| Metric | 12242639:solusd:triple_med_gx:lsma240_105 | 12242639:SOLUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 116.3% | 15.38% |
| Max Drawdown | -27.06% | -61.75% |
| Sharpe | 1.46 | 0.55 |
| Sortino | 2.48 | 0.81 |
| Payoff Ratio | 1.53 | 1.45 |
| Profit Factor | 1.59 | 1.08 |
| Common Sense Ratio | 3.32 | 1.17 |
| CPC Index | 1.24 | 0.76 |
| Tail Ratio | 2.08 | 1.08 |
| Outlier Win Ratio | 19.22 | 3.07 |
| Outlier Loss Ratio | 3.3 | 2.61 |
| Volatility (ann.) | 45.32% | 85.83% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.78 | 0.18 |
| Skew | 1.43 | 0.14 |
| Kurtosis | 27.77 | 3.01 |
| Expected Daily % | 0.15% | 0.03% |
| Expected Monthly % | 4.64% | 0.85% |
| Expected Yearly % | 47.07% | 7.42% |
| Kelly Criterion | 18.59% | 13.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.72% | -7.26% |
| Expected Shortfall (cVaR) | -3.72% | -7.26% |
| Year | 12242639:SOLUSD | 12242639:solusd:triple_med_gx:lsma240_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 25.95 | 2.03 | + |
| 2025 | 2.31 | 71.74 | 31.11 | + |
| Metric | 12242639:solusd:triple_med_gx:lsma240_105 | 12242639:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | -17.61% | 20.18% |
| 6M | 0.15% | 46.71% |
| YTD | 71.74% | 2.31% |
| 1Y | 113.35% | 24.83% |
| 3Y (ann.) | 75.23% | 10.96% |
| 5Y (ann.) | 75.23% | 10.96% |
| Metric | 12242639:solusd:triple_med_gx:lsma240_105 | 12242639:SOLUSD |
|---|---|---|
| Max Drawdown | -27.06% | -61.75% |
| Longest DD Days | 96.0 | 269.0 |
| Avg. Drawdown | -7.45% | -16.47% |
| Avg. Drawdown Days | 29.0 | 44.0 |
| Recovery Factor | 4.3 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-06 | -27.06 | 96 |
| 2025-07-19 | 2025-10-16 | -21.97 | 89 |
| 2025-04-06 | 2025-04-12 | -15.57 | 6 |
| 2024-12-01 | 2025-01-16 | -7.55 | 46 |
| 2024-06-06 | 2024-07-20 | -6.58 | 44 |
| 2024-11-13 | 2024-11-29 | -6.07 | 16 |
| 2025-04-15 | 2025-04-17 | -5.65 | 2 |
| 2025-04-18 | 2025-05-09 | -4.61 | 21 |
| 2025-05-17 | 2025-07-18 | -4.24 | 62 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| Metric | 12242639:solusd:triple_med_gx:lsma240_105 | 12242639: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 | 39.87% | 39.21% |
| Worst Month | -13.13% | -46.12% |
| Best Year | 71.74% | 12.78% |
| Worst Year | 25.95% | 2.31% |
| Avg. Up Day | 4.0% | 4.26% |
| Avg. Down Day | -2.62% | -2.94% |
| Avg. Up Week | 8.77% | 10.77% |
| Avg. Down Week | -3.93% | -8.12% |
| Avg. Up Month | 15.82% | 20.53% |
| Avg. Down Month | -6.01% | -27.7% |
| Win Days % | 50.78% | 48.8% |
| Win Month % | 60.0% | 58.82% |
| Win Week % | 50.0% | 50.68% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |