| Metric | 12242645:solusd:triple_med_gx:lsma265_105 | 12242645:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 152.07% | 15.38% |
| Max Drawdown | -29.4% | -64.93% |
| Sharpe | 0.85 | 0.27 |
| Sortino | 1.42 | 0.4 |
| Payoff Ratio | 1.34 | 1.3 |
| Profit Factor | 1.31 | 1.04 |
| Common Sense Ratio | 1.56 | 1.08 |
| CPC Index | 0.85 | 0.67 |
| Tail Ratio | 1.19 | 1.04 |
| Outlier Win Ratio | 19.48 | 3.14 |
| Outlier Loss Ratio | 3.37 | 3.0 |
| Volatility (ann.) | 22.87% | 42.23% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.26 | 0.17 |
| Skew | 2.45 | 0.58 |
| Kurtosis | 51.02 | 8.14 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 5.59% | 0.85% |
| Expected Yearly % | 58.77% | 7.42% |
| Kelly Criterion | 10.14% | 10.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.92% | -3.6% |
| Expected Shortfall (cVaR) | -1.92% | -3.6% |
| Year | 12242645:SOLUSD | 12242645:solusd:triple_med_gx:lsma265_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 47.32 | 3.60 | + |
| 2025 | 1.99 | 71.10 | 35.80 | + |
| Metric | 12242645:solusd:triple_med_gx:lsma265_105 | 12242645:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -9.39% | 17.41% |
| 6M | 7.92% | 52.72% |
| YTD | 71.1% | 1.99% |
| 1Y | 121.81% | 24.46% |
| 3Y (ann.) | 95.86% | 10.96% |
| 5Y (ann.) | 95.86% | 10.96% |
| Metric | 12242645:solusd:triple_med_gx:lsma265_105 | 12242645:SOLUSD |
|---|---|---|
| Max Drawdown | -29.4% | -64.93% |
| Longest DD Days | 152.0 | 269.0 |
| Avg. Drawdown | -5.13% | -11.98% |
| Avg. Drawdown Days | 16.0 | 29.0 |
| Recovery Factor | 5.17 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-10-14 | -29.40 | 72 |
| 2025-05-16 | 2025-10-16 | -20.32 | 152 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-02-04 | 2025-04-04 | -12.43 | 59 |
| 2024-11-12 | 2025-01-15 | -10.18 | 64 |
| 2024-06-05 | 2024-07-19 | -9.70 | 43 |
| 2025-04-14 | 2025-05-08 | -6.25 | 23 |
| 2024-10-15 | 2024-11-05 | -5.15 | 21 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2025-02-02 | 2025-02-03 | -3.34 | 0 |
| Metric | 12242645:solusd:triple_med_gx:lsma265_105 | 12242645:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 23.27% | 21.25% |
| Worst Week | -10.31% | -18.95% |
| Best Month | 39.87% | 41.15% |
| Worst Month | -7.37% | -36.08% |
| Best Year | 71.1% | 13.13% |
| Worst Year | 47.32% | 1.99% |
| Avg. Up Day | 1.85% | 1.86% |
| Avg. Down Day | -1.38% | -1.43% |
| Avg. Up Week | 8.27% | 9.75% |
| Avg. Down Week | -3.97% | -7.79% |
| Avg. Up Month | 17.42% | 18.94% |
| Avg. Down Month | -3.95% | -22.53% |
| Win Days % | 48.59% | 49.58% |
| Win Month % | 57.14% | 58.82% |
| Win Week % | 60.61% | 53.42% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |