| Metric | 12242690:solusd:triple_med_gx:lsma225_105 | 12242690:SOLUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 54.0% | 15.38% |
| Max Drawdown | -27.95% | -61.75% |
| Sharpe | 0.9 | 0.55 |
| Sortino | 1.5 | 0.81 |
| Payoff Ratio | 1.31 | 1.29 |
| Profit Factor | 1.32 | 1.08 |
| Common Sense Ratio | 1.56 | 1.17 |
| CPC Index | 0.85 | 0.68 |
| Tail Ratio | 1.18 | 1.08 |
| Outlier Win Ratio | 19.56 | 3.07 |
| Outlier Loss Ratio | 3.12 | 2.59 |
| Volatility (ann.) | 46.28% | 85.83% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.32 | 0.18 |
| Skew | 1.58 | 0.14 |
| Kurtosis | 27.74 | 3.01 |
| Expected Daily % | 0.09% | 0.03% |
| Expected Monthly % | 2.57% | 0.85% |
| Expected Yearly % | 24.1% | 7.42% |
| Kelly Criterion | 9.81% | 9.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.87% | -7.26% |
| Expected Shortfall (cVaR) | -3.87% | -7.26% |
| Year | 12242690:SOLUSD | 12242690:solusd:triple_med_gx:lsma225_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 9.99 | 0.78 | - |
| 2025 | 2.31 | 40.02 | 17.36 | + |
| Metric | 12242690:solusd:triple_med_gx:lsma225_105 | 12242690:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | -17.91% | 20.18% |
| 6M | -5.24% | 46.71% |
| YTD | 40.02% | 2.31% |
| 1Y | 59.58% | 24.83% |
| 3Y (ann.) | 36.88% | 10.96% |
| 5Y (ann.) | 36.88% | 10.96% |
| Metric | 12242690:solusd:triple_med_gx:lsma225_105 | 12242690:SOLUSD |
|---|---|---|
| Max Drawdown | -27.95% | -61.75% |
| Longest DD Days | 154.0 | 269.0 |
| Avg. Drawdown | -11.01% | -16.47% |
| Avg. Drawdown Days | 44.0 | 44.0 |
| Recovery Factor | 1.93 | 0.25 |
| Ulcer Index | 1.02 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-03 | 2024-11-06 | -27.95 | 95 |
| 2025-05-15 | 2025-10-16 | -23.28 | 154 |
| 2025-02-06 | 2025-04-14 | -23.08 | 67 |
| 2024-12-01 | 2025-01-17 | -9.72 | 47 |
| 2024-11-12 | 2024-11-30 | -6.86 | 18 |
| 2025-04-15 | 2025-04-17 | -5.65 | 2 |
| 2024-06-06 | 2024-07-20 | -5.38 | 44 |
| 2025-05-03 | 2025-05-09 | -4.34 | 6 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2025-02-03 | 2025-02-04 | -0.18 | 1 |
| Metric | 12242690:solusd:triple_med_gx:lsma225_105 | 12242690:SOLUSD |
|---|---|---|
| Best Day | 20.59% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 25.11% | 25.06% |
| Worst Week | -13.11% | -26.95% |
| Best Month | 42.44% | 39.21% |
| Worst Month | -13.11% | -46.12% |
| Best Year | 40.02% | 12.78% |
| Worst Year | 9.99% | 2.31% |
| Avg. Up Day | 3.77% | 4.01% |
| Avg. Down Day | -2.88% | -3.11% |
| Avg. Up Week | 8.67% | 10.37% |
| Avg. Down Week | -4.65% | -8.29% |
| Avg. Up Month | 16.27% | 21.8% |
| Avg. Down Month | -8.9% | -31.05% |
| Win Days % | 48.91% | 48.8% |
| Win Month % | 53.33% | 58.82% |
| Win Week % | 44.44% | 50.68% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |