| Metric | 12244299:solusd:triple_med_gx:lsma265_110 | 12244299:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 24.79% | 19.47% |
| Max Drawdown | -33.97% | -64.93% |
| Sharpe | 0.31 | 0.29 |
| Sortino | 0.49 | 0.44 |
| Payoff Ratio | 1.18 | 1.13 |
| Profit Factor | 1.12 | 1.05 |
| Common Sense Ratio | 1.23 | 1.07 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 1.09 | 1.03 |
| Outlier Win Ratio | 24.84 | 2.89 |
| Outlier Loss Ratio | 3.15 | 2.99 |
| Volatility (ann.) | 20.97% | 42.69% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.57 | 0.24 |
| Skew | 2.08 | 0.62 |
| Kurtosis | 68.85 | 8.27 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.39% | 1.12% |
| Expected Yearly % | 11.71% | 9.3% |
| Kelly Criterion | 3.75% | 5.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.79% | -3.64% |
| Expected Shortfall (cVaR) | -1.79% | -3.64% |
| Year | 12244299:SOLUSD | 12244299:solusd:triple_med_gx:lsma265_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -13.89 | -1.06 | - |
| 2025 | 5.60 | 44.93 | 8.02 | + |
| Metric | 12244299:solusd:triple_med_gx:lsma265_110 | 12244299:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -15.84% | 26.39% |
| 6M | 6.05% | 38.87% |
| YTD | 44.93% | 5.6% |
| 1Y | 44.78% | 47.35% |
| 3Y (ann.) | 19.35% | 15.27% |
| 5Y (ann.) | 19.35% | 15.27% |
| Metric | 12244299:solusd:triple_med_gx:lsma265_110 | 12244299:SOLUSD |
|---|---|---|
| Max Drawdown | -33.97% | -64.93% |
| Longest DD Days | 185.0 | 224.0 |
| Avg. Drawdown | -8.15% | -11.98% |
| Avg. Drawdown Days | 37.0 | 26.0 |
| Recovery Factor | 0.73 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-01-18 | -33.97 | 185 |
| 2025-01-19 | 2025-05-08 | -25.95 | 108 |
| 2025-05-11 | 2025-09-01 | -18.64 | 113 |
| 2024-06-05 | 2024-07-15 | -9.70 | 39 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2024-07-16 | 2024-07-16 | -2.48 | 0 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| 2025-05-09 | 2025-05-09 | -0.99 | 0 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2024-07-15 | 2024-07-15 | -0.25 | 0 |
| Metric | 12244299:solusd:triple_med_gx:lsma265_110 | 12244299:SOLUSD |
|---|---|---|
| Best Day | 15.74% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 23.62% | 21.25% |
| Worst Week | -12.02% | -17.1% |
| Best Month | 46.15% | 41.15% |
| Worst Month | -21.81% | -36.08% |
| Best Year | 44.93% | 13.13% |
| Worst Year | -13.89% | 5.6% |
| Avg. Up Day | 1.75% | 1.77% |
| Avg. Down Day | -1.48% | -1.56% |
| Avg. Up Week | 12.25% | 15.79% |
| Avg. Down Week | -4.41% | -8.19% |
| Avg. Up Month | 18.74% | 21.15% |
| Avg. Down Month | -6.33% | -17.78% |
| Win Days % | 47.8% | 49.56% |
| Win Month % | 35.71% | 56.25% |
| Win Week % | 42.86% | 53.73% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |