| Metric | 12246505:solusd:triple_med_gx:lsma255_115 | 12246505:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 86.68% | 15.38% |
| Max Drawdown | -29.03% | -61.75% |
| Sharpe | 1.23 | 0.55 |
| Sortino | 2.11 | 0.81 |
| Payoff Ratio | 1.5 | 1.41 |
| Profit Factor | 1.51 | 1.08 |
| Common Sense Ratio | 2.12 | 1.17 |
| CPC Index | 1.12 | 0.74 |
| Tail Ratio | 1.4 | 1.08 |
| Outlier Win Ratio | 21.05 | 3.07 |
| Outlier Loss Ratio | 3.08 | 2.47 |
| Volatility (ann.) | 44.99% | 85.83% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.98 | 0.18 |
| Skew | 1.82 | 0.14 |
| Kurtosis | 31.79 | 3.01 |
| Expected Daily % | 0.12% | 0.03% |
| Expected Monthly % | 3.74% | 0.85% |
| Expected Yearly % | 36.63% | 7.42% |
| Kelly Criterion | 15.36% | 12.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.72% | -7.26% |
| Expected Shortfall (cVaR) | -3.72% | -7.26% |
| Year | 12246505:SOLUSD | 12246505:solusd:triple_med_gx:lsma255_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 43.84 | 3.43 | + |
| 2025 | 2.31 | 29.78 | 12.92 | + |
| Metric | 12246505:solusd:triple_med_gx:lsma255_115 | 12246505:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | -8.12% | 20.18% |
| 6M | 2.02% | 46.71% |
| YTD | 29.78% | 2.31% |
| 1Y | 68.31% | 24.83% |
| 3Y (ann.) | 57.44% | 10.96% |
| 5Y (ann.) | 57.44% | 10.96% |
| Metric | 12246505:solusd:triple_med_gx:lsma255_115 | 12246505:SOLUSD |
|---|---|---|
| Max Drawdown | -29.03% | -61.75% |
| Longest DD Days | 154.0 | 269.0 |
| Avg. Drawdown | -10.58% | -16.47% |
| Avg. Drawdown Days | 44.0 | 44.0 |
| Recovery Factor | 2.99 | 0.25 |
| Ulcer Index | 1.02 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-10-07 | -29.03 | 123 |
| 2025-05-15 | 2025-10-16 | -23.09 | 154 |
| 2025-02-05 | 2025-04-14 | -21.87 | 68 |
| 2024-12-01 | 2025-01-19 | -9.01 | 49 |
| 2024-10-08 | 2024-10-14 | -5.67 | 6 |
| 2025-04-15 | 2025-04-17 | -5.65 | 2 |
| 2024-10-22 | 2024-11-06 | -4.62 | 15 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2025-04-19 | 2025-05-08 | -2.15 | 19 |
| 2024-10-16 | 2024-10-19 | -1.06 | 3 |
| Metric | 12246505:solusd:triple_med_gx:lsma255_115 | 12246505:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 27.74% | 25.06% |
| Worst Week | -7.97% | -26.95% |
| Best Month | 32.16% | 39.21% |
| Worst Month | -9.09% | -46.12% |
| Best Year | 43.84% | 12.78% |
| Worst Year | 29.78% | 2.31% |
| Avg. Up Day | 4.21% | 4.21% |
| Avg. Down Day | -2.8% | -2.99% |
| Avg. Up Week | 7.78% | 9.22% |
| Avg. Down Week | -4.21% | -8.29% |
| Avg. Up Month | 13.98% | 18.44% |
| Avg. Down Month | -5.67% | -22.47% |
| Win Days % | 49.15% | 48.8% |
| Win Month % | 53.33% | 58.82% |
| Win Week % | 48.57% | 50.68% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |