| Metric | 12290508:solusd:triple_med_gx:lsma70_110 | 12290508:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 11.21% | 3.1% |
| Max Drawdown | -11.75% | -64.93% |
| Sharpe | 0.29 | 0.23 |
| Sortino | 0.49 | 0.34 |
| Payoff Ratio | 1.34 | 1.21 |
| Profit Factor | 1.14 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.67 | 0.62 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 58.82 | 2.45 |
| Outlier Loss Ratio | 4.33 | 2.52 |
| Volatility (ann.) | 9.83% | 43.08% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.84 | 0.04 |
| Skew | 3.71 | 0.64 |
| Kurtosis | 57.49 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 0.76% | 0.22% |
| Expected Yearly % | 5.45% | 1.54% |
| Kelly Criterion | 1.69% | 7.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -3.68% |
| Expected Shortfall (cVaR) | -0.84% | -3.68% |
| Year | 12290508:SOLUSD | 12290508:solusd:triple_med_gx:lsma70_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 3.76 | 0.29 | - |
| 2025 | -8.87 | 7.18 | -0.81 | + |
| Metric | 12290508:solusd:triple_med_gx:lsma70_110 | 12290508:SOLUSD |
|---|---|---|
| MTD | -4.65% | 11.11% |
| 3M | 1.12% | 36.47% |
| 6M | 7.18% | -8.22% |
| YTD | 7.18% | -8.87% |
| 1Y | 12.23% | 7.09% |
| 3Y (ann.) | 9.89% | 2.75% |
| 5Y (ann.) | 9.89% | 2.75% |
| Metric | 12290508:solusd:triple_med_gx:lsma70_110 | 12290508:SOLUSD |
|---|---|---|
| Max Drawdown | -11.75% | -64.93% |
| Longest DD Days | 125.0 | 178.0 |
| Avg. Drawdown | -4.07% | -11.98% |
| Avg. Drawdown Days | 26.0 | 23.0 |
| Recovery Factor | 0.95 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-07-19 | -11.75 | 43 |
| 2024-07-19 | 2024-11-22 | -10.40 | 125 |
| 2025-01-30 | 2025-03-14 | -7.44 | 43 |
| 2025-05-27 | 2025-06-28 | -6.97 | 31 |
| 2025-06-30 | 2025-07-17 | -5.81 | 16 |
| 2025-05-24 | 2025-05-26 | -2.97 | 1 |
| 2024-11-22 | 2025-01-30 | -2.54 | 68 |
| 2025-05-26 | 2025-05-27 | -2.47 | 1 |
| 2025-06-30 | 2025-06-30 | -1.92 | 0 |
| 2025-06-28 | 2025-06-29 | -1.61 | 1 |
| Metric | 12290508:solusd:triple_med_gx:lsma70_110 | 12290508:SOLUSD |
|---|---|---|
| Best Day | 7.28% | 19.54% |
| Worst Day | -4.04% | -14.23% |
| Best Week | 7.89% | 21.25% |
| Worst Week | -6.47% | -17.1% |
| Best Month | 9.17% | 41.15% |
| Worst Month | -6.64% | -36.08% |
| Best Year | 7.18% | 13.13% |
| Worst Year | 3.76% | -8.87% |
| Avg. Up Day | 1.29% | 1.31% |
| Avg. Down Day | -0.96% | -1.08% |
| Avg. Up Week | 3.29% | 9.29% |
| Avg. Down Week | -2.57% | -8.88% |
| Avg. Up Month | 3.99% | 21.99% |
| Avg. Down Month | -2.82% | -23.19% |
| Win Days % | 43.72% | 49.3% |
| Win Month % | 57.14% | 57.14% |
| Win Week % | 50.0% | 51.67% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |