| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 170.38% | -16.6% |
| Max Drawdown | -24.17% | -61.75% |
| Sharpe | 1.9 | 0.28 |
| Sortino | 3.6 | 0.42 |
| Payoff Ratio | 1.91 | 1.21 |
| Profit Factor | 1.91 | 1.04 |
| Common Sense Ratio | 4.34 | 1.07 |
| CPC Index | 1.74 | 0.61 |
| Tail Ratio | 2.28 | 1.03 |
| Outlier Win Ratio | 21.87 | 3.02 |
| Outlier Loss Ratio | 3.95 | 2.44 |
| Volatility (ann.) | 38.02% | 85.01% |
| R^2 | 0.17 | 0.17 |
| Calmar | 3.8 | -0.18 |
| Skew | 2.14 | 0.15 |
| Kurtosis | 27.02 | 2.92 |
| Expected Daily % | 0.18% | -0.03% |
| Expected Monthly % | 5.37% | -0.95% |
| Expected Yearly % | 64.43% | -8.68% |
| Kelly Criterion | 20.66% | 5.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.08% | -7.25% |
| Expected Shortfall (cVaR) | -3.08% | -7.25% |
| Year | 12242514:SOLUSD | 12242514:solusd:triple_med_gx:lsma195_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 21.39 | 1.67 | + |
| 2025 | -26.05 | 122.73 | -4.71 | + |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| MTD | 1.79% | 2.5% |
| 3M | 6.27% | -32.85% |
| 6M | 11.55% | -7.15% |
| YTD | 122.73% | -26.05% |
| 1Y | 122.73% | -40.18% |
| 3Y (ann.) | 91.9% | -11.22% |
| 5Y (ann.) | 91.9% | -11.22% |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Max Drawdown | -24.17% | -61.75% |
| Longest DD Days | 102.0 | 324.0 |
| Avg. Drawdown | -6.77% | -16.47% |
| Avg. Drawdown Days | 34.0 | 49.0 |
| Recovery Factor | 7.05 | -0.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-12 | -24.17 | 102 |
| 2025-04-06 | 2025-05-10 | -15.57 | 34 |
| 2025-07-19 | 2025-09-12 | -12.61 | 55 |
| 2025-09-15 | 2025-12-10 | -7.75 | 86 |
| 2025-02-02 | 2025-02-04 | -7.34 | 2 |
| 2024-11-26 | 2024-11-29 | -4.39 | 3 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2024-12-01 | 2025-01-14 | -3.60 | 44 |
| 2025-05-15 | 2025-07-17 | -3.57 | 63 |
| 2025-04-03 | 2025-04-05 | -2.27 | 2 |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Best Day | 17.78% | 20.8% |
| Worst Day | -15.29% | -18.74% |
| Best Week | 34.26% | 25.06% |
| Worst Week | -11.76% | -26.95% |
| Best Month | 61.52% | 39.21% |
| Worst Month | -17.57% | -46.12% |
| Best Year | 122.73% | 12.78% |
| Worst Year | 21.39% | -26.05% |
| Avg. Up Day | 3.98% | 3.83% |
| Avg. Down Day | -2.09% | -3.17% |
| Avg. Up Week | 13.36% | 11.92% |
| Avg. Down Week | -4.82% | -7.07% |
| Avg. Up Month | 22.39% | 18.15% |
| Avg. Down Month | -6.26% | -22.89% |
| Win Days % | 47.97% | 48.47% |
| Win Month % | 55.56% | 57.89% |
| Win Week % | 48.57% | 49.38% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 50.0% |