| Metric | 12244306:solusd:triple_med_gx:lsma280_110 | 12244306:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 13.49% | 19.47% |
| Max Drawdown | -34.49% | -64.93% |
| Sharpe | 0.22 | 0.29 |
| Sortino | 0.35 | 0.44 |
| Payoff Ratio | 1.21 | 1.15 |
| Profit Factor | 1.08 | 1.05 |
| Common Sense Ratio | 1.1 | 1.07 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.01 | 1.03 |
| Outlier Win Ratio | 23.75 | 2.86 |
| Outlier Loss Ratio | 3.26 | 3.11 |
| Volatility (ann.) | 21.69% | 42.69% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.31 | 0.24 |
| Skew | 2.32 | 0.62 |
| Kurtosis | 65.85 | 8.27 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.79% | 1.12% |
| Expected Yearly % | 6.53% | 9.3% |
| Kelly Criterion | 2.23% | 5.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.85% | -3.64% |
| Expected Shortfall (cVaR) | -1.85% | -3.64% |
| Year | 12244306:SOLUSD | 12244306:solusd:triple_med_gx:lsma280_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -9.47 | -0.72 | - |
| 2025 | 5.60 | 25.37 | 4.53 | + |
| Metric | 12244306:solusd:triple_med_gx:lsma280_110 | 12244306:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -16.64% | 26.39% |
| 6M | 8.13% | 38.87% |
| YTD | 25.37% | 5.6% |
| 1Y | 48.1% | 47.35% |
| 3Y (ann.) | 10.64% | 15.27% |
| 5Y (ann.) | 10.64% | 15.27% |
| Metric | 12244306:solusd:triple_med_gx:lsma280_110 | 12244306:SOLUSD |
|---|---|---|
| Max Drawdown | -34.49% | -64.93% |
| Longest DD Days | 226.0 | 224.0 |
| Avg. Drawdown | -9.66% | -11.98% |
| Avg. Drawdown Days | 50.0 | 26.0 |
| Recovery Factor | 0.39 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-01-18 | -34.49 | 226 |
| 2025-01-19 | 2025-05-08 | -27.82 | 109 |
| 2025-05-11 | 2025-09-01 | -17.79 | 113 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 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 |
| 2025-05-09 | 2025-05-09 | -0.19 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12244306:solusd:triple_med_gx:lsma280_110 | 12244306:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 23.62% | 21.25% |
| Worst Week | -15.08% | -17.1% |
| Best Month | 28.36% | 41.15% |
| Worst Month | -24.52% | -36.08% |
| Best Year | 25.37% | 13.13% |
| Worst Year | -9.47% | 5.6% |
| Avg. Up Day | 1.78% | 1.79% |
| Avg. Down Day | -1.48% | -1.56% |
| Avg. Up Week | 12.84% | 15.79% |
| Avg. Down Week | -6.73% | -8.48% |
| Avg. Up Month | 19.58% | 21.15% |
| Avg. Down Month | -10.16% | -18.15% |
| Win Days % | 46.56% | 49.56% |
| Win Month % | 42.86% | 56.25% |
| Win Week % | 50.0% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |