| Metric | 12244363:solusd:triple_med_gx:lsma280_110 | 12244363:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 74.02% | 15.38% |
| Max Drawdown | -36.73% | -61.75% |
| Sharpe | 1.1 | 0.55 |
| Sortino | 1.84 | 0.81 |
| Payoff Ratio | 1.38 | 1.4 |
| Profit Factor | 1.43 | 1.08 |
| Common Sense Ratio | 1.79 | 1.17 |
| CPC Index | 1.01 | 0.74 |
| Tail Ratio | 1.25 | 1.08 |
| Outlier Win Ratio | 20.54 | 3.07 |
| Outlier Loss Ratio | 2.92 | 2.54 |
| Volatility (ann.) | 45.85% | 85.83% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.35 | 0.18 |
| Skew | 1.62 | 0.14 |
| Kurtosis | 29.08 | 3.01 |
| Expected Daily % | 0.11% | 0.03% |
| Expected Monthly % | 3.31% | 0.85% |
| Expected Yearly % | 31.92% | 7.42% |
| Kelly Criterion | 15.22% | 12.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.81% | -7.26% |
| Expected Shortfall (cVaR) | -3.81% | -7.26% |
| Year | 12244363:SOLUSD | 12244363:solusd:triple_med_gx:lsma280_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -0.92 | -0.07 | - |
| 2025 | 2.31 | 75.63 | 32.80 | + |
| Metric | 12244363:solusd:triple_med_gx:lsma280_110 | 12244363:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | 1.31% | 20.18% |
| 6M | 27.35% | 46.71% |
| YTD | 75.63% | 2.31% |
| 1Y | 116.23% | 24.83% |
| 3Y (ann.) | 49.6% | 10.96% |
| 5Y (ann.) | 49.6% | 10.96% |
| Metric | 12244363:solusd:triple_med_gx:lsma280_110 | 12244363:SOLUSD |
|---|---|---|
| Max Drawdown | -36.73% | -61.75% |
| Longest DD Days | 173.0 | 269.0 |
| Avg. Drawdown | -8.63% | -16.47% |
| Avg. Drawdown Days | 35.0 | 44.0 |
| Recovery Factor | 2.02 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-11-26 | -36.73 | 173 |
| 2025-02-02 | 2025-04-12 | -16.02 | 69 |
| 2025-07-19 | 2025-08-29 | -14.47 | 41 |
| 2025-09-14 | 2025-10-16 | -11.25 | 32 |
| 2024-12-01 | 2025-01-19 | -8.23 | 49 |
| 2025-08-30 | 2025-09-12 | -8.05 | 13 |
| 2024-11-27 | 2024-11-29 | -4.22 | 2 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2025-05-03 | 2025-05-08 | -3.40 | 5 |
| 2025-05-27 | 2025-07-18 | -2.29 | 52 |
| Metric | 12244363:solusd:triple_med_gx:lsma280_110 | 12244363:SOLUSD |
|---|---|---|
| Best Day | 20.59% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 27.74% | 25.06% |
| Worst Week | -14.37% | -26.95% |
| Best Month | 35.88% | 39.21% |
| Worst Month | -15.86% | -46.12% |
| Best Year | 75.63% | 12.78% |
| Worst Year | -0.92% | 2.31% |
| Avg. Up Day | 3.95% | 4.12% |
| Avg. Down Day | -2.86% | -2.94% |
| Avg. Up Week | 10.24% | 11.61% |
| Avg. Down Week | -5.74% | -8.29% |
| Avg. Up Month | 13.78% | 19.32% |
| Avg. Down Month | -10.72% | -27.7% |
| Win Days % | 50.82% | 48.8% |
| Win Month % | 64.29% | 58.82% |
| Win Week % | 50.0% | 50.68% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 50.0% | 100.0% |