| Metric | 12244520:solusd:triple_med_gx:lsma235_110 | 12244520:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 134.76% | 15.38% |
| Max Drawdown | -23.28% | -61.75% |
| Sharpe | 1.59 | 0.55 |
| Sortino | 2.8 | 0.81 |
| Payoff Ratio | 1.51 | 1.4 |
| Profit Factor | 1.7 | 1.08 |
| Common Sense Ratio | 2.96 | 1.17 |
| CPC Index | 1.35 | 0.74 |
| Tail Ratio | 1.74 | 1.08 |
| Outlier Win Ratio | 19.86 | 3.07 |
| Outlier Loss Ratio | 2.8 | 2.39 |
| Volatility (ann.) | 45.35% | 85.83% |
| R^2 | 0.28 | 0.28 |
| Calmar | 3.69 | 0.18 |
| Skew | 1.78 | 0.14 |
| Kurtosis | 29.88 | 3.01 |
| Expected Daily % | 0.17% | 0.03% |
| Expected Monthly % | 5.15% | 0.85% |
| Expected Yearly % | 53.22% | 7.42% |
| Kelly Criterion | 21.21% | 12.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.71% | -7.26% |
| Expected Shortfall (cVaR) | -3.71% | -7.26% |
| Year | 12244520:SOLUSD | 12244520:solusd:triple_med_gx:lsma235_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 30.75 | 2.41 | + |
| 2025 | 2.31 | 79.54 | 34.50 | + |
| Metric | 12244520:solusd:triple_med_gx:lsma235_110 | 12244520:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | -15.55% | 20.18% |
| 6M | 4.45% | 46.71% |
| YTD | 79.54% | 2.31% |
| 1Y | 127.67% | 24.83% |
| 3Y (ann.) | 85.98% | 10.96% |
| 5Y (ann.) | 85.98% | 10.96% |
| Metric | 12244520:solusd:triple_med_gx:lsma235_110 | 12244520:SOLUSD |
|---|---|---|
| Max Drawdown | -23.28% | -61.75% |
| Longest DD Days | 95.0 | 269.0 |
| Avg. Drawdown | -6.91% | -16.47% |
| Avg. Drawdown Days | 25.0 | 44.0 |
| Recovery Factor | 5.79 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-03 | 2024-11-06 | -23.28 | 95 |
| 2025-07-19 | 2025-10-16 | -18.86 | 89 |
| 2025-04-06 | 2025-04-12 | -15.57 | 6 |
| 2024-12-01 | 2025-01-17 | -9.72 | 47 |
| 2024-11-13 | 2024-11-14 | -6.07 | 1 |
| 2025-04-15 | 2025-04-17 | -5.65 | 2 |
| 2024-06-06 | 2024-07-20 | -4.88 | 44 |
| 2025-05-03 | 2025-05-09 | -4.34 | 6 |
| 2025-03-27 | 2025-04-05 | -3.71 | 9 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| Metric | 12244520:solusd:triple_med_gx:lsma235_110 | 12244520:SOLUSD |
|---|---|---|
| Best Day | 20.59% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 25.11% | 25.06% |
| Worst Week | -8.54% | -26.95% |
| Best Month | 41.95% | 39.21% |
| Worst Month | -9.73% | -46.12% |
| Best Year | 79.54% | 12.78% |
| Worst Year | 30.75% | 2.31% |
| Avg. Up Day | 4.29% | 4.33% |
| Avg. Down Day | -2.85% | -3.09% |
| Avg. Up Week | 9.45% | 10.93% |
| Avg. Down Week | -5.41% | -7.34% |
| Avg. Up Month | 23.29% | 21.8% |
| Avg. Down Month | -5.99% | -21.56% |
| Win Days % | 52.63% | 48.8% |
| Win Month % | 53.33% | 58.82% |
| Win Week % | 62.5% | 50.68% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |