| Metric | 12244356:solusd:triple_med_gx:lsma270_110 | 12244356:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 74.97% | 19.47% |
| Max Drawdown | -34.48% | -64.93% |
| Sharpe | 0.61 | 0.29 |
| Sortino | 1.0 | 0.44 |
| Payoff Ratio | 1.26 | 1.24 |
| Profit Factor | 1.24 | 1.05 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.76 | 0.64 |
| Tail Ratio | 1.07 | 1.03 |
| Outlier Win Ratio | 21.95 | 2.94 |
| Outlier Loss Ratio | 3.18 | 3.0 |
| Volatility (ann.) | 22.1% | 42.69% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.63 | 0.24 |
| Skew | 2.48 | 0.62 |
| Kurtosis | 61.13 | 8.27 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.56% | 1.12% |
| Expected Yearly % | 32.28% | 9.3% |
| Kelly Criterion | 7.99% | 8.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.87% | -3.64% |
| Expected Shortfall (cVaR) | -1.87% | -3.64% |
| Year | 12244356:SOLUSD | 12244356:solusd:triple_med_gx:lsma270_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -3.35 | -0.25 | - |
| 2025 | 5.60 | 81.03 | 14.46 | + |
| Metric | 12244356:solusd:triple_med_gx:lsma270_110 | 12244356:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -12.19% | 26.39% |
| 6M | 28.93% | 38.87% |
| YTD | 81.03% | 5.6% |
| 1Y | 124.99% | 47.35% |
| 3Y (ann.) | 56.33% | 15.27% |
| 5Y (ann.) | 56.33% | 15.27% |
| Metric | 12244356:solusd:triple_med_gx:lsma270_110 | 12244356:SOLUSD |
|---|---|---|
| Max Drawdown | -34.48% | -64.93% |
| Longest DD Days | 183.0 | 224.0 |
| Avg. Drawdown | -6.01% | -11.98% |
| Avg. Drawdown Days | 20.0 | 26.0 |
| Recovery Factor | 2.17 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-01-15 | -34.48 | 183 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-07-18 | 2025-09-01 | -16.17 | 45 |
| 2025-01-19 | 2025-04-04 | -12.00 | 75 |
| 2024-06-05 | 2024-07-16 | -9.70 | 40 |
| 2025-05-01 | 2025-05-08 | -6.09 | 6 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2025-04-14 | 2025-04-30 | -3.07 | 16 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2025-05-24 | 2025-05-26 | -2.97 | 1 |
| Metric | 12244356:solusd:triple_med_gx:lsma270_110 | 12244356: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 | 44.91% | 41.15% |
| Worst Month | -23.75% | -36.08% |
| Best Year | 81.03% | 13.13% |
| Worst Year | -3.35% | 5.6% |
| Avg. Up Day | 1.86% | 1.87% |
| Avg. Down Day | -1.48% | -1.51% |
| Avg. Up Week | 10.53% | 12.24% |
| Avg. Down Week | -4.54% | -8.67% |
| Avg. Up Month | 24.59% | 21.15% |
| Avg. Down Month | -7.44% | -18.15% |
| Win Days % | 48.7% | 49.56% |
| Win Month % | 42.86% | 56.25% |
| Win Week % | 55.17% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |