| Metric | 12244409:solusd:triple_med_gx:lsma235_110 | 12244409:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 112.43% | 15.38% |
| Max Drawdown | -32.44% | -61.75% |
| Sharpe | 1.52 | 0.55 |
| Sortino | 2.49 | 0.81 |
| Payoff Ratio | 1.38 | 1.3 |
| Profit Factor | 1.67 | 1.08 |
| Common Sense Ratio | 3.77 | 1.17 |
| CPC Index | 1.27 | 0.69 |
| Tail Ratio | 2.26 | 1.08 |
| Outlier Win Ratio | 21.41 | 2.96 |
| Outlier Loss Ratio | 2.88 | 2.5 |
| Volatility (ann.) | 41.57% | 85.83% |
| R^2 | 0.22 | 0.22 |
| Calmar | 2.25 | 0.18 |
| Skew | 0.7 | 0.14 |
| Kurtosis | 28.46 | 3.01 |
| Expected Daily % | 0.15% | 0.03% |
| Expected Monthly % | 4.53% | 0.85% |
| Expected Yearly % | 45.75% | 7.42% |
| Kelly Criterion | 23.11% | 9.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.41% | -7.26% |
| Expected Shortfall (cVaR) | -3.41% | -7.26% |
| Year | 12244409:SOLUSD | 12244409:solusd:triple_med_gx:lsma235_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 5.94 | 0.46 | - |
| 2025 | 2.31 | 100.52 | 43.60 | + |
| Metric | 12244409:solusd:triple_med_gx:lsma235_110 | 12244409:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | -4.83% | 20.18% |
| 6M | 10.64% | 46.71% |
| YTD | 100.52% | 2.31% |
| 1Y | 171.13% | 24.83% |
| 3Y (ann.) | 72.95% | 10.96% |
| 5Y (ann.) | 72.95% | 10.96% |
| Metric | 12244409:solusd:triple_med_gx:lsma235_110 | 12244409:SOLUSD |
|---|---|---|
| Max Drawdown | -32.44% | -61.75% |
| Longest DD Days | 167.0 | 269.0 |
| Avg. Drawdown | -8.45% | -16.47% |
| Avg. Drawdown Days | 40.0 | 44.0 |
| Recovery Factor | 3.47 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-01-16 | -32.44 | 167 |
| 2025-04-06 | 2025-04-12 | -15.57 | 6 |
| 2025-05-27 | 2025-09-14 | -13.55 | 110 |
| 2025-04-15 | 2025-05-09 | -8.95 | 24 |
| 2025-09-15 | 2025-10-16 | -8.43 | 31 |
| 2025-02-03 | 2025-03-23 | -5.74 | 48 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2024-06-02 | 2024-06-05 | -1.53 | 3 |
| 2024-07-18 | 2024-07-19 | -1.45 | 1 |
| 2025-05-15 | 2025-05-26 | -1.14 | 11 |
| Metric | 12244409:solusd:triple_med_gx:lsma235_110 | 12244409:SOLUSD |
|---|---|---|
| Best Day | 17.78% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 27.74% | 25.06% |
| Worst Week | -28.66% | -26.95% |
| Best Month | 44.91% | 39.21% |
| Worst Month | -28.79% | -46.12% |
| Best Year | 100.52% | 12.78% |
| Worst Year | 5.94% | 2.31% |
| Avg. Up Day | 3.86% | 4.01% |
| Avg. Down Day | -2.8% | -3.09% |
| Avg. Up Week | 10.13% | 11.62% |
| Avg. Down Week | -6.48% | -7.82% |
| Avg. Up Month | 19.11% | 19.07% |
| Avg. Down Month | -12.17% | -31.05% |
| Win Days % | 55.45% | 48.8% |
| Win Month % | 60.0% | 58.82% |
| Win Week % | 63.33% | 50.68% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |