| Metric | 12242588:solusd:triple_med_gx:lsma270_105 | 12242588:SOLUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 157.55% | 15.38% |
| Max Drawdown | -27.99% | -61.75% |
| Sharpe | 1.7 | 0.55 |
| Sortino | 2.91 | 0.81 |
| Payoff Ratio | 1.42 | 1.38 |
| Profit Factor | 1.67 | 1.08 |
| Common Sense Ratio | 3.04 | 1.17 |
| CPC Index | 1.24 | 0.73 |
| Tail Ratio | 1.82 | 1.08 |
| Outlier Win Ratio | 17.05 | 3.07 |
| Outlier Loss Ratio | 3.16 | 2.55 |
| Volatility (ann.) | 46.76% | 85.83% |
| R^2 | 0.3 | 0.3 |
| Calmar | 3.54 | 0.18 |
| Skew | 1.35 | 0.14 |
| Kurtosis | 24.74 | 3.01 |
| Expected Daily % | 0.19% | 0.03% |
| Expected Monthly % | 5.72% | 0.85% |
| Expected Yearly % | 60.48% | 7.42% |
| Kelly Criterion | 19.11% | 11.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.81% | -7.26% |
| Expected Shortfall (cVaR) | -3.81% | -7.26% |
| Year | 12242588:SOLUSD | 12242588:solusd:triple_med_gx:lsma270_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 35.82 | 2.80 | + |
| 2025 | 2.31 | 89.62 | 38.87 | + |
| Metric | 12242588:solusd:triple_med_gx:lsma270_105 | 12242588:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | 7.26% | 20.18% |
| 6M | 13.75% | 46.71% |
| YTD | 89.62% | 2.31% |
| 1Y | 136.81% | 24.83% |
| 3Y (ann.) | 98.95% | 10.96% |
| 5Y (ann.) | 98.95% | 10.96% |
| Metric | 12242588:solusd:triple_med_gx:lsma270_105 | 12242588:SOLUSD |
|---|---|---|
| Max Drawdown | -27.99% | -61.75% |
| Longest DD Days | 108.0 | 269.0 |
| Avg. Drawdown | -8.93% | -16.47% |
| Avg. Drawdown Days | 30.0 | 44.0 |
| Recovery Factor | 5.63 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-21 | 2024-11-06 | -27.99 | 108 |
| 2025-04-06 | 2025-04-12 | -15.57 | 6 |
| 2025-07-19 | 2025-08-29 | -14.24 | 41 |
| 2025-09-15 | 2025-10-16 | -12.59 | 31 |
| 2025-04-15 | 2025-05-09 | -10.68 | 24 |
| 2025-02-03 | 2025-03-26 | -9.21 | 51 |
| 2024-06-06 | 2024-07-17 | -8.38 | 41 |
| 2024-12-01 | 2025-01-16 | -8.17 | 46 |
| 2025-08-30 | 2025-09-12 | -8.05 | 13 |
| 2025-05-15 | 2025-07-18 | -7.95 | 64 |
| Metric | 12242588:solusd:triple_med_gx:lsma270_105 | 12242588:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 22.85% | 25.06% |
| Worst Week | -10.67% | -26.95% |
| Best Month | 40.56% | 39.21% |
| Worst Month | -10.83% | -46.12% |
| Best Year | 89.62% | 12.78% |
| Worst Year | 35.82% | 2.31% |
| Avg. Up Day | 3.87% | 4.06% |
| Avg. Down Day | -2.72% | -2.94% |
| Avg. Up Week | 9.11% | 11.81% |
| Avg. Down Week | -4.73% | -7.77% |
| Avg. Up Month | 16.45% | 19.12% |
| Avg. Down Month | -8.04% | -27.7% |
| Win Days % | 52.52% | 48.8% |
| Win Month % | 64.29% | 58.82% |
| Win Week % | 57.14% | 50.68% |
| Win Quarter % | 83.33% | 57.14% |
| Win Year % | 100.0% | 100.0% |