| Metric | 12242526:solusd:triple_med_gx:lsma240_105 | 12242526:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 176.55% | -8.78% |
| Max Drawdown | -29.4% | -64.93% |
| Sharpe | 1.12 | 0.17 |
| Sortino | 1.94 | 0.25 |
| Payoff Ratio | 1.38 | 1.36 |
| Profit Factor | 1.5 | 1.03 |
| Common Sense Ratio | 2.22 | 1.04 |
| CPC Index | 1.06 | 0.68 |
| Tail Ratio | 1.48 | 1.01 |
| Outlier Win Ratio | 21.28 | 3.08 |
| Outlier Loss Ratio | 3.14 | 2.89 |
| Volatility (ann.) | 22.79% | 43.37% |
| R^2 | 0.28 | 0.28 |
| Calmar | 5.16 | -0.12 |
| Skew | 2.67 | 0.65 |
| Kurtosis | 59.58 | 8.65 |
| Expected Daily % | 0.06% | -0.01% |
| Expected Monthly % | 7.54% | -0.65% |
| Expected Yearly % | 66.3% | -4.49% |
| Kelly Criterion | 15.7% | 11.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -3.71% |
| Expected Shortfall (cVaR) | -1.89% | -3.71% |
| Year | 12242526:SOLUSD | 12242526:solusd:triple_med_gx:lsma240_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 21.08 | 1.61 | + |
| 2025 | -19.37 | 128.39 | -6.63 | + |
| Metric | 12242526:solusd:triple_med_gx:lsma240_105 | 12242526:SOLUSD |
|---|---|---|
| MTD | 0.0% | -1.7% |
| 3M | 46.97% | 42.36% |
| 6M | 128.39% | -30.27% |
| YTD | 128.39% | -19.37% |
| 1Y | 172.11% | 15.68% |
| 3Y (ann.) | 151.83% | -8.01% |
| 5Y (ann.) | 151.83% | -8.01% |
| Metric | 12242526:solusd:triple_med_gx:lsma240_105 | 12242526:SOLUSD |
|---|---|---|
| Max Drawdown | -29.4% | -64.93% |
| Longest DD Days | 100.0 | 170.0 |
| Avg. Drawdown | -4.56% | -11.98% |
| Avg. Drawdown Days | 12.0 | 23.0 |
| Recovery Factor | 6.0 | -0.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-10 | -29.40 | 100 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2024-11-29 | 2025-01-15 | -8.69 | 47 |
| 2025-02-02 | 2025-02-03 | -7.34 | 1 |
| 2025-04-14 | 2025-05-08 | -7.28 | 23 |
| 2025-02-04 | 2025-03-24 | -6.40 | 48 |
| 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 |
| 2024-07-16 | 2024-07-19 | -4.14 | 2 |
| Metric | 12242526:solusd:triple_med_gx:lsma240_105 | 12242526:SOLUSD |
|---|---|---|
| Best Day | 15.74% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -12.02% | -17.1% |
| Best Month | 61.52% | 41.15% |
| Worst Month | -17.43% | -36.08% |
| Best Year | 128.39% | 13.13% |
| Worst Year | 21.08% | -19.37% |
| Avg. Up Day | 2.01% | 2.02% |
| Avg. Down Day | -1.46% | -1.49% |
| Avg. Up Week | 16.98% | 13.92% |
| Avg. Down Week | -3.65% | -8.26% |
| Avg. Up Month | 23.95% | 19.34% |
| Avg. Down Month | -8.72% | -25.95% |
| Win Days % | 51.06% | 49.16% |
| Win Month % | 66.67% | 50.0% |
| Win Week % | 65.22% | 50.85% |
| Win Quarter % | 80.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |