| Metric | 12295725:solusd:triple_med_gx:lsma270_125 | 12295725:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 47.16% | 3.1% |
| Max Drawdown | -13.92% | -64.93% |
| Sharpe | 0.68 | 0.23 |
| Sortino | 1.11 | 0.34 |
| Payoff Ratio | 1.35 | 1.19 |
| Profit Factor | 1.35 | 1.04 |
| Common Sense Ratio | 2.51 | 1.06 |
| CPC Index | 0.83 | 0.61 |
| Tail Ratio | 1.86 | 1.02 |
| Outlier Win Ratio | 39.74 | 2.68 |
| Outlier Loss Ratio | 3.78 | 2.79 |
| Volatility (ann.) | 14.07% | 43.08% |
| R^2 | 0.11 | 0.11 |
| Calmar | 2.94 | 0.04 |
| Skew | 2.11 | 0.64 |
| Kurtosis | 66.78 | 8.72 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.8% | 0.22% |
| Expected Yearly % | 21.31% | 1.54% |
| Kelly Criterion | 5.08% | 6.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -3.68% |
| Expected Shortfall (cVaR) | -1.19% | -3.68% |
| Year | 12295725:SOLUSD | 12295725:solusd:triple_med_gx:lsma270_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 40.76 | 3.10 | + |
| 2025 | -8.87 | 4.55 | -0.51 | + |
| Metric | 12295725:solusd:triple_med_gx:lsma270_125 | 12295725:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 8.03% | 36.47% |
| 6M | 4.55% | -8.22% |
| YTD | 4.55% | -8.87% |
| 1Y | 29.79% | 7.09% |
| 3Y (ann.) | 40.93% | 2.75% |
| 5Y (ann.) | 40.93% | 2.75% |
| Metric | 12295725:solusd:triple_med_gx:lsma270_125 | 12295725:SOLUSD |
|---|---|---|
| Max Drawdown | -13.92% | -64.93% |
| Longest DD Days | 126.0 | 178.0 |
| Avg. Drawdown | -4.4% | -11.98% |
| Avg. Drawdown Days | 30.0 | 23.0 |
| Recovery Factor | 3.39 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-03 | 2024-11-06 | -13.92 | 126 |
| 2025-03-10 | 2025-06-09 | -9.56 | 90 |
| 2024-11-22 | 2025-02-07 | -9.32 | 77 |
| 2024-06-28 | 2024-07-02 | -8.06 | 4 |
| 2025-02-07 | 2025-03-10 | -3.99 | 30 |
| 2025-06-25 | 2025-07-17 | -3.65 | 21 |
| 2024-11-10 | 2024-11-21 | -2.92 | 10 |
| 2024-06-27 | 2024-06-27 | -0.47 | 0 |
| 2024-11-21 | 2024-11-22 | -0.33 | 0 |
| 2024-11-09 | 2024-11-10 | -0.18 | 0 |
| Metric | 12295725:solusd:triple_med_gx:lsma270_125 | 12295725:SOLUSD |
|---|---|---|
| Best Day | 10.95% | 19.54% |
| Worst Day | -9.56% | -14.23% |
| Best Week | 12.87% | 21.25% |
| Worst Week | -5.0% | -17.1% |
| Best Month | 21.39% | 41.15% |
| Worst Month | -3.61% | -36.08% |
| Best Year | 40.76% | 13.13% |
| Worst Year | 4.55% | -8.87% |
| Avg. Up Day | 1.8% | 1.83% |
| Avg. Down Day | -1.34% | -1.54% |
| Avg. Up Week | 4.34% | 8.42% |
| Avg. Down Week | -2.49% | -8.06% |
| Avg. Up Month | 5.16% | 20.46% |
| Avg. Down Month | -2.93% | -18.54% |
| Win Days % | 45.54% | 49.3% |
| Win Month % | 76.92% | 57.14% |
| Win Week % | 66.67% | 51.67% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |