% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |