| Metric | 12244425:solusd:triple_med_gx:lsma295_110 | 12244425:SOLUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 106.09% | 15.38% |
| Max Drawdown | -28.51% | -61.75% |
| Sharpe | 1.38 | 0.55 |
| Sortino | 2.35 | 0.81 |
| Payoff Ratio | 1.42 | 1.4 |
| Profit Factor | 1.55 | 1.08 |
| Common Sense Ratio | 2.26 | 1.17 |
| CPC Index | 1.16 | 0.74 |
| Tail Ratio | 1.45 | 1.08 |
| Outlier Win Ratio | 19.54 | 3.07 |
| Outlier Loss Ratio | 3.02 | 2.54 |
| Volatility (ann.) | 45.49% | 85.83% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.43 | 0.18 |
| Skew | 1.69 | 0.14 |
| Kurtosis | 30.18 | 3.01 |
| Expected Daily % | 0.14% | 0.03% |
| Expected Monthly % | 4.35% | 0.85% |
| Expected Yearly % | 43.56% | 7.42% |
| Kelly Criterion | 19.41% | 12.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.74% | -7.26% |
| Expected Shortfall (cVaR) | -3.74% | -7.26% |
| Year | 12244425:SOLUSD | 12244425:solusd:triple_med_gx:lsma295_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 35.05 | 2.74 | + |
| 2025 | 2.31 | 52.60 | 22.81 | + |
| Metric | 12244425:solusd:triple_med_gx:lsma295_110 | 12244425:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | -7.49% | 20.18% |
| 6M | 4.31% | 46.71% |
| YTD | 52.6% | 2.31% |
| 1Y | 107.15% | 24.83% |
| 3Y (ann.) | 69.18% | 10.96% |
| 5Y (ann.) | 69.18% | 10.96% |
| Metric | 12244425:solusd:triple_med_gx:lsma295_110 | 12244425:SOLUSD |
|---|---|---|
| Max Drawdown | -28.51% | -61.75% |
| Longest DD Days | 153.0 | 269.0 |
| Avg. Drawdown | -8.79% | -16.47% |
| Avg. Drawdown Days | 44.0 | 44.0 |
| Recovery Factor | 3.72 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-11-06 | -28.51 | 153 |
| 2025-05-27 | 2025-10-16 | -16.15 | 142 |
| 2025-04-06 | 2025-04-12 | -15.57 | 6 |
| 2025-04-15 | 2025-05-09 | -8.95 | 24 |
| 2024-12-01 | 2025-01-19 | -6.41 | 49 |
| 2025-02-03 | 2025-03-25 | -5.74 | 50 |
| 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 |
| 2024-11-11 | 2024-11-12 | -0.30 | 1 |
| Metric | 12244425:solusd:triple_med_gx:lsma295_110 | 12244425:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 25.11% | 25.06% |
| Worst Week | -11.14% | -26.95% |
| Best Month | 44.45% | 39.21% |
| Worst Month | -11.3% | -46.12% |
| Best Year | 52.6% | 12.78% |
| Worst Year | 35.05% | 2.31% |
| Avg. Up Day | 3.81% | 4.06% |
| Avg. Down Day | -2.69% | -2.9% |
| Avg. Up Week | 8.12% | 10.88% |
| Avg. Down Week | -5.19% | -8.53% |
| Avg. Up Month | 19.55% | 21.8% |
| Avg. Down Month | -7.26% | -27.7% |
| Win Days % | 52.76% | 48.8% |
| Win Month % | 50.0% | 58.82% |
| Win Week % | 62.5% | 50.68% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |