| Metric | 12244572:solusd:triple_med_gx:lsma210_110 | 12244572:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 138.05% | -8.78% |
| Max Drawdown | -24.55% | -64.93% |
| Sharpe | 1.01 | 0.17 |
| Sortino | 1.71 | 0.25 |
| Payoff Ratio | 1.38 | 1.3 |
| Profit Factor | 1.45 | 1.03 |
| Common Sense Ratio | 2.41 | 1.04 |
| CPC Index | 1.0 | 0.66 |
| Tail Ratio | 1.66 | 1.01 |
| Outlier Win Ratio | 21.81 | 2.95 |
| Outlier Loss Ratio | 3.65 | 3.0 |
| Volatility (ann.) | 21.87% | 43.37% |
| R^2 | 0.26 | 0.26 |
| Calmar | 4.88 | -0.12 |
| Skew | 2.79 | 0.65 |
| Kurtosis | 68.73 | 8.65 |
| Expected Daily % | 0.05% | -0.01% |
| Expected Monthly % | 6.39% | -0.65% |
| Expected Yearly % | 54.29% | -4.49% |
| Kelly Criterion | 13.68% | 10.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.82% | -3.71% |
| Expected Shortfall (cVaR) | -1.82% | -3.71% |
| Year | 12244572:SOLUSD | 12244572:solusd:triple_med_gx:lsma210_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 39.57 | 3.01 | + |
| 2025 | -19.37 | 70.56 | -3.64 | + |
| Metric | 12244572:solusd:triple_med_gx:lsma210_110 | 12244572:SOLUSD |
|---|---|---|
| MTD | -2.85% | -1.7% |
| 3M | 43.82% | 42.36% |
| 6M | 70.56% | -30.27% |
| YTD | 70.56% | -19.37% |
| 1Y | 127.1% | 15.68% |
| 3Y (ann.) | 119.78% | -8.01% |
| 5Y (ann.) | 119.78% | -8.01% |
| Metric | 12244572:solusd:triple_med_gx:lsma210_110 | 12244572:SOLUSD |
|---|---|---|
| Max Drawdown | -24.55% | -64.93% |
| Longest DD Days | 107.0 | 170.0 |
| Avg. Drawdown | -4.63% | -11.98% |
| Avg. Drawdown Days | 16.0 | 23.0 |
| Recovery Factor | 5.62 | -0.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-20 | 2024-11-05 | -24.55 | 107 |
| 2025-03-25 | 2025-04-12 | -21.50 | 17 |
| 2024-11-29 | 2025-01-18 | -9.99 | 49 |
| 2025-02-03 | 2025-03-24 | -9.54 | 48 |
| 2025-05-14 | 2025-07-08 | -6.31 | 55 |
| 2025-04-14 | 2025-05-08 | -6.25 | 23 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-11-12 | 2024-11-13 | -3.51 | 0 |
| 2024-11-13 | 2024-11-29 | -3.27 | 15 |
| 2025-04-13 | 2025-04-14 | -2.95 | 1 |
| Metric | 12244572:solusd:triple_med_gx:lsma210_110 | 12244572:SOLUSD |
|---|---|---|
| Best Day | 15.74% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -12.02% | -17.1% |
| Best Month | 38.31% | 41.15% |
| Worst Month | -13.17% | -36.08% |
| Best Year | 70.56% | 13.13% |
| Worst Year | 39.57% | -19.37% |
| Avg. Up Day | 1.81% | 1.82% |
| Avg. Down Day | -1.31% | -1.4% |
| Avg. Up Week | 9.32% | 10.98% |
| Avg. Down Week | -2.63% | -9.61% |
| Avg. Up Month | 17.21% | 18.41% |
| Avg. Down Month | -7.2% | -19.89% |
| Win Days % | 50.0% | 49.16% |
| Win Month % | 69.23% | 50.0% |
| Win Week % | 66.67% | 50.85% |
| Win Quarter % | 83.33% | 50.0% |
| Win Year % | 100.0% | 50.0% |