| Metric | 12244411:solusd:triple_med_gx:lsma245_110 | 12244411:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 134.88% | 15.38% |
| Max Drawdown | -29.4% | -64.93% |
| Sharpe | 0.84 | 0.27 |
| Sortino | 1.39 | 0.4 |
| Payoff Ratio | 1.28 | 1.23 |
| Profit Factor | 1.36 | 1.04 |
| Common Sense Ratio | 1.84 | 1.08 |
| CPC Index | 0.88 | 0.63 |
| Tail Ratio | 1.36 | 1.04 |
| Outlier Win Ratio | 23.41 | 3.03 |
| Outlier Loss Ratio | 3.17 | 2.94 |
| Volatility (ann.) | 21.21% | 42.23% |
| R^2 | 0.25 | 0.25 |
| Calmar | 2.93 | 0.17 |
| Skew | 2.61 | 0.58 |
| Kurtosis | 64.7 | 8.14 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.15% | 0.85% |
| Expected Yearly % | 53.26% | 7.42% |
| Kelly Criterion | 11.7% | 8.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.78% | -3.6% |
| Expected Shortfall (cVaR) | -1.78% | -3.6% |
| Year | 12244411:SOLUSD | 12244411:solusd:triple_med_gx:lsma245_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 19.32 | 1.47 | + |
| 2025 | 1.99 | 96.85 | 48.77 | + |
| Metric | 12244411:solusd:triple_med_gx:lsma245_110 | 12244411:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -7.98% | 17.41% |
| 6M | 13.16% | 52.72% |
| YTD | 96.85% | 1.99% |
| 1Y | 159.86% | 24.46% |
| 3Y (ann.) | 86.06% | 10.96% |
| 5Y (ann.) | 86.06% | 10.96% |
| Metric | 12244411:solusd:triple_med_gx:lsma245_110 | 12244411:SOLUSD |
|---|---|---|
| Max Drawdown | -29.4% | -64.93% |
| Longest DD Days | 109.0 | 269.0 |
| Avg. Drawdown | -4.59% | -11.98% |
| Avg. Drawdown Days | 14.0 | 29.0 |
| Recovery Factor | 4.59 | 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 |
| 2025-05-26 | 2025-09-12 | -13.33 | 109 |
| 2025-09-14 | 2025-10-16 | -11.46 | 31 |
| 2025-04-14 | 2025-05-08 | -10.58 | 24 |
| 2025-01-19 | 2025-03-24 | -10.47 | 63 |
| 2024-11-29 | 2025-01-15 | -9.02 | 47 |
| 2024-06-05 | 2024-07-15 | -5.78 | 40 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-07-16 | 2024-07-19 | -4.14 | 2 |
| Metric | 12244411:solusd:triple_med_gx:lsma245_110 | 12244411:SOLUSD |
|---|---|---|
| Best Day | 15.74% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 23.62% | 21.25% |
| Worst Week | -12.02% | -18.95% |
| Best Month | 44.91% | 41.15% |
| Worst Month | -17.43% | -36.08% |
| Best Year | 96.85% | 13.13% |
| Worst Year | 19.32% | 1.99% |
| Avg. Up Day | 1.85% | 1.86% |
| Avg. Down Day | -1.45% | -1.51% |
| Avg. Up Week | 12.63% | 13.27% |
| Avg. Down Week | -3.87% | -7.43% |
| Avg. Up Month | 18.79% | 17.16% |
| Avg. Down Month | -6.44% | -22.53% |
| Win Days % | 50.38% | 49.58% |
| Win Month % | 53.33% | 58.82% |
| Win Week % | 50.0% | 53.42% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |