| Metric | 12244525:solusd:triple_med_gx:lsma260_110 | 12244525:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 127.8% | 15.38% |
| Max Drawdown | -23.28% | -61.75% |
| Sharpe | 1.53 | 0.55 |
| Sortino | 2.69 | 0.81 |
| Payoff Ratio | 1.44 | 1.45 |
| Profit Factor | 1.64 | 1.08 |
| Common Sense Ratio | 2.76 | 1.17 |
| CPC Index | 1.22 | 0.76 |
| Tail Ratio | 1.68 | 1.08 |
| Outlier Win Ratio | 19.19 | 3.07 |
| Outlier Loss Ratio | 3.07 | 2.5 |
| Volatility (ann.) | 45.72% | 85.83% |
| R^2 | 0.28 | 0.28 |
| Calmar | 3.52 | 0.18 |
| Skew | 1.77 | 0.14 |
| Kurtosis | 29.38 | 3.01 |
| Expected Daily % | 0.16% | 0.03% |
| Expected Monthly % | 4.96% | 0.85% |
| Expected Yearly % | 50.93% | 7.42% |
| Kelly Criterion | 18.0% | 13.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.74% | -7.26% |
| Expected Shortfall (cVaR) | -3.74% | -7.26% |
| Year | 12244525:SOLUSD | 12244525:solusd:triple_med_gx:lsma260_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 33.03 | 2.58 | + |
| 2025 | 2.31 | 71.23 | 30.89 | + |
| Metric | 12244525:solusd:triple_med_gx:lsma260_110 | 12244525:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | -13.08% | 20.18% |
| 6M | 3.49% | 46.71% |
| YTD | 71.23% | 2.31% |
| 1Y | 116.05% | 24.83% |
| 3Y (ann.) | 81.96% | 10.96% |
| 5Y (ann.) | 81.96% | 10.96% |
| Metric | 12244525:solusd:triple_med_gx:lsma260_110 | 12244525:SOLUSD |
|---|---|---|
| Max Drawdown | -23.28% | -61.75% |
| Longest DD Days | 154.0 | 269.0 |
| Avg. Drawdown | -7.89% | -16.47% |
| Avg. Drawdown Days | 30.0 | 44.0 |
| Recovery Factor | 5.49 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-03 | 2024-10-07 | -23.28 | 65 |
| 2025-05-15 | 2025-10-16 | -16.95 | 154 |
| 2025-04-06 | 2025-04-12 | -15.57 | 6 |
| 2024-06-06 | 2024-07-21 | -8.47 | 45 |
| 2024-12-01 | 2025-01-17 | -8.01 | 47 |
| 2025-02-06 | 2025-03-26 | -6.97 | 48 |
| 2024-10-08 | 2024-11-06 | -6.43 | 29 |
| 2024-11-13 | 2024-11-14 | -6.07 | 1 |
| 2025-04-15 | 2025-04-17 | -5.65 | 2 |
| 2025-05-03 | 2025-05-09 | -4.34 | 6 |
| Metric | 12244525:solusd:triple_med_gx:lsma260_110 | 12244525:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 25.11% | 25.06% |
| Worst Week | -7.74% | -26.95% |
| Best Month | 41.95% | 39.21% |
| Worst Month | -8.42% | -46.12% |
| Best Year | 71.23% | 12.78% |
| Worst Year | 33.03% | 2.31% |
| Avg. Up Day | 4.09% | 4.42% |
| Avg. Down Day | -2.84% | -3.05% |
| Avg. Up Week | 9.37% | 11.26% |
| Avg. Down Week | -5.04% | -8.81% |
| Avg. Up Month | 18.9% | 21.46% |
| Avg. Down Month | -5.64% | -27.7% |
| Win Days % | 51.61% | 48.8% |
| Win Month % | 57.14% | 58.82% |
| Win Week % | 56.25% | 50.68% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |