| Metric | 12244530:solusd:triple_med_gx:lsma270_110 | 12244530:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 185.18% | -18.0% |
| Max Drawdown | -25.57% | -64.93% |
| Sharpe | 0.91 | 0.13 |
| Sortino | 1.56 | 0.19 |
| Payoff Ratio | 1.39 | 1.31 |
| Profit Factor | 1.38 | 1.02 |
| Common Sense Ratio | 1.8 | 1.01 |
| CPC Index | 0.94 | 0.66 |
| Tail Ratio | 1.31 | 0.99 |
| Outlier Win Ratio | 22.96 | 3.16 |
| Outlier Loss Ratio | 3.45 | 2.96 |
| Volatility (ann.) | 21.33% | 42.23% |
| R^2 | 0.26 | 0.26 |
| Calmar | 3.86 | -0.19 |
| Skew | 2.81 | 0.52 |
| Kurtosis | 61.02 | 7.54 |
| Expected Daily % | 0.05% | -0.01% |
| Expected Monthly % | 5.67% | -1.04% |
| Expected Yearly % | 68.87% | -9.45% |
| Kelly Criterion | 12.43% | 10.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.78% | -3.62% |
| Expected Shortfall (cVaR) | -1.78% | -3.62% |
| Year | 12244530:SOLUSD | 12244530:solusd:triple_med_gx:lsma270_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 65.19 | 4.96 | + |
| 2025 | -27.52 | 72.64 | -2.64 | + |
| Metric | 12244530:solusd:triple_med_gx:lsma270_110 | 12244530:SOLUSD |
|---|---|---|
| MTD | 0.94% | 2.49% |
| 3M | -1.44% | -36.97% |
| 6M | -10.5% | -17.14% |
| YTD | 72.64% | -27.52% |
| 1Y | 72.64% | -36.85% |
| 3Y (ann.) | 98.72% | -12.2% |
| 5Y (ann.) | 98.72% | -12.2% |
| Metric | 12244530:solusd:triple_med_gx:lsma270_110 | 12244530:SOLUSD |
|---|---|---|
| Max Drawdown | -25.57% | -64.93% |
| Longest DD Days | 196.0 | 325.0 |
| Avg. Drawdown | -4.67% | -11.98% |
| Avg. Drawdown Days | 13.0 | 32.0 |
| Recovery Factor | 7.24 | -0.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-20 | 2024-10-04 | -25.57 | 75 |
| 2025-05-27 | 2025-12-10 | -21.45 | 196 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-02-04 | 2025-04-04 | -12.43 | 59 |
| 2024-11-29 | 2025-01-15 | -10.11 | 47 |
| 2024-06-05 | 2024-07-20 | -9.70 | 44 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| 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 | 12244530:solusd:triple_med_gx:lsma270_110 | 12244530: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 | -5.63% | -36.08% |
| Best Year | 72.64% | 13.13% |
| Worst Year | 65.19% | -27.52% |
| Avg. Up Day | 1.86% | 1.87% |
| Avg. Down Day | -1.34% | -1.43% |
| Avg. Up Week | 8.61% | 10.24% |
| Avg. Down Week | -2.62% | -7.79% |
| Avg. Up Month | 19.68% | 16.94% |
| Avg. Down Month | -2.41% | -22.53% |
| Win Days % | 49.04% | 49.55% |
| Win Month % | 53.33% | 57.89% |
| Win Week % | 57.14% | 50.62% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |