| Metric | 12242591:solusd:triple_med_gx:lsma265_105 | 12242591:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 151.81% | 19.47% |
| Max Drawdown | -29.83% | -64.93% |
| Sharpe | 0.91 | 0.29 |
| Sortino | 1.55 | 0.44 |
| Payoff Ratio | 1.3 | 1.28 |
| Profit Factor | 1.35 | 1.05 |
| Common Sense Ratio | 1.67 | 1.07 |
| CPC Index | 0.88 | 0.66 |
| Tail Ratio | 1.23 | 1.03 |
| Outlier Win Ratio | 19.98 | 3.12 |
| Outlier Loss Ratio | 3.3 | 2.97 |
| Volatility (ann.) | 22.99% | 42.69% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.66 | 0.24 |
| Skew | 2.59 | 0.62 |
| Kurtosis | 54.1 | 8.27 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 5.94% | 1.12% |
| Expected Yearly % | 58.69% | 9.3% |
| Kelly Criterion | 11.18% | 10.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.92% | -3.64% |
| Expected Shortfall (cVaR) | -1.92% | -3.64% |
| Year | 12242591:SOLUSD | 12242591:solusd:triple_med_gx:lsma265_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 29.79 | 2.27 | + |
| 2025 | 5.60 | 94.02 | 16.78 | + |
| Metric | 12242591:solusd:triple_med_gx:lsma265_105 | 12242591:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | 4.11% | 26.39% |
| 6M | 44.24% | 38.87% |
| YTD | 94.02% | 5.6% |
| 1Y | 154.32% | 47.35% |
| 3Y (ann.) | 109.09% | 15.27% |
| 5Y (ann.) | 109.09% | 15.27% |
| Metric | 12242591:solusd:triple_med_gx:lsma265_105 | 12242591:SOLUSD |
|---|---|---|
| Max Drawdown | -29.83% | -64.93% |
| Longest DD Days | 109.0 | 224.0 |
| Avg. Drawdown | -5.53% | -11.98% |
| Avg. Drawdown Days | 13.0 | 26.0 |
| Recovery Factor | 5.09 | 0.3 |
| 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 | 2025-08-28 | -15.24 | 41 |
| 2025-04-14 | 2025-05-08 | -12.28 | 24 |
| 2024-11-29 | 2025-01-15 | -10.11 | 47 |
| 2024-06-05 | 2024-07-15 | -9.70 | 40 |
| 2025-02-04 | 2025-03-24 | -9.37 | 48 |
| 2025-05-14 | 2025-07-18 | -8.71 | 65 |
| 2025-08-29 | 2025-09-01 | -8.05 | 3 |
| 2024-11-12 | 2024-11-29 | -6.62 | 17 |
| Metric | 12242591:solusd:triple_med_gx:lsma265_105 | 12242591:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 21.78% | 21.25% |
| Worst Week | -10.31% | -17.1% |
| Best Month | 40.56% | 41.15% |
| Worst Month | -10.83% | -36.08% |
| Best Year | 94.02% | 13.13% |
| Worst Year | 29.79% | 5.6% |
| Avg. Up Day | 1.86% | 1.86% |
| Avg. Down Day | -1.43% | -1.45% |
| Avg. Up Week | 9.51% | 10.39% |
| Avg. Down Week | -4.07% | -7.99% |
| Avg. Up Month | 14.76% | 17.97% |
| Avg. Down Month | -4.97% | -18.15% |
| Win Days % | 49.77% | 49.56% |
| Win Month % | 64.29% | 56.25% |
| Win Week % | 61.29% | 53.73% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |