| Metric | 12242418:solusd:triple_med_gx:lsma265_105 | 12242418:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 14.61% | 19.47% |
| Max Drawdown | -33.97% | -64.93% |
| Sharpe | 0.23 | 0.29 |
| Sortino | 0.35 | 0.44 |
| Payoff Ratio | 1.16 | 1.11 |
| Profit Factor | 1.08 | 1.05 |
| Common Sense Ratio | 1.07 | 1.07 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 0.99 | 1.03 |
| Outlier Win Ratio | 22.85 | 2.93 |
| Outlier Loss Ratio | 3.2 | 3.11 |
| Volatility (ann.) | 22.06% | 42.69% |
| R^2 | 0.27 | 0.27 |
| Calmar | 0.34 | 0.24 |
| Skew | 1.49 | 0.62 |
| Kurtosis | 58.83 | 8.27 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.86% | 1.12% |
| Expected Yearly % | 7.06% | 9.3% |
| Kelly Criterion | 1.95% | 3.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -3.64% |
| Expected Shortfall (cVaR) | -1.88% | -3.64% |
| Year | 12242418:SOLUSD | 12242418:solusd:triple_med_gx:lsma265_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -23.10 | -1.76 | - |
| 2025 | 5.60 | 49.03 | 8.75 | + |
| Metric | 12242418:solusd:triple_med_gx:lsma265_105 | 12242418:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -12.14% | 26.39% |
| 6M | 4.96% | 38.87% |
| YTD | 49.03% | 5.6% |
| 1Y | 33.28% | 47.35% |
| 3Y (ann.) | 11.51% | 15.27% |
| 5Y (ann.) | 11.51% | 15.27% |
| Metric | 12242418:solusd:triple_med_gx:lsma265_105 | 12242418:SOLUSD |
|---|---|---|
| Max Drawdown | -33.97% | -64.93% |
| Longest DD Days | 186.0 | 224.0 |
| Avg. Drawdown | -8.1% | -11.98% |
| Avg. Drawdown Days | 31.0 | 26.0 |
| Recovery Factor | 0.43 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-01-18 | -33.97 | 186 |
| 2025-01-19 | 2025-05-09 | -32.94 | 109 |
| 2025-07-29 | 2025-09-01 | -22.08 | 34 |
| 2024-06-05 | 2024-07-15 | -9.70 | 39 |
| 2025-05-11 | 2025-07-16 | -4.10 | 66 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2024-07-16 | 2024-07-16 | -2.48 | 0 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| 2025-07-17 | 2025-07-18 | -1.10 | 0 |
| 2025-07-16 | 2025-07-17 | -0.94 | 0 |
| Metric | 12242418:solusd:triple_med_gx:lsma265_105 | 12242418:SOLUSD |
|---|---|---|
| Best Day | 15.74% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 25.09% | 21.25% |
| Worst Week | -12.18% | -17.1% |
| Best Month | 54.65% | 41.15% |
| Worst Month | -21.81% | -36.08% |
| Best Year | 49.03% | 13.13% |
| Worst Year | -23.1% | 5.6% |
| Avg. Up Day | 1.76% | 1.77% |
| Avg. Down Day | -1.52% | -1.6% |
| Avg. Up Week | 12.02% | 13.35% |
| Avg. Down Week | -4.89% | -7.01% |
| Avg. Up Month | 19.04% | 15.15% |
| Avg. Down Month | -7.04% | -17.78% |
| Win Days % | 47.37% | 49.56% |
| Win Month % | 35.71% | 56.25% |
| Win Week % | 37.5% | 53.73% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |