| Metric | 12242588:solusd:triple_med_gx:lsma270_105 | 12242588:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 157.55% | 15.38% |
| Max Drawdown | -29.83% | -64.93% |
| Sharpe | 0.87 | 0.27 |
| Sortino | 1.45 | 0.4 |
| Payoff Ratio | 1.27 | 1.25 |
| Profit Factor | 1.32 | 1.04 |
| Common Sense Ratio | 1.59 | 1.08 |
| CPC Index | 0.84 | 0.65 |
| Tail Ratio | 1.2 | 1.04 |
| Outlier Win Ratio | 19.67 | 3.14 |
| Outlier Loss Ratio | 3.31 | 3.0 |
| Volatility (ann.) | 22.69% | 42.23% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.32 | 0.17 |
| Skew | 2.43 | 0.58 |
| Kurtosis | 52.35 | 8.14 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 5.72% | 0.85% |
| Expected Yearly % | 60.48% | 7.42% |
| Kelly Criterion | 10.68% | 9.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.9% | -3.6% |
| Expected Shortfall (cVaR) | -1.9% | -3.6% |
| Year | 12242588:SOLUSD | 12242588:solusd:triple_med_gx:lsma270_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 35.82 | 2.73 | + |
| 2025 | 1.99 | 89.62 | 45.13 | + |
| Metric | 12242588:solusd:triple_med_gx:lsma270_105 | 12242588:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 7.45% | 17.41% |
| 6M | 18.41% | 52.72% |
| YTD | 89.62% | 1.99% |
| 1Y | 136.13% | 24.46% |
| 3Y (ann.) | 98.95% | 10.96% |
| 5Y (ann.) | 98.95% | 10.96% |
| Metric | 12242588:solusd:triple_med_gx:lsma270_105 | 12242588:SOLUSD |
|---|---|---|
| Max Drawdown | -29.83% | -64.93% |
| Longest DD Days | 109.0 | 269.0 |
| Avg. Drawdown | -6.0% | -11.98% |
| Avg. Drawdown Days | 15.0 | 29.0 |
| Recovery Factor | 5.28 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-19 | 2024-11-06 | -29.83 | 109 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-07-18 | 2025-08-29 | -15.24 | 41 |
| 2025-09-14 | 2025-10-16 | -13.78 | 31 |
| 2025-02-04 | 2025-04-03 | -12.51 | 58 |
| 2025-04-14 | 2025-05-08 | -12.28 | 24 |
| 2024-11-29 | 2025-01-15 | -10.11 | 47 |
| 2024-06-05 | 2024-07-16 | -9.70 | 40 |
| 2025-05-14 | 2025-07-18 | -8.71 | 65 |
| 2025-08-29 | 2025-09-12 | -8.56 | 13 |
| Metric | 12242588:solusd:triple_med_gx:lsma270_105 | 12242588:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 21.78% | 21.25% |
| Worst Week | -10.31% | -18.95% |
| Best Month | 40.56% | 41.15% |
| Worst Month | -10.83% | -36.08% |
| Best Year | 89.62% | 13.13% |
| Worst Year | 35.82% | 1.99% |
| Avg. Up Day | 1.79% | 1.8% |
| Avg. Down Day | -1.41% | -1.44% |
| Avg. Up Week | 9.78% | 10.97% |
| Avg. Down Week | -4.68% | -8.42% |
| Avg. Up Month | 14.01% | 16.42% |
| Avg. Down Month | -7.45% | -22.53% |
| Win Days % | 50.0% | 49.58% |
| Win Month % | 71.43% | 58.82% |
| Win Week % | 61.76% | 53.42% |
| Win Quarter % | 83.33% | 57.14% |
| Win Year % | 100.0% | 100.0% |