| Metric | 12242700:solusd:triple_med_gx:lsma260_105 | 12242700:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 79.72% | 15.38% |
| Max Drawdown | -32.24% | -64.93% |
| Sharpe | 0.59 | 0.27 |
| Sortino | 0.96 | 0.4 |
| Payoff Ratio | 1.27 | 1.23 |
| Profit Factor | 1.21 | 1.04 |
| Common Sense Ratio | 1.47 | 1.08 |
| CPC Index | 0.73 | 0.64 |
| Tail Ratio | 1.21 | 1.04 |
| Outlier Win Ratio | 21.2 | 3.14 |
| Outlier Loss Ratio | 3.43 | 3.06 |
| Volatility (ann.) | 22.41% | 42.23% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.65 | 0.17 |
| Skew | 2.43 | 0.58 |
| Kurtosis | 54.97 | 8.14 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.51% | 0.85% |
| Expected Yearly % | 34.06% | 7.42% |
| Kelly Criterion | 6.39% | 8.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -3.6% |
| Expected Shortfall (cVaR) | -1.89% | -3.6% |
| Year | 12242700:SOLUSD | 12242700:solusd:triple_med_gx:lsma260_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 23.04 | 1.75 | + |
| 2025 | 1.99 | 46.06 | 23.19 | + |
| Metric | 12242700:solusd:triple_med_gx:lsma260_105 | 12242700:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -16.57% | 17.41% |
| 6M | -4.65% | 52.72% |
| YTD | 46.06% | 1.99% |
| 1Y | 81.5% | 24.46% |
| 3Y (ann.) | 53.15% | 10.96% |
| 5Y (ann.) | 53.15% | 10.96% |
| Metric | 12242700:solusd:triple_med_gx:lsma260_105 | 12242700:SOLUSD |
|---|---|---|
| Max Drawdown | -32.24% | -64.93% |
| Longest DD Days | 155.0 | 269.0 |
| Avg. Drawdown | -6.26% | -11.98% |
| Avg. Drawdown Days | 20.0 | 29.0 |
| Recovery Factor | 2.47 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -32.24 | 153 |
| 2025-05-14 | 2025-10-16 | -29.30 | 155 |
| 2025-03-25 | 2025-04-12 | -23.09 | 18 |
| 2025-02-04 | 2025-03-24 | -12.43 | 48 |
| 2024-11-29 | 2025-01-15 | -10.11 | 47 |
| 2024-11-12 | 2024-11-29 | -7.92 | 17 |
| 2025-04-17 | 2025-05-08 | -6.63 | 20 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2025-04-13 | 2025-04-14 | -2.95 | 1 |
| Metric | 12242700:solusd:triple_med_gx:lsma260_105 | 12242700: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 | -11.42% | -36.08% |
| Best Year | 46.06% | 13.13% |
| Worst Year | 23.04% | 1.99% |
| Avg. Up Day | 1.78% | 1.79% |
| Avg. Down Day | -1.4% | -1.45% |
| Avg. Up Week | 7.01% | 10.9% |
| Avg. Down Week | -2.87% | -7.27% |
| Avg. Up Month | 16.2% | 19.34% |
| Avg. Down Month | -3.66% | -22.53% |
| Win Days % | 47.63% | 49.58% |
| Win Month % | 50.0% | 58.82% |
| Win Week % | 51.43% | 53.42% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |