| Metric | 12242641:solusd:triple_med_gx:lsma250_105 | 12242641:SOLUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 112.83% | 15.38% |
| Max Drawdown | -27.06% | -61.75% |
| Sharpe | 1.42 | 0.55 |
| Sortino | 2.41 | 0.81 |
| Payoff Ratio | 1.5 | 1.49 |
| Profit Factor | 1.56 | 1.08 |
| Common Sense Ratio | 2.21 | 1.17 |
| CPC Index | 1.17 | 0.79 |
| Tail Ratio | 1.42 | 1.08 |
| Outlier Win Ratio | 18.65 | 3.07 |
| Outlier Loss Ratio | 3.25 | 2.61 |
| Volatility (ann.) | 45.82% | 85.83% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.7 | 0.18 |
| Skew | 1.42 | 0.14 |
| Kurtosis | 26.96 | 3.01 |
| Expected Daily % | 0.15% | 0.03% |
| Expected Monthly % | 4.54% | 0.85% |
| Expected Yearly % | 45.89% | 7.42% |
| Kelly Criterion | 17.22% | 14.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.77% | -7.26% |
| Expected Shortfall (cVaR) | -3.77% | -7.26% |
| Year | 12242641:SOLUSD | 12242641:solusd:triple_med_gx:lsma250_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 27.32 | 2.14 | + |
| 2025 | 2.31 | 67.16 | 29.13 | + |
| Metric | 12242641:solusd:triple_med_gx:lsma250_105 | 12242641:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | -12.88% | 20.18% |
| 6M | 3.02% | 46.71% |
| YTD | 67.16% | 2.31% |
| 1Y | 113.82% | 24.83% |
| 3Y (ann.) | 73.19% | 10.96% |
| 5Y (ann.) | 73.19% | 10.96% |
| Metric | 12242641:solusd:triple_med_gx:lsma250_105 | 12242641:SOLUSD |
|---|---|---|
| Max Drawdown | -27.06% | -61.75% |
| Longest DD Days | 96.0 | 269.0 |
| Avg. Drawdown | -7.74% | -16.47% |
| Avg. Drawdown Days | 29.0 | 44.0 |
| Recovery Factor | 4.17 | 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 | -17.49 | 89 |
| 2025-04-06 | 2025-04-12 | -15.57 | 6 |
| 2024-06-06 | 2024-07-21 | -9.17 | 45 |
| 2025-02-06 | 2025-03-26 | -8.55 | 48 |
| 2024-12-01 | 2025-01-16 | -6.58 | 46 |
| 2025-05-17 | 2025-07-18 | -6.22 | 62 |
| 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 |
| Metric | 12242641:solusd:triple_med_gx:lsma250_105 | 12242641: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 | 39.87% | 39.21% |
| Worst Month | -12.03% | -46.12% |
| Best Year | 67.16% | 12.78% |
| Worst Year | 27.32% | 2.31% |
| Avg. Up Day | 3.97% | 4.33% |
| Avg. Down Day | -2.66% | -2.9% |
| Avg. Up Week | 8.36% | 10.59% |
| Avg. Down Week | -4.43% | -8.12% |
| Avg. Up Month | 15.62% | 20.53% |
| Avg. Down Month | -7.46% | -27.7% |
| Win Days % | 50.38% | 48.8% |
| Win Month % | 60.0% | 58.82% |
| Win Week % | 52.78% | 50.68% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |