| Metric | 12244525:solusd:triple_med_gx:lsma260_110 | 12244525:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 127.8% | 15.38% |
| Max Drawdown | -25.57% | -64.93% |
| Sharpe | 0.79 | 0.27 |
| Sortino | 1.34 | 0.4 |
| Payoff Ratio | 1.4 | 1.3 |
| Profit Factor | 1.32 | 1.04 |
| Common Sense Ratio | 1.63 | 1.08 |
| CPC Index | 0.87 | 0.67 |
| Tail Ratio | 1.24 | 1.04 |
| Outlier Win Ratio | 22.18 | 3.14 |
| Outlier Loss Ratio | 3.46 | 2.99 |
| Volatility (ann.) | 22.0% | 42.23% |
| R^2 | 0.27 | 0.27 |
| Calmar | 3.2 | 0.17 |
| Skew | 2.75 | 0.58 |
| Kurtosis | 59.37 | 8.14 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.96% | 0.85% |
| Expected Yearly % | 50.93% | 7.42% |
| Kelly Criterion | 10.0% | 10.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.85% | -3.6% |
| Expected Shortfall (cVaR) | -1.85% | -3.6% |
| Year | 12244525:SOLUSD | 12244525:solusd:triple_med_gx:lsma260_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 33.03 | 2.52 | + |
| 2025 | 1.99 | 71.23 | 35.87 | + |
| Metric | 12244525:solusd:triple_med_gx:lsma260_110 | 12244525:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -13.08% | 17.41% |
| 6M | 7.73% | 52.72% |
| YTD | 71.23% | 1.99% |
| 1Y | 119.65% | 24.46% |
| 3Y (ann.) | 81.96% | 10.96% |
| 5Y (ann.) | 81.96% | 10.96% |
| Metric | 12244525:solusd:triple_med_gx:lsma260_110 | 12244525:SOLUSD |
|---|---|---|
| Max Drawdown | -25.57% | -64.93% |
| Longest DD Days | 141.0 | 269.0 |
| Avg. Drawdown | -5.32% | -11.98% |
| Avg. Drawdown Days | 15.0 | 29.0 |
| Recovery Factor | 5.0 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-20 | 2024-10-07 | -25.57 | 78 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-05-27 | 2025-10-16 | -18.11 | 141 |
| 2025-02-04 | 2025-04-04 | -12.43 | 59 |
| 2024-11-29 | 2025-01-15 | -10.11 | 47 |
| 2024-06-05 | 2024-07-20 | -9.91 | 44 |
| 2024-10-07 | 2024-11-06 | -8.38 | 29 |
| 2024-11-12 | 2024-11-27 | -7.92 | 15 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2025-05-02 | 2025-05-08 | -5.63 | 6 |
| Metric | 12244525:solusd:triple_med_gx:lsma260_110 | 12244525:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.07% | 21.25% |
| Worst Week | -8.67% | -18.95% |
| Best Month | 41.95% | 41.15% |
| Worst Month | -6.7% | -36.08% |
| Best Year | 71.23% | 13.13% |
| Worst Year | 33.03% | 1.99% |
| Avg. Up Day | 1.88% | 1.88% |
| Avg. Down Day | -1.34% | -1.44% |
| Avg. Up Week | 8.89% | 10.51% |
| Avg. Down Week | -3.26% | -7.79% |
| Avg. Up Month | 21.24% | 19.34% |
| Avg. Down Month | -5.05% | -22.53% |
| Win Days % | 47.53% | 49.58% |
| Win Month % | 50.0% | 58.82% |
| Win Week % | 52.94% | 53.42% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |