| Metric | 12242585:solusd:triple_med_gx:lsma275_105 | 12242585:SOLUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 159.42% | 19.47% |
| Max Drawdown | -29.83% | -64.93% |
| Sharpe | 0.93 | 0.29 |
| Sortino | 1.56 | 0.44 |
| Payoff Ratio | 1.31 | 1.29 |
| Profit Factor | 1.35 | 1.05 |
| Common Sense Ratio | 1.69 | 1.07 |
| CPC Index | 0.88 | 0.67 |
| Tail Ratio | 1.26 | 1.03 |
| Outlier Win Ratio | 19.0 | 3.12 |
| Outlier Loss Ratio | 3.33 | 2.99 |
| Volatility (ann.) | 23.33% | 42.69% |
| R^2 | 0.3 | 0.3 |
| Calmar | 3.83 | 0.24 |
| Skew | 2.45 | 0.62 |
| Kurtosis | 51.14 | 8.27 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 6.14% | 1.12% |
| Expected Yearly % | 61.07% | 9.3% |
| Kelly Criterion | 11.42% | 10.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.95% | -3.64% |
| Expected Shortfall (cVaR) | -1.95% | -3.64% |
| Year | 12242585:SOLUSD | 12242585:solusd:triple_med_gx:lsma275_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 43.28 | 3.30 | + |
| 2025 | 5.60 | 81.05 | 14.47 | + |
| Metric | 12242585:solusd:triple_med_gx:lsma275_105 | 12242585:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | 4.91% | 26.39% |
| 6M | 41.88% | 38.87% |
| YTD | 81.05% | 5.6% |
| 1Y | 160.51% | 47.35% |
| 3Y (ann.) | 114.12% | 15.27% |
| 5Y (ann.) | 114.12% | 15.27% |
| Metric | 12242585:solusd:triple_med_gx:lsma275_105 | 12242585:SOLUSD |
|---|---|---|
| Max Drawdown | -29.83% | -64.93% |
| Longest DD Days | 109.0 | 224.0 |
| Avg. Drawdown | -5.83% | -11.98% |
| Avg. Drawdown Days | 14.0 | 26.0 |
| Recovery Factor | 5.34 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-19 | 2024-11-06 | -29.83 | 109 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-07-18 | 2025-08-28 | -15.24 | 41 |
| 2025-02-04 | 2025-04-03 | -12.51 | 58 |
| 2025-04-14 | 2025-05-08 | -12.28 | 24 |
| 2025-05-14 | 2025-07-18 | -10.61 | 65 |
| 2024-11-29 | 2025-01-15 | -10.11 | 47 |
| 2024-06-05 | 2024-07-15 | -9.70 | 40 |
| 2025-08-29 | 2025-09-01 | -8.05 | 3 |
| 2024-11-12 | 2024-11-29 | -6.62 | 17 |
| Metric | 12242585:solusd:triple_med_gx:lsma275_105 | 12242585:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 21.78% | 21.25% |
| Worst Week | -10.31% | -17.1% |
| Best Month | 40.56% | 41.15% |
| Worst Month | -11.3% | -36.08% |
| Best Year | 81.05% | 13.13% |
| Worst Year | 43.28% | 5.6% |
| Avg. Up Day | 1.84% | 1.85% |
| Avg. Down Day | -1.41% | -1.44% |
| Avg. Up Week | 9.96% | 10.39% |
| Avg. Down Week | -4.29% | -7.99% |
| Avg. Up Month | 15.23% | 17.97% |
| Avg. Down Month | -5.04% | -18.15% |
| Win Days % | 49.78% | 49.56% |
| Win Month % | 64.29% | 56.25% |
| Win Week % | 61.29% | 53.73% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |