| Metric | 12248399:solusd:triple_med_gx:lsma265_120 | 12248399:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 135.52% | 20.96% |
| Max Drawdown | -25.71% | -64.93% |
| Sharpe | 0.85 | 0.29 |
| Sortino | 1.46 | 0.43 |
| Payoff Ratio | 1.41 | 1.29 |
| Profit Factor | 1.38 | 1.04 |
| Common Sense Ratio | 1.85 | 1.08 |
| CPC Index | 0.95 | 0.67 |
| Tail Ratio | 1.34 | 1.04 |
| Outlier Win Ratio | 24.03 | 2.97 |
| Outlier Loss Ratio | 3.41 | 2.89 |
| Volatility (ann.) | 20.82% | 42.26% |
| R^2 | 0.24 | 0.24 |
| Calmar | 3.38 | 0.23 |
| Skew | 3.17 | 0.58 |
| Kurtosis | 73.1 | 8.13 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.17% | 1.13% |
| Expected Yearly % | 53.47% | 9.98% |
| Kelly Criterion | 12.56% | 10.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.74% | -3.6% |
| Expected Shortfall (cVaR) | -1.74% | -3.6% |
| Year | 12248399:SOLUSD | 12248399:solusd:triple_med_gx:lsma265_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 59.58 | 4.54 | + |
| 2025 | 6.92 | 47.58 | 6.88 | + |
| Metric | 12248399:solusd:triple_med_gx:lsma265_120 | 12248399:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | -3.56% | 24.43% |
| 6M | 8.22% | 56.02% |
| YTD | 47.58% | 6.92% |
| 1Y | 119.68% | 36.69% |
| 3Y (ann.) | 86.89% | 14.9% |
| 5Y (ann.) | 86.89% | 14.9% |
| Metric | 12248399:solusd:triple_med_gx:lsma265_120 | 12248399:SOLUSD |
|---|---|---|
| Max Drawdown | -25.71% | -64.93% |
| Longest DD Days | 153.0 | 268.0 |
| Avg. Drawdown | -5.45% | -11.98% |
| Avg. Drawdown Days | 17.0 | 29.0 |
| Recovery Factor | 5.27 | 0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-19 | 2024-10-06 | -25.71 | 79 |
| 2025-02-04 | 2025-04-17 | -25.16 | 71 |
| 2025-05-14 | 2025-10-14 | -22.46 | 153 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| 2024-06-05 | 2024-07-19 | -9.70 | 43 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| 2024-10-15 | 2024-10-20 | -5.15 | 5 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2025-04-17 | 2025-05-08 | -4.30 | 20 |
| 2024-11-04 | 2024-11-05 | -3.71 | 1 |
| Metric | 12248399:solusd:triple_med_gx:lsma265_120 | 12248399:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -8.43% | -18.95% |
| Best Month | 36.6% | 41.15% |
| Worst Month | -5.87% | -36.08% |
| Best Year | 59.58% | 13.13% |
| Worst Year | 47.58% | 6.92% |
| Avg. Up Day | 1.84% | 1.85% |
| Avg. Down Day | -1.3% | -1.43% |
| Avg. Up Week | 10.19% | 11.34% |
| Avg. Down Week | -2.91% | -8.06% |
| Avg. Up Month | 16.91% | 17.16% |
| Avg. Down Month | -2.64% | -21.21% |
| Win Days % | 48.85% | 49.63% |
| Win Month % | 50.0% | 58.82% |
| Win Week % | 51.72% | 53.42% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |