| Metric | 12244404:solusd:triple_med_gx:lsma220_110 | 12244404:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 134.3% | 15.38% |
| Max Drawdown | -20.93% | -61.75% |
| Sharpe | 1.81 | 0.55 |
| Sortino | 3.35 | 0.81 |
| Payoff Ratio | 1.51 | 1.3 |
| Profit Factor | 1.87 | 1.08 |
| Common Sense Ratio | 4.84 | 1.17 |
| CPC Index | 1.55 | 0.68 |
| Tail Ratio | 2.59 | 1.08 |
| Outlier Win Ratio | 22.95 | 2.96 |
| Outlier Loss Ratio | 3.16 | 2.39 |
| Volatility (ann.) | 38.05% | 85.83% |
| R^2 | 0.2 | 0.2 |
| Calmar | 4.1 | 0.18 |
| Skew | 2.17 | 0.14 |
| Kurtosis | 29.29 | 3.01 |
| Expected Daily % | 0.17% | 0.03% |
| Expected Monthly % | 5.14% | 0.85% |
| Expected Yearly % | 53.07% | 7.42% |
| Kelly Criterion | 25.53% | 9.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.09% | -7.26% |
| Expected Shortfall (cVaR) | -3.09% | -7.26% |
| Year | 12244404:SOLUSD | 12244404:solusd:triple_med_gx:lsma220_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 27.71 | 2.17 | + |
| 2025 | 2.31 | 83.47 | 36.20 | + |
| Metric | 12244404:solusd:triple_med_gx:lsma220_110 | 12244404:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | -0.04% | 20.18% |
| 6M | 11.64% | 46.71% |
| YTD | 83.47% | 2.31% |
| 1Y | 157.36% | 24.83% |
| 3Y (ann.) | 85.72% | 10.96% |
| 5Y (ann.) | 85.72% | 10.96% |
| Metric | 12244404:solusd:triple_med_gx:lsma220_110 | 12244404:SOLUSD |
|---|---|---|
| Max Drawdown | -20.93% | -61.75% |
| Longest DD Days | 154.0 | 269.0 |
| Avg. Drawdown | -7.74% | -16.47% |
| Avg. Drawdown Days | 38.0 | 44.0 |
| Recovery Factor | 6.42 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-10 | -20.93 | 100 |
| 2025-04-06 | 2025-04-12 | -15.57 | 6 |
| 2025-05-15 | 2025-10-16 | -15.34 | 154 |
| 2025-04-15 | 2025-05-09 | -9.52 | 24 |
| 2025-02-03 | 2025-03-23 | -5.74 | 48 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2024-12-01 | 2025-01-16 | -3.43 | 46 |
| 2024-06-02 | 2024-06-05 | -1.53 | 3 |
| 2024-07-18 | 2024-07-19 | -1.45 | 1 |
| 2024-11-11 | 2024-11-12 | -0.30 | 1 |
| Metric | 12244404:solusd:triple_med_gx:lsma220_110 | 12244404:SOLUSD |
|---|---|---|
| Best Day | 17.78% | 20.8% |
| Worst Day | -15.29% | -18.74% |
| Best Week | 27.74% | 25.06% |
| Worst Week | -14.96% | -26.95% |
| Best Month | 44.91% | 39.21% |
| Worst Month | -15.11% | -46.12% |
| Best Year | 83.47% | 12.78% |
| Worst Year | 27.71% | 2.31% |
| Avg. Up Day | 3.81% | 4.04% |
| Avg. Down Day | -2.53% | -3.11% |
| Avg. Up Week | 10.25% | 11.3% |
| Avg. Down Week | -3.78% | -6.39% |
| Avg. Up Month | 25.34% | 21.03% |
| Avg. Down Month | -6.42% | -31.05% |
| Win Days % | 55.24% | 48.8% |
| Win Month % | 46.67% | 58.82% |
| Win Week % | 56.67% | 50.68% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |