| Metric | 12242584:solusd:triple_med_gx:lsma245_105 | 12242584:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 115.55% | -18.0% |
| Max Drawdown | -29.83% | -64.93% |
| Sharpe | 0.7 | 0.13 |
| Sortino | 1.15 | 0.19 |
| Payoff Ratio | 1.25 | 1.23 |
| Profit Factor | 1.28 | 1.02 |
| Common Sense Ratio | 1.57 | 1.01 |
| CPC Index | 0.79 | 0.62 |
| Tail Ratio | 1.22 | 0.99 |
| Outlier Win Ratio | 23.4 | 3.04 |
| Outlier Loss Ratio | 3.22 | 2.98 |
| Volatility (ann.) | 21.17% | 42.23% |
| R^2 | 0.25 | 0.25 |
| Calmar | 2.19 | -0.19 |
| Skew | 2.63 | 0.52 |
| Kurtosis | 62.54 | 7.54 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 4.12% | -1.04% |
| Expected Yearly % | 46.82% | -9.45% |
| Kelly Criterion | 8.5% | 8.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.78% | -3.62% |
| Expected Shortfall (cVaR) | -1.78% | -3.62% |
| Year | 12242584:SOLUSD | 12242584:solusd:triple_med_gx:lsma245_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 24.11 | 1.84 | + |
| 2025 | -27.52 | 73.67 | -2.68 | + |
| Metric | 12242584:solusd:triple_med_gx:lsma245_105 | 12242584:SOLUSD |
|---|---|---|
| MTD | -5.75% | 2.49% |
| 3M | -12.24% | -36.97% |
| 6M | -9.46% | -17.14% |
| YTD | 73.67% | -27.52% |
| 1Y | 73.67% | -36.85% |
| 3Y (ann.) | 65.41% | -12.2% |
| 5Y (ann.) | 65.41% | -12.2% |
| Metric | 12242584:solusd:triple_med_gx:lsma245_105 | 12242584:SOLUSD |
|---|---|---|
| Max Drawdown | -29.83% | -64.93% |
| Longest DD Days | 109.0 | 325.0 |
| Avg. Drawdown | -5.57% | -11.98% |
| Avg. Drawdown Days | 15.0 | 32.0 |
| Recovery Factor | 3.87 | -0.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-19 | 2024-11-06 | -29.83 | 109 |
| 2025-09-14 | 2025-12-10 | -21.26 | 86 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-07-18 | 2025-09-12 | -15.24 | 56 |
| 2025-04-14 | 2025-05-08 | -12.28 | 24 |
| 2024-11-29 | 2025-01-16 | -10.43 | 47 |
| 2025-02-04 | 2025-03-24 | -9.37 | 48 |
| 2024-06-05 | 2024-07-15 | -7.82 | 40 |
| 2025-05-14 | 2025-07-17 | -7.26 | 64 |
| 2024-11-12 | 2024-11-29 | -6.62 | 17 |
| Metric | 12242584:solusd:triple_med_gx:lsma245_105 | 12242584:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 21.78% | 21.25% |
| Worst Week | -10.31% | -18.95% |
| Best Month | 40.56% | 41.15% |
| Worst Month | -12.04% | -36.08% |
| Best Year | 73.67% | 13.13% |
| Worst Year | 24.11% | -27.52% |
| Avg. Up Day | 1.86% | 1.86% |
| Avg. Down Day | -1.49% | -1.52% |
| Avg. Up Week | 11.37% | 11.93% |
| Avg. Down Week | -5.66% | -7.34% |
| Avg. Up Month | 16.74% | 18.18% |
| Avg. Down Month | -5.7% | -23.76% |
| Win Days % | 49.22% | 49.55% |
| Win Month % | 47.06% | 57.89% |
| Win Week % | 57.58% | 50.62% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 50.0% |