| Metric | 12242534:solusd:triple_med_gx:lsma270_105 | 12242534:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 187.05% | 19.47% |
| Max Drawdown | -29.4% | -64.93% |
| Sharpe | 1.02 | 0.29 |
| Sortino | 1.74 | 0.44 |
| Payoff Ratio | 1.34 | 1.32 |
| Profit Factor | 1.4 | 1.05 |
| Common Sense Ratio | 1.86 | 1.07 |
| CPC Index | 0.94 | 0.69 |
| Tail Ratio | 1.33 | 1.03 |
| Outlier Win Ratio | 19.45 | 3.14 |
| Outlier Loss Ratio | 3.31 | 2.99 |
| Volatility (ann.) | 23.3% | 42.69% |
| R^2 | 0.3 | 0.3 |
| Calmar | 4.49 | 0.24 |
| Skew | 2.57 | 0.62 |
| Kurtosis | 51.84 | 8.27 |
| Expected Daily % | 0.06% | 0.01% |
| Expected Monthly % | 6.81% | 1.12% |
| Expected Yearly % | 69.43% | 9.3% |
| Kelly Criterion | 12.99% | 11.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.94% | -3.64% |
| Expected Shortfall (cVaR) | -1.94% | -3.64% |
| Year | 12242534:SOLUSD | 12242534:solusd:triple_med_gx:lsma270_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 27.42 | 2.09 | + |
| 2025 | 5.60 | 125.29 | 22.36 | + |
| Metric | 12242534:solusd:triple_med_gx:lsma270_105 | 12242534:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | 5.38% | 26.39% |
| 6M | 51.43% | 38.87% |
| YTD | 125.29% | 5.6% |
| 1Y | 188.87% | 47.35% |
| 3Y (ann.) | 132.15% | 15.27% |
| 5Y (ann.) | 132.15% | 15.27% |
| Metric | 12242534:solusd:triple_med_gx:lsma270_105 | 12242534:SOLUSD |
|---|---|---|
| Max Drawdown | -29.4% | -64.93% |
| Longest DD Days | 97.0 | 224.0 |
| Avg. Drawdown | -4.98% | -11.98% |
| Avg. Drawdown Days | 11.0 | 26.0 |
| Recovery Factor | 6.36 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-07 | -29.40 | 97 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-07-18 | 2025-08-28 | -15.47 | 40 |
| 2025-02-04 | 2025-03-24 | -11.02 | 48 |
| 2024-11-29 | 2025-01-15 | -10.11 | 47 |
| 2024-06-05 | 2024-07-15 | -9.70 | 39 |
| 2025-08-29 | 2025-09-01 | -8.05 | 3 |
| 2025-02-02 | 2025-02-03 | -7.34 | 1 |
| 2025-04-14 | 2025-05-08 | -7.28 | 23 |
| 2025-03-24 | 2025-04-04 | -5.01 | 11 |
| Metric | 12242534:solusd:triple_med_gx:lsma270_105 | 12242534:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -10.54% | -17.1% |
| Best Month | 61.52% | 41.15% |
| Worst Month | -14.35% | -36.08% |
| Best Year | 125.29% | 13.13% |
| Worst Year | 27.42% | 5.6% |
| Avg. Up Day | 1.9% | 1.9% |
| Avg. Down Day | -1.41% | -1.44% |
| Avg. Up Week | 13.11% | 11.06% |
| Avg. Down Week | -4.1% | -8.19% |
| Avg. Up Month | 18.82% | 17.97% |
| Avg. Down Month | -6.33% | -18.15% |
| Win Days % | 50.11% | 49.56% |
| Win Month % | 64.29% | 56.25% |
| Win Week % | 58.62% | 53.73% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |