| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 105.4% | 15.38% |
| Max Drawdown | -26.16% | -64.93% |
| Sharpe | 0.86 | 0.27 |
| Sortino | 1.45 | 0.4 |
| Payoff Ratio | 1.32 | 1.26 |
| Profit Factor | 1.35 | 1.04 |
| Common Sense Ratio | 1.86 | 1.08 |
| CPC Index | 0.88 | 0.65 |
| Tail Ratio | 1.37 | 1.04 |
| Outlier Win Ratio | 28.23 | 2.98 |
| Outlier Loss Ratio | 3.42 | 2.84 |
| Volatility (ann.) | 16.92% | 42.23% |
| R^2 | 0.16 | 0.16 |
| Calmar | 2.63 | 0.17 |
| Skew | 2.22 | 0.58 |
| Kurtosis | 32.99 | 8.14 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.33% | 0.85% |
| Expected Yearly % | 43.32% | 7.42% |
| Kelly Criterion | 11.04% | 9.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -3.6% |
| Expected Shortfall (cVaR) | -1.42% | -3.6% |
| Year | 12244399:SOLUSD | 12244399:solusd:triple_med_gx:lsma195_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 18.49 | 1.41 | + |
| 2025 | 1.99 | 73.35 | 36.93 | + |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -3.51% | 17.41% |
| 6M | 14.6% | 52.72% |
| YTD | 73.35% | 1.99% |
| 1Y | 141.38% | 24.46% |
| 3Y (ann.) | 68.77% | 10.96% |
| 5Y (ann.) | 68.77% | 10.96% |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Max Drawdown | -26.16% | -64.93% |
| Longest DD Days | 107.0 | 269.0 |
| Avg. Drawdown | -4.7% | -11.98% |
| Avg. Drawdown Days | 20.0 | 29.0 |
| Recovery Factor | 4.03 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-10 | -26.16 | 100 |
| 2025-04-04 | 2025-05-10 | -18.56 | 36 |
| 2025-06-30 | 2025-10-16 | -15.11 | 107 |
| 2025-01-19 | 2025-03-23 | -10.47 | 62 |
| 2024-11-29 | 2025-01-15 | -4.71 | 47 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-07-16 | 2024-07-19 | -4.14 | 2 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-06-01 | 2024-07-15 | -3.03 | 43 |
| 2024-11-28 | 2024-11-29 | -2.89 | 1 |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 23.62% | 21.25% |
| Worst Week | -14.4% | -18.95% |
| Best Month | 44.91% | 41.15% |
| Worst Month | -17.53% | -36.08% |
| Best Year | 73.35% | 13.13% |
| Worst Year | 18.49% | 1.99% |
| Avg. Up Day | 1.73% | 1.73% |
| Avg. Down Day | -1.3% | -1.37% |
| Avg. Up Week | 11.59% | 12.94% |
| Avg. Down Week | -4.97% | -6.88% |
| Avg. Up Month | 20.47% | 16.94% |
| Avg. Down Month | -6.74% | -18.02% |
| Win Days % | 49.3% | 49.58% |
| Win Month % | 56.25% | 58.82% |
| Win Week % | 53.12% | 53.42% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |