| Metric | 12242583:solusd:triple_med_gx:lsma250_105 | 12242583:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 118.33% | -16.6% |
| Max Drawdown | -27.99% | -61.75% |
| Sharpe | 1.37 | 0.28 |
| Sortino | 2.31 | 0.42 |
| Payoff Ratio | 1.49 | 1.41 |
| Profit Factor | 1.56 | 1.04 |
| Common Sense Ratio | 3.42 | 1.07 |
| CPC Index | 1.14 | 0.71 |
| Tail Ratio | 2.19 | 1.03 |
| Outlier Win Ratio | 19.94 | 3.07 |
| Outlier Loss Ratio | 3.27 | 2.65 |
| Volatility (ann.) | 44.3% | 85.01% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.39 | -0.18 |
| Skew | 1.39 | 0.15 |
| Kurtosis | 27.81 | 2.92 |
| Expected Daily % | 0.14% | -0.03% |
| Expected Monthly % | 4.2% | -0.95% |
| Expected Yearly % | 47.76% | -8.68% |
| Kelly Criterion | 14.51% | 12.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.65% | -7.25% |
| Expected Shortfall (cVaR) | -3.65% | -7.25% |
| Year | 12242583:SOLUSD | 12242583:solusd:triple_med_gx:lsma250_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 27.32 | 2.14 | + |
| 2025 | -26.05 | 71.48 | -2.74 | + |
| Metric | 12242583:solusd:triple_med_gx:lsma250_105 | 12242583:SOLUSD |
|---|---|---|
| MTD | -7.32% | 2.5% |
| 3M | -12.24% | -32.85% |
| 6M | -9.46% | -7.15% |
| YTD | 71.48% | -26.05% |
| 1Y | 71.48% | -40.18% |
| 3Y (ann.) | 66.81% | -11.22% |
| 5Y (ann.) | 66.81% | -11.22% |
| Metric | 12242583:solusd:triple_med_gx:lsma250_105 | 12242583:SOLUSD |
|---|---|---|
| Max Drawdown | -27.99% | -61.75% |
| Longest DD Days | 108.0 | 324.0 |
| Avg. Drawdown | -9.23% | -16.47% |
| Avg. Drawdown Days | 36.0 | 49.0 |
| Recovery Factor | 4.23 | -0.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-21 | 2024-11-06 | -27.99 | 108 |
| 2025-09-15 | 2025-12-10 | -21.17 | 86 |
| 2025-04-06 | 2025-04-12 | -15.57 | 6 |
| 2025-07-19 | 2025-09-13 | -14.24 | 56 |
| 2025-04-15 | 2025-05-09 | -10.68 | 24 |
| 2024-06-06 | 2024-07-17 | -7.84 | 41 |
| 2024-12-01 | 2025-01-16 | -7.72 | 46 |
| 2025-05-15 | 2025-07-18 | -7.08 | 64 |
| 2025-02-03 | 2025-03-24 | -5.74 | 49 |
| 2024-11-13 | 2024-11-29 | -4.74 | 16 |
| Metric | 12242583:solusd:triple_med_gx:lsma250_105 | 12242583:SOLUSD |
|---|---|---|
| Best Day | 20.59% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 22.85% | 25.06% |
| Worst Week | -11.89% | -26.95% |
| Best Month | 40.56% | 39.21% |
| Worst Month | -12.04% | -46.12% |
| Best Year | 71.48% | 12.78% |
| Worst Year | 27.32% | -26.05% |
| Avg. Up Day | 4.19% | 4.29% |
| Avg. Down Day | -2.81% | -3.04% |
| Avg. Up Week | 9.11% | 11.42% |
| Avg. Down Week | -4.66% | -7.33% |
| Avg. Up Month | 17.92% | 21.46% |
| Avg. Down Month | -5.65% | -27.53% |
| Win Days % | 48.84% | 48.47% |
| Win Month % | 47.06% | 57.89% |
| Win Week % | 52.78% | 49.38% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 50.0% |