| Metric | 12246393:solusd:triple_med_gx:lsma265_115 | 12246393:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 97.58% | 19.47% |
| Max Drawdown | -32.4% | -64.93% |
| Sharpe | 0.72 | 0.29 |
| Sortino | 1.21 | 0.44 |
| Payoff Ratio | 1.28 | 1.27 |
| Profit Factor | 1.3 | 1.05 |
| Common Sense Ratio | 1.58 | 1.07 |
| CPC Index | 0.81 | 0.66 |
| Tail Ratio | 1.21 | 1.03 |
| Outlier Win Ratio | 23.02 | 3.03 |
| Outlier Loss Ratio | 3.22 | 2.97 |
| Volatility (ann.) | 22.09% | 42.69% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.23 | 0.24 |
| Skew | 2.8 | 0.62 |
| Kurtosis | 63.52 | 8.27 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.35% | 1.12% |
| Expected Yearly % | 40.56% | 9.3% |
| Kelly Criterion | 8.96% | 9.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.86% | -3.64% |
| Expected Shortfall (cVaR) | -1.86% | -3.64% |
| Year | 12246393:SOLUSD | 12246393:solusd:triple_med_gx:lsma265_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 25.40 | 1.93 | + |
| 2025 | 5.60 | 57.57 | 10.27 | + |
| Metric | 12246393:solusd:triple_med_gx:lsma265_115 | 12246393:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -11.25% | 26.39% |
| 6M | 14.51% | 38.87% |
| YTD | 57.57% | 5.6% |
| 1Y | 122.55% | 47.35% |
| 3Y (ann.) | 72.27% | 15.27% |
| 5Y (ann.) | 72.27% | 15.27% |
| Metric | 12246393:solusd:triple_med_gx:lsma265_115 | 12246393:SOLUSD |
|---|---|---|
| Max Drawdown | -32.4% | -64.93% |
| Longest DD Days | 153.0 | 224.0 |
| Avg. Drawdown | -5.81% | -11.98% |
| Avg. Drawdown Days | 18.0 | 26.0 |
| Recovery Factor | 3.01 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -32.40 | 153 |
| 2025-05-14 | 2025-09-01 | -20.53 | 110 |
| 2025-04-04 | 2025-04-12 | -18.69 | 7 |
| 2024-11-29 | 2025-01-17 | -10.11 | 48 |
| 2025-02-04 | 2025-03-25 | -9.37 | 49 |
| 2025-04-14 | 2025-05-02 | -6.25 | 17 |
| 2025-05-02 | 2025-05-08 | -5.46 | 5 |
| 2025-01-19 | 2025-02-03 | -5.20 | 15 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| Metric | 12246393:solusd:triple_med_gx:lsma265_115 | 12246393:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 23.62% | 21.25% |
| Worst Week | -8.67% | -17.1% |
| Best Month | 38.16% | 41.15% |
| Worst Month | -11.91% | -36.08% |
| Best Year | 57.57% | 13.13% |
| Worst Year | 25.4% | 5.6% |
| Avg. Up Day | 1.89% | 1.9% |
| Avg. Down Day | -1.48% | -1.49% |
| Avg. Up Week | 9.03% | 10.97% |
| Avg. Down Week | -3.38% | -6.46% |
| Avg. Up Month | 17.69% | 19.34% |
| Avg. Down Month | -5.41% | -13.67% |
| Win Days % | 48.93% | 49.56% |
| Win Month % | 57.14% | 56.25% |
| Win Week % | 55.17% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |