| Metric | 12248356:solusd:triple_med_gx:lsma265_120 | 12248356:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 70.42% | 19.47% |
| Max Drawdown | -25.73% | -64.93% |
| Sharpe | 0.61 | 0.29 |
| Sortino | 1.02 | 0.44 |
| Payoff Ratio | 1.31 | 1.26 |
| Profit Factor | 1.26 | 1.05 |
| Common Sense Ratio | 1.4 | 1.07 |
| CPC Index | 0.79 | 0.65 |
| Tail Ratio | 1.11 | 1.03 |
| Outlier Win Ratio | 25.06 | 2.93 |
| Outlier Loss Ratio | 3.23 | 2.91 |
| Volatility (ann.) | 21.22% | 42.69% |
| R^2 | 0.25 | 0.25 |
| Calmar | 2.06 | 0.24 |
| Skew | 3.16 | 0.62 |
| Kurtosis | 73.81 | 8.27 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.39% | 1.12% |
| Expected Yearly % | 30.54% | 9.3% |
| Kelly Criterion | 8.28% | 9.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.79% | -3.64% |
| Expected Shortfall (cVaR) | -1.79% | -3.64% |
| Year | 12248356:SOLUSD | 12248356:solusd:triple_med_gx:lsma265_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 25.90 | 1.97 | + |
| 2025 | 5.60 | 35.36 | 6.31 | + |
| Metric | 12248356:solusd:triple_med_gx:lsma265_120 | 12248356:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -13.77% | 26.39% |
| 6M | 5.75% | 38.87% |
| YTD | 35.36% | 5.6% |
| 1Y | 75.33% | 47.35% |
| 3Y (ann.) | 53.07% | 15.27% |
| 5Y (ann.) | 53.07% | 15.27% |
| Metric | 12248356:solusd:triple_med_gx:lsma265_120 | 12248356:SOLUSD |
|---|---|---|
| Max Drawdown | -25.73% | -64.93% |
| Longest DD Days | 153.0 | 224.0 |
| Avg. Drawdown | -5.87% | -11.98% |
| Avg. Drawdown Days | 22.0 | 26.0 |
| Recovery Factor | 2.74 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -25.73 | 153 |
| 2025-02-04 | 2025-04-12 | -24.16 | 67 |
| 2025-05-14 | 2025-09-01 | -21.93 | 110 |
| 2024-11-12 | 2025-01-18 | -11.14 | 67 |
| 2025-04-14 | 2025-05-08 | -6.25 | 23 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2025-04-13 | 2025-04-14 | -2.95 | 1 |
| 2024-11-08 | 2024-11-10 | -2.52 | 1 |
| Metric | 12248356:solusd:triple_med_gx:lsma265_120 | 12248356:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -10.19% | -17.1% |
| Best Month | 32.8% | 41.15% |
| Worst Month | -8.76% | -36.08% |
| Best Year | 35.36% | 13.13% |
| Worst Year | 25.9% | 5.6% |
| Avg. Up Day | 1.86% | 1.86% |
| Avg. Down Day | -1.42% | -1.48% |
| Avg. Up Week | 9.66% | 12.14% |
| Avg. Down Week | -3.3% | -8.18% |
| Avg. Up Month | 16.53% | 19.34% |
| Avg. Down Month | -3.54% | -17.78% |
| Win Days % | 47.98% | 49.56% |
| Win Month % | 42.86% | 56.25% |
| Win Week % | 51.85% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |