| Metric | 12244410:solusd:triple_med_gx:lsma250_110 | 12244410:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 119.85% | 15.38% |
| Max Drawdown | -29.4% | -64.93% |
| Sharpe | 0.77 | 0.27 |
| Sortino | 1.28 | 0.4 |
| Payoff Ratio | 1.26 | 1.21 |
| Profit Factor | 1.32 | 1.04 |
| Common Sense Ratio | 1.72 | 1.08 |
| CPC Index | 0.83 | 0.63 |
| Tail Ratio | 1.3 | 1.04 |
| Outlier Win Ratio | 23.05 | 3.03 |
| Outlier Loss Ratio | 3.18 | 2.99 |
| Volatility (ann.) | 21.44% | 42.23% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.63 | 0.17 |
| Skew | 2.55 | 0.58 |
| Kurtosis | 63.14 | 8.14 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.74% | 0.85% |
| Expected Yearly % | 48.27% | 7.42% |
| Kelly Criterion | 10.42% | 7.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.8% | -3.6% |
| Expected Shortfall (cVaR) | -1.8% | -3.6% |
| Year | 12244410:SOLUSD | 12244410:solusd:triple_med_gx:lsma250_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 16.76 | 1.28 | + |
| 2025 | 1.99 | 88.30 | 44.46 | + |
| Metric | 12244410:solusd:triple_med_gx:lsma250_110 | 12244410:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -8.85% | 17.41% |
| 6M | 13.13% | 52.72% |
| YTD | 88.3% | 1.99% |
| 1Y | 143.82% | 24.46% |
| 3Y (ann.) | 77.32% | 10.96% |
| 5Y (ann.) | 77.32% | 10.96% |
| Metric | 12244410:solusd:triple_med_gx:lsma250_110 | 12244410:SOLUSD |
|---|---|---|
| Max Drawdown | -29.4% | -64.93% |
| Longest DD Days | 97.0 | 269.0 |
| Avg. Drawdown | -4.93% | -11.98% |
| Avg. Drawdown Days | 12.0 | 29.0 |
| Recovery Factor | 4.08 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-08 | -29.40 | 97 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-07-30 | 2025-09-12 | -12.62 | 44 |
| 2025-09-14 | 2025-10-16 | -12.45 | 31 |
| 2024-11-29 | 2025-01-16 | -10.76 | 47 |
| 2025-01-19 | 2025-04-03 | -10.58 | 74 |
| 2025-04-14 | 2025-05-08 | -10.58 | 24 |
| 2024-06-05 | 2024-07-16 | -7.46 | 40 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-07-16 | 2024-07-19 | -4.14 | 2 |
| Metric | 12244410:solusd:triple_med_gx:lsma250_110 | 12244410:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 23.62% | 21.25% |
| Worst Week | -15.08% | -18.95% |
| Best Month | 44.91% | 41.15% |
| Worst Month | -20.3% | -36.08% |
| Best Year | 88.3% | 13.13% |
| Worst Year | 16.76% | 1.99% |
| Avg. Up Day | 1.85% | 1.86% |
| Avg. Down Day | -1.47% | -1.53% |
| Avg. Up Week | 10.67% | 11.64% |
| Avg. Down Week | -4.32% | -7.84% |
| Avg. Up Month | 19.36% | 18.41% |
| Avg. Down Month | -9.11% | -22.53% |
| Win Days % | 50.12% | 49.58% |
| Win Month % | 53.33% | 58.82% |
| Win Week % | 54.55% | 53.42% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |