| Metric | 12248340:solusd:triple_med_gx:lsma235_120 | 12248340:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 50.64% | 19.47% |
| Max Drawdown | -25.71% | -64.93% |
| Sharpe | 0.51 | 0.29 |
| Sortino | 0.84 | 0.44 |
| Payoff Ratio | 1.3 | 1.24 |
| Profit Factor | 1.23 | 1.05 |
| Common Sense Ratio | 1.5 | 1.07 |
| CPC Index | 0.76 | 0.64 |
| Tail Ratio | 1.21 | 1.03 |
| Outlier Win Ratio | 28.86 | 2.89 |
| Outlier Loss Ratio | 3.09 | 2.84 |
| Volatility (ann.) | 20.07% | 42.69% |
| R^2 | 0.22 | 0.22 |
| Calmar | 1.51 | 0.24 |
| Skew | 3.15 | 0.62 |
| Kurtosis | 86.03 | 8.27 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.59% | 1.12% |
| Expected Yearly % | 22.74% | 9.3% |
| Kelly Criterion | 7.23% | 8.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -3.64% |
| Expected Shortfall (cVaR) | -1.7% | -3.64% |
| Year | 12248340:SOLUSD | 12248340:solusd:triple_med_gx:lsma235_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 17.73 | 1.35 | + |
| 2025 | 5.60 | 27.96 | 4.99 | + |
| Metric | 12248340:solusd:triple_med_gx:lsma235_120 | 12248340:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -17.62% | 26.39% |
| 6M | 1.42% | 38.87% |
| YTD | 27.96% | 5.6% |
| 1Y | 58.25% | 47.35% |
| 3Y (ann.) | 38.71% | 15.27% |
| 5Y (ann.) | 38.71% | 15.27% |
| Metric | 12248340:solusd:triple_med_gx:lsma235_120 | 12248340:SOLUSD |
|---|---|---|
| Max Drawdown | -25.71% | -64.93% |
| Longest DD Days | 110.0 | 224.0 |
| Avg. Drawdown | -6.76% | -11.98% |
| Avg. Drawdown Days | 27.0 | 26.0 |
| Recovery Factor | 1.97 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-19 | 2024-11-07 | -25.71 | 110 |
| 2025-02-04 | 2025-05-08 | -25.25 | 93 |
| 2025-05-14 | 2025-09-01 | -25.12 | 110 |
| 2024-11-12 | 2025-01-18 | -11.09 | 67 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-06-05 | 2024-07-19 | -3.62 | 43 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2024-11-08 | 2024-11-10 | -2.52 | 1 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| Metric | 12248340:solusd:triple_med_gx:lsma235_120 | 12248340: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 | 32.8% | 41.15% |
| Worst Month | -13.15% | -36.08% |
| Best Year | 27.96% | 13.13% |
| Worst Year | 17.73% | 5.6% |
| Avg. Up Day | 1.89% | 1.89% |
| Avg. Down Day | -1.45% | -1.53% |
| Avg. Up Week | 12.32% | 14.01% |
| Avg. Down Week | -3.77% | -8.4% |
| Avg. Up Month | 15.89% | 19.34% |
| Avg. Down Month | -5.14% | -18.87% |
| Win Days % | 47.49% | 49.56% |
| Win Month % | 46.67% | 56.25% |
| Win Week % | 46.15% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |