| Metric | 12242648:solusd:triple_med_gx:lsma295_105 | 12242648:SOLUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 101.63% | 15.38% |
| Max Drawdown | -28.3% | -61.75% |
| Sharpe | 1.33 | 0.55 |
| Sortino | 2.23 | 0.81 |
| Payoff Ratio | 1.48 | 1.42 |
| Profit Factor | 1.48 | 1.08 |
| Common Sense Ratio | 2.1 | 1.17 |
| CPC Index | 1.08 | 0.75 |
| Tail Ratio | 1.42 | 1.08 |
| Outlier Win Ratio | 17.47 | 3.07 |
| Outlier Loss Ratio | 3.26 | 2.54 |
| Volatility (ann.) | 46.26% | 85.83% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.35 | 0.18 |
| Skew | 1.37 | 0.14 |
| Kurtosis | 25.78 | 3.01 |
| Expected Daily % | 0.14% | 0.03% |
| Expected Monthly % | 4.21% | 0.85% |
| Expected Yearly % | 42.0% | 7.42% |
| Kelly Criterion | 15.09% | 12.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.81% | -7.26% |
| Expected Shortfall (cVaR) | -3.81% | -7.26% |
| Year | 12242648:SOLUSD | 12242648:solusd:triple_med_gx:lsma295_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 40.95 | 3.20 | + |
| 2025 | 2.31 | 43.04 | 18.67 | + |
| Metric | 12242648:solusd:triple_med_gx:lsma295_105 | 12242648:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | -9.18% | 20.18% |
| 6M | -1.14% | 46.71% |
| YTD | 43.04% | 2.31% |
| 1Y | 90.63% | 24.83% |
| 3Y (ann.) | 66.51% | 10.96% |
| 5Y (ann.) | 66.51% | 10.96% |
| Metric | 12242648:solusd:triple_med_gx:lsma295_105 | 12242648:SOLUSD |
|---|---|---|
| Max Drawdown | -28.3% | -61.75% |
| Longest DD Days | 152.0 | 269.0 |
| Avg. Drawdown | -7.27% | -16.47% |
| Avg. Drawdown Days | 30.0 | 44.0 |
| Recovery Factor | 3.59 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-10-15 | -28.30 | 131 |
| 2025-05-17 | 2025-10-16 | -24.44 | 152 |
| 2025-04-06 | 2025-04-12 | -15.57 | 6 |
| 2025-02-06 | 2025-03-24 | -6.64 | 46 |
| 2024-12-01 | 2025-01-18 | -6.41 | 48 |
| 2024-11-13 | 2024-11-29 | -6.07 | 16 |
| 2025-04-15 | 2025-04-17 | -5.65 | 2 |
| 2025-04-18 | 2025-05-09 | -4.61 | 21 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2025-02-03 | 2025-02-04 | -3.34 | 1 |
| Metric | 12242648:solusd:triple_med_gx:lsma295_105 | 12242648:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 22.85% | 25.06% |
| Worst Week | -11.97% | -26.95% |
| Best Month | 34.38% | 39.21% |
| Worst Month | -8.94% | -46.12% |
| Best Year | 43.04% | 12.78% |
| Worst Year | 40.95% | 2.31% |
| Avg. Up Day | 3.77% | 4.03% |
| Avg. Down Day | -2.55% | -2.84% |
| Avg. Up Week | 8.64% | 10.91% |
| Avg. Down Week | -4.26% | -8.29% |
| Avg. Up Month | 14.65% | 21.46% |
| Avg. Down Month | -5.62% | -27.7% |
| Win Days % | 49.32% | 48.8% |
| Win Month % | 57.14% | 58.82% |
| Win Week % | 48.65% | 50.68% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |