| Metric | 12244466:solusd:triple_med_gx:lsma250_110 | 12244466:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 134.43% | 20.96% |
| Max Drawdown | -26.19% | -64.93% |
| Sharpe | 0.82 | 0.29 |
| Sortino | 1.39 | 0.43 |
| Payoff Ratio | 1.31 | 1.28 |
| Profit Factor | 1.34 | 1.04 |
| Common Sense Ratio | 1.65 | 1.08 |
| CPC Index | 0.86 | 0.66 |
| Tail Ratio | 1.24 | 1.04 |
| Outlier Win Ratio | 22.97 | 3.14 |
| Outlier Loss Ratio | 3.15 | 2.97 |
| Volatility (ann.) | 21.9% | 42.26% |
| R^2 | 0.27 | 0.27 |
| Calmar | 3.29 | 0.23 |
| Skew | 2.87 | 0.58 |
| Kurtosis | 60.5 | 8.13 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.14% | 1.13% |
| Expected Yearly % | 53.11% | 9.98% |
| Kelly Criterion | 10.83% | 10.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.84% | -3.6% |
| Expected Shortfall (cVaR) | -1.84% | -3.6% |
| Year | 12244466:SOLUSD | 12244466:solusd:triple_med_gx:lsma250_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 34.53 | 2.63 | + |
| 2025 | 6.92 | 74.25 | 10.74 | + |
| Metric | 12244466:solusd:triple_med_gx:lsma250_110 | 12244466:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | -17.32% | 24.43% |
| 6M | -6.19% | 56.02% |
| YTD | 74.25% | 6.92% |
| 1Y | 123.05% | 36.69% |
| 3Y (ann.) | 86.26% | 14.9% |
| 5Y (ann.) | 86.26% | 14.9% |
| Metric | 12244466:solusd:triple_med_gx:lsma250_110 | 12244466:SOLUSD |
|---|---|---|
| Max Drawdown | -26.19% | -64.93% |
| Longest DD Days | 153.0 | 268.0 |
| Avg. Drawdown | -5.3% | -11.98% |
| Avg. Drawdown Days | 16.0 | 29.0 |
| Recovery Factor | 5.13 | 0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-19 | 2024-10-19 | -26.19 | 92 |
| 2025-05-14 | 2025-10-14 | -23.84 | 153 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2024-11-29 | 2025-01-15 | -10.11 | 47 |
| 2025-02-04 | 2025-03-24 | -9.37 | 48 |
| 2024-06-05 | 2024-07-19 | -8.54 | 43 |
| 2025-04-14 | 2025-05-08 | -7.40 | 23 |
| 2024-11-12 | 2024-11-29 | -5.99 | 17 |
| 2024-11-02 | 2024-11-05 | -5.14 | 2 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| Metric | 12244466:solusd:triple_med_gx:lsma250_110 | 12244466:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -9.47% | -18.95% |
| Best Month | 51.89% | 41.15% |
| Worst Month | -8.05% | -36.08% |
| Best Year | 74.25% | 13.13% |
| Worst Year | 34.53% | 6.92% |
| Avg. Up Day | 1.93% | 1.94% |
| Avg. Down Day | -1.48% | -1.52% |
| Avg. Up Week | 10.17% | 11.56% |
| Avg. Down Week | -3.55% | -7.79% |
| Avg. Up Month | 18.23% | 18.41% |
| Avg. Down Month | -4.39% | -22.53% |
| Win Days % | 49.51% | 49.63% |
| Win Month % | 53.33% | 58.82% |
| Win Week % | 51.52% | 53.42% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |