| Metric | 12242531:solusd:triple_med_gx:lsma265_105 | 12242531:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 202.39% | 20.96% |
| Max Drawdown | -29.4% | -64.93% |
| Sharpe | 1.01 | 0.29 |
| Sortino | 1.72 | 0.43 |
| Payoff Ratio | 1.32 | 1.31 |
| Profit Factor | 1.4 | 1.04 |
| Common Sense Ratio | 1.76 | 1.08 |
| CPC Index | 0.93 | 0.68 |
| Tail Ratio | 1.26 | 1.04 |
| Outlier Win Ratio | 20.47 | 3.16 |
| Outlier Loss Ratio | 3.32 | 2.97 |
| Volatility (ann.) | 22.51% | 42.26% |
| R^2 | 0.28 | 0.28 |
| Calmar | 4.23 | 0.23 |
| Skew | 2.6 | 0.58 |
| Kurtosis | 54.37 | 8.13 |
| Expected Daily % | 0.06% | 0.01% |
| Expected Monthly % | 6.73% | 1.13% |
| Expected Yearly % | 73.89% | 9.98% |
| Kelly Criterion | 12.36% | 11.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -3.6% |
| Expected Shortfall (cVaR) | -1.88% | -3.6% |
| Year | 12242531:SOLUSD | 12242531:solusd:triple_med_gx:lsma265_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 31.55 | 2.40 | + |
| 2025 | 6.92 | 129.86 | 18.78 | + |
| Metric | 12242531:solusd:triple_med_gx:lsma265_105 | 12242531:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | 8.39% | 24.43% |
| 6M | 28.6% | 56.02% |
| YTD | 129.86% | 6.92% |
| 1Y | 190.05% | 36.69% |
| 3Y (ann.) | 124.29% | 14.9% |
| 5Y (ann.) | 124.29% | 14.9% |
| Metric | 12242531:solusd:triple_med_gx:lsma265_105 | 12242531:SOLUSD |
|---|---|---|
| Max Drawdown | -29.4% | -64.93% |
| Longest DD Days | 95.0 | 268.0 |
| Avg. Drawdown | -4.75% | -11.98% |
| Avg. Drawdown Days | 11.0 | 29.0 |
| Recovery Factor | 6.88 | 0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-06 | -29.40 | 95 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-07-18 | 2025-09-12 | -15.47 | 55 |
| 2025-02-04 | 2025-03-24 | -11.02 | 48 |
| 2025-09-24 | 2025-10-14 | -10.42 | 19 |
| 2024-11-29 | 2025-01-15 | -10.11 | 47 |
| 2024-06-05 | 2024-07-15 | -9.70 | 40 |
| 2025-02-02 | 2025-02-03 | -7.34 | 1 |
| 2025-04-14 | 2025-05-08 | -7.28 | 23 |
| 2025-05-27 | 2025-07-16 | -5.10 | 49 |
| Metric | 12242531:solusd:triple_med_gx:lsma265_105 | 12242531:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -10.54% | -18.95% |
| Best Month | 61.52% | 41.15% |
| Worst Month | -12.04% | -36.08% |
| Best Year | 129.86% | 13.13% |
| Worst Year | 31.55% | 6.92% |
| Avg. Up Day | 1.87% | 1.87% |
| Avg. Down Day | -1.41% | -1.43% |
| Avg. Up Week | 12.8% | 11.51% |
| Avg. Down Week | -4.97% | -9.31% |
| Avg. Up Month | 19.27% | 16.41% |
| Avg. Down Month | -7.56% | -22.53% |
| Win Days % | 50.11% | 49.63% |
| Win Month % | 64.29% | 58.82% |
| Win Week % | 62.5% | 53.42% |
| Win Quarter % | 83.33% | 57.14% |
| Win Year % | 100.0% | 100.0% |