| Metric | 12244416:solusd:triple_med_gx:lsma280_110 | 12244416:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 128.05% | 15.38% |
| Max Drawdown | -28.94% | -61.75% |
| Sharpe | 1.54 | 0.55 |
| Sortino | 2.66 | 0.81 |
| Payoff Ratio | 1.41 | 1.41 |
| Profit Factor | 1.65 | 1.08 |
| Common Sense Ratio | 2.69 | 1.17 |
| CPC Index | 1.26 | 0.74 |
| Tail Ratio | 1.63 | 1.08 |
| Outlier Win Ratio | 19.5 | 3.07 |
| Outlier Loss Ratio | 3.02 | 2.54 |
| Volatility (ann.) | 45.54% | 85.83% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.84 | 0.18 |
| Skew | 1.72 | 0.14 |
| Kurtosis | 30.1 | 3.01 |
| Expected Daily % | 0.16% | 0.03% |
| Expected Monthly % | 4.97% | 0.85% |
| Expected Yearly % | 51.01% | 7.42% |
| Kelly Criterion | 21.51% | 12.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.73% | -7.26% |
| Expected Shortfall (cVaR) | -3.73% | -7.26% |
| Year | 12244416:SOLUSD | 12244416:solusd:triple_med_gx:lsma280_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 30.02 | 2.35 | + |
| 2025 | 2.31 | 75.40 | 32.70 | + |
| Metric | 12244416:solusd:triple_med_gx:lsma280_110 | 12244416:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | -5.06% | 20.18% |
| 6M | 9.12% | 46.71% |
| YTD | 75.4% | 2.31% |
| 1Y | 143.5% | 24.83% |
| 3Y (ann.) | 82.1% | 10.96% |
| 5Y (ann.) | 82.1% | 10.96% |
| Metric | 12244416:solusd:triple_med_gx:lsma280_110 | 12244416:SOLUSD |
|---|---|---|
| Max Drawdown | -28.94% | -61.75% |
| Longest DD Days | 153.0 | 269.0 |
| Avg. Drawdown | -8.98% | -16.47% |
| Avg. Drawdown Days | 40.0 | 44.0 |
| Recovery Factor | 4.43 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-11-06 | -28.94 | 153 |
| 2025-04-06 | 2025-04-12 | -15.57 | 6 |
| 2025-05-27 | 2025-09-12 | -14.52 | 108 |
| 2025-09-15 | 2025-10-16 | -12.01 | 31 |
| 2025-04-15 | 2025-05-09 | -8.95 | 24 |
| 2024-12-01 | 2025-01-18 | -6.41 | 48 |
| 2025-02-03 | 2025-03-24 | -5.74 | 49 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2024-06-02 | 2024-06-05 | -1.53 | 3 |
| 2025-05-15 | 2025-05-26 | -1.14 | 11 |
| Metric | 12244416:solusd:triple_med_gx:lsma280_110 | 12244416:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 27.74% | 25.06% |
| Worst Week | -10.67% | -26.95% |
| Best Month | 44.45% | 39.21% |
| Worst Month | -10.83% | -46.12% |
| Best Year | 75.4% | 12.78% |
| Worst Year | 30.02% | 2.31% |
| Avg. Up Day | 3.85% | 4.08% |
| Avg. Down Day | -2.72% | -2.89% |
| Avg. Up Week | 7.85% | 10.94% |
| Avg. Down Week | -4.74% | -8.53% |
| Avg. Up Month | 19.97% | 21.8% |
| Avg. Down Month | -6.61% | -27.7% |
| Win Days % | 54.03% | 48.8% |
| Win Month % | 50.0% | 58.82% |
| Win Week % | 63.64% | 50.68% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |