| Metric | 12242587:solusd:triple_med_gx:lsma255_105 | 12242587:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 133.06% | -8.78% |
| Max Drawdown | -29.83% | -64.93% |
| Sharpe | 0.94 | 0.17 |
| Sortino | 1.6 | 0.25 |
| Payoff Ratio | 1.34 | 1.31 |
| Profit Factor | 1.39 | 1.03 |
| Common Sense Ratio | 1.94 | 1.04 |
| CPC Index | 0.93 | 0.66 |
| Tail Ratio | 1.4 | 1.01 |
| Outlier Win Ratio | 20.67 | 3.08 |
| Outlier Loss Ratio | 3.24 | 3.01 |
| Volatility (ann.) | 23.36% | 43.37% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.88 | -0.12 |
| Skew | 2.74 | 0.65 |
| Kurtosis | 57.19 | 8.65 |
| Expected Daily % | 0.05% | -0.01% |
| Expected Monthly % | 6.23% | -0.65% |
| Expected Yearly % | 52.66% | -4.49% |
| Kelly Criterion | 12.68% | 10.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.95% | -3.71% |
| Expected Shortfall (cVaR) | -1.95% | -3.71% |
| Year | 12242587:SOLUSD | 12242587:solusd:triple_med_gx:lsma255_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 26.56 | 2.02 | + |
| 2025 | -19.37 | 84.15 | -4.34 | + |
| Metric | 12242587:solusd:triple_med_gx:lsma255_105 | 12242587:SOLUSD |
|---|---|---|
| MTD | 0.0% | -1.7% |
| 3M | 28.63% | 42.36% |
| 6M | 84.15% | -30.27% |
| YTD | 84.15% | -19.37% |
| 1Y | 142.3% | 15.68% |
| 3Y (ann.) | 115.6% | -8.01% |
| 5Y (ann.) | 115.6% | -8.01% |
| Metric | 12242587:solusd:triple_med_gx:lsma255_105 | 12242587:SOLUSD |
|---|---|---|
| Max Drawdown | -29.83% | -64.93% |
| Longest DD Days | 109.0 | 170.0 |
| Avg. Drawdown | -5.09% | -11.98% |
| Avg. Drawdown Days | 12.0 | 23.0 |
| Recovery Factor | 4.46 | -0.14 |
| 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 |
| 2025-04-14 | 2025-05-08 | -12.28 | 24 |
| 2024-11-29 | 2025-01-15 | -10.11 | 47 |
| 2025-02-04 | 2025-03-24 | -9.37 | 48 |
| 2024-06-05 | 2024-07-15 | -9.09 | 40 |
| 2025-05-14 | 2025-07-08 | -8.88 | 55 |
| 2024-11-12 | 2024-11-29 | -6.62 | 17 |
| 2025-02-02 | 2025-02-03 | -5.74 | 1 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| Metric | 12242587:solusd:triple_med_gx:lsma255_105 | 12242587:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 21.78% | 21.25% |
| Worst Week | -8.74% | -17.1% |
| Best Month | 40.56% | 41.15% |
| Worst Month | -14.35% | -36.08% |
| Best Year | 84.15% | 13.13% |
| Worst Year | 26.56% | -19.37% |
| Avg. Up Day | 1.96% | 1.96% |
| Avg. Down Day | -1.46% | -1.5% |
| Avg. Up Week | 10.47% | 11.42% |
| Avg. Down Week | -3.46% | -8.02% |
| Avg. Up Month | 18.73% | 19.34% |
| Avg. Down Month | -6.67% | -22.53% |
| Win Days % | 50.0% | 49.16% |
| Win Month % | 63.64% | 50.0% |
| Win Week % | 61.54% | 50.85% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |