| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 170.38% | -18.0% |
| Max Drawdown | -26.27% | -64.93% |
| Sharpe | 1.05 | 0.13 |
| Sortino | 1.83 | 0.19 |
| Payoff Ratio | 1.39 | 1.33 |
| Profit Factor | 1.44 | 1.02 |
| Common Sense Ratio | 2.12 | 1.01 |
| CPC Index | 0.99 | 0.67 |
| Tail Ratio | 1.47 | 0.99 |
| Outlier Win Ratio | 27.73 | 3.06 |
| Outlier Loss Ratio | 3.54 | 2.77 |
| Volatility (ann.) | 16.75% | 42.23% |
| R^2 | 0.16 | 0.16 |
| Calmar | 3.5 | -0.19 |
| Skew | 2.29 | 0.52 |
| Kurtosis | 31.53 | 7.54 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 5.37% | -1.04% |
| Expected Yearly % | 64.43% | -9.45% |
| Kelly Criterion | 13.26% | 11.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -3.62% |
| Expected Shortfall (cVaR) | -1.39% | -3.62% |
| Year | 12242514:SOLUSD | 12242514:solusd:triple_med_gx:lsma195_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 21.39 | 1.63 | + |
| 2025 | -27.52 | 122.73 | -4.46 | + |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.49% |
| 3M | 6.27% | -36.97% |
| 6M | 11.55% | -17.14% |
| YTD | 122.73% | -27.52% |
| 1Y | 122.73% | -36.85% |
| 3Y (ann.) | 91.9% | -12.2% |
| 5Y (ann.) | 91.9% | -12.2% |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Max Drawdown | -26.27% | -64.93% |
| Longest DD Days | 100.0 | 325.0 |
| Avg. Drawdown | -4.01% | -11.98% |
| Avg. Drawdown Days | 13.0 | 32.0 |
| Recovery Factor | 6.49 | -0.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-11 | -26.27 | 100 |
| 2025-04-04 | 2025-05-09 | -18.54 | 34 |
| 2025-07-18 | 2025-09-12 | -13.25 | 55 |
| 2025-09-24 | 2025-12-10 | -8.74 | 76 |
| 2025-02-02 | 2025-02-03 | -7.34 | 1 |
| 2025-06-30 | 2025-07-16 | -6.29 | 15 |
| 2025-03-24 | 2025-04-04 | -5.01 | 11 |
| 2024-11-26 | 2024-11-27 | -4.80 | 1 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-11-29 | 2025-01-14 | -4.36 | 45 |
| Metric | 12242514:solusd:triple_med_gx:lsma195_105 | 12242514:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -14.4% | -18.95% |
| Best Month | 61.52% | 41.15% |
| Worst Month | -18.87% | -36.08% |
| Best Year | 122.73% | 13.13% |
| Worst Year | 21.39% | -27.52% |
| Avg. Up Day | 1.74% | 1.74% |
| Avg. Down Day | -1.25% | -1.31% |
| Avg. Up Week | 13.66% | 12.59% |
| Avg. Down Week | -5.71% | -8.68% |
| Avg. Up Month | 24.49% | 17.97% |
| Avg. Down Month | -5.53% | -20.68% |
| Win Days % | 49.63% | 49.55% |
| Win Month % | 52.94% | 57.89% |
| Win Week % | 61.76% | 50.62% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 50.0% |