| Metric | 12242694:solusd:triple_med_gx:lsma240_105 | 12242694:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 33.41% | 15.38% |
| Max Drawdown | -33.03% | -64.93% |
| Sharpe | 0.35 | 0.27 |
| Sortino | 0.56 | 0.4 |
| Payoff Ratio | 1.23 | 1.2 |
| Profit Factor | 1.13 | 1.04 |
| Common Sense Ratio | 1.2 | 1.08 |
| CPC Index | 0.64 | 0.62 |
| Tail Ratio | 1.07 | 1.04 |
| Outlier Win Ratio | 23.11 | 3.08 |
| Outlier Loss Ratio | 3.42 | 3.05 |
| Volatility (ann.) | 21.86% | 42.23% |
| R^2 | 0.27 | 0.27 |
| Calmar | 0.71 | 0.17 |
| Skew | 2.52 | 0.58 |
| Kurtosis | 60.54 | 8.14 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.71% | 0.85% |
| Expected Yearly % | 15.5% | 7.42% |
| Kelly Criterion | 2.57% | 7.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.86% | -3.6% |
| Expected Shortfall (cVaR) | -1.86% | -3.6% |
| Year | 12242694:SOLUSD | 12242694:solusd:triple_med_gx:lsma240_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -0.62 | -0.05 | - |
| 2025 | 1.99 | 34.25 | 17.24 | + |
| Metric | 12242694:solusd:triple_med_gx:lsma240_105 | 12242694:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -18.77% | 17.41% |
| 6M | -6.78% | 52.72% |
| YTD | 34.25% | 1.99% |
| 1Y | 52.82% | 24.46% |
| 3Y (ann.) | 23.32% | 10.96% |
| 5Y (ann.) | 23.32% | 10.96% |
| Metric | 12242694:solusd:triple_med_gx:lsma240_105 | 12242694:SOLUSD |
|---|---|---|
| Max Drawdown | -33.03% | -64.93% |
| Longest DD Days | 176.0 | 269.0 |
| Avg. Drawdown | -7.37% | -11.98% |
| Avg. Drawdown Days | 32.0 | 29.0 |
| Recovery Factor | 1.01 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-29 | -33.03 | 176 |
| 2025-05-14 | 2025-10-16 | -27.87 | 155 |
| 2025-02-04 | 2025-05-08 | -26.73 | 93 |
| 2024-11-29 | 2025-01-15 | -10.11 | 47 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2025-01-16 | 2025-01-16 | -1.43 | 0 |
| 2025-05-09 | 2025-05-09 | -0.99 | 0 |
| 2025-01-17 | 2025-01-17 | -0.97 | 0 |
| Metric | 12242694:solusd:triple_med_gx:lsma240_105 | 12242694:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.07% | 21.25% |
| Worst Week | -9.47% | -18.95% |
| Best Month | 42.44% | 41.15% |
| Worst Month | -11.91% | -36.08% |
| Best Year | 34.25% | 13.13% |
| Worst Year | -0.62% | 1.99% |
| Avg. Up Day | 1.75% | 1.76% |
| Avg. Down Day | -1.42% | -1.47% |
| Avg. Up Week | 7.49% | 11.55% |
| Avg. Down Week | -3.31% | -7.04% |
| Avg. Up Month | 18.14% | 21.15% |
| Avg. Down Month | -5.16% | -22.53% |
| Win Days % | 46.19% | 49.58% |
| Win Month % | 40.0% | 58.82% |
| Win Week % | 43.24% | 53.42% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 100.0% |