| Metric | 12244425:solusd:triple_med_gx:lsma295_110 | 12244425:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 106.09% | 15.38% |
| Max Drawdown | -30.61% | -64.93% |
| Sharpe | 0.7 | 0.27 |
| Sortino | 1.15 | 0.4 |
| Payoff Ratio | 1.27 | 1.23 |
| Profit Factor | 1.27 | 1.04 |
| Common Sense Ratio | 1.49 | 1.08 |
| CPC Index | 0.79 | 0.63 |
| Tail Ratio | 1.18 | 1.04 |
| Outlier Win Ratio | 20.98 | 3.04 |
| Outlier Loss Ratio | 3.23 | 3.01 |
| Volatility (ann.) | 22.36% | 42.23% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.26 | 0.17 |
| Skew | 2.52 | 0.58 |
| Kurtosis | 56.0 | 8.14 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.35% | 0.85% |
| Expected Yearly % | 43.56% | 7.42% |
| Kelly Criterion | 9.3% | 8.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -3.6% |
| Expected Shortfall (cVaR) | -1.88% | -3.6% |
| Year | 12244425:SOLUSD | 12244425:solusd:triple_med_gx:lsma295_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 35.05 | 2.67 | + |
| 2025 | 1.99 | 52.60 | 26.49 | + |
| Metric | 12244425:solusd:triple_med_gx:lsma295_110 | 12244425:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -7.49% | 17.41% |
| 6M | 8.58% | 52.72% |
| YTD | 52.6% | 1.99% |
| 1Y | 107.15% | 24.46% |
| 3Y (ann.) | 69.18% | 10.96% |
| 5Y (ann.) | 69.18% | 10.96% |
| Metric | 12244425:solusd:triple_med_gx:lsma295_110 | 12244425:SOLUSD |
|---|---|---|
| Max Drawdown | -30.61% | -64.93% |
| Longest DD Days | 153.0 | 269.0 |
| Avg. Drawdown | -5.38% | -11.98% |
| Avg. Drawdown Days | 20.0 | 29.0 |
| Recovery Factor | 3.47 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -30.61 | 153 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-05-27 | 2025-10-16 | -17.51 | 141 |
| 2025-01-19 | 2025-04-04 | -10.84 | 75 |
| 2025-04-14 | 2025-05-08 | -10.58 | 24 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2025-04-13 | 2025-04-14 | -2.95 | 1 |
| Metric | 12244425:solusd:triple_med_gx:lsma295_110 | 12244425:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 23.62% | 21.25% |
| Worst Week | -10.31% | -18.95% |
| Best Month | 40.86% | 41.15% |
| Worst Month | -11.3% | -36.08% |
| Best Year | 52.6% | 13.13% |
| Worst Year | 35.05% | 1.99% |
| Avg. Up Day | 1.82% | 1.82% |
| Avg. Down Day | -1.43% | -1.49% |
| Avg. Up Week | 8.66% | 11.5% |
| Avg. Down Week | -4.41% | -8.42% |
| Avg. Up Month | 16.27% | 17.16% |
| Avg. Down Month | -6.66% | -22.53% |
| Win Days % | 49.23% | 49.58% |
| Win Month % | 57.14% | 58.82% |
| Win Week % | 58.06% | 53.42% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |