| Metric | 12242646:solusd:triple_med_gx:lsma290_105 | 12242646:SOLUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 87.99% | 15.38% |
| Max Drawdown | -31.13% | -64.93% |
| Sharpe | 0.61 | 0.27 |
| Sortino | 1.0 | 0.4 |
| Payoff Ratio | 1.3 | 1.26 |
| Profit Factor | 1.21 | 1.04 |
| Common Sense Ratio | 1.45 | 1.08 |
| CPC Index | 0.74 | 0.65 |
| Tail Ratio | 1.2 | 1.04 |
| Outlier Win Ratio | 19.33 | 3.14 |
| Outlier Loss Ratio | 3.38 | 3.06 |
| Volatility (ann.) | 23.05% | 42.23% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.87 | 0.17 |
| Skew | 2.28 | 0.58 |
| Kurtosis | 49.38 | 8.14 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.78% | 0.85% |
| Expected Yearly % | 37.11% | 7.42% |
| Kelly Criterion | 6.79% | 9.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.95% | -3.6% |
| Expected Shortfall (cVaR) | -1.95% | -3.6% |
| Year | 12242646:SOLUSD | 12242646:solusd:triple_med_gx:lsma290_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 28.99 | 2.21 | + |
| 2025 | 1.99 | 45.74 | 23.03 | + |
| Metric | 12242646:solusd:triple_med_gx:lsma290_105 | 12242646:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -9.82% | 17.41% |
| 6M | 2.2% | 52.72% |
| YTD | 45.74% | 1.99% |
| 1Y | 88.97% | 24.46% |
| 3Y (ann.) | 58.24% | 10.96% |
| 5Y (ann.) | 58.24% | 10.96% |
| Metric | 12242646:solusd:triple_med_gx:lsma290_105 | 12242646:SOLUSD |
|---|---|---|
| Max Drawdown | -31.13% | -64.93% |
| Longest DD Days | 153.0 | 269.0 |
| Avg. Drawdown | -6.14% | -11.98% |
| Avg. Drawdown Days | 21.0 | 29.0 |
| Recovery Factor | 2.83 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -31.13 | 153 |
| 2025-05-16 | 2025-10-16 | -24.94 | 152 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-02-04 | 2025-03-24 | -12.43 | 48 |
| 2024-11-12 | 2025-01-18 | -10.18 | 67 |
| 2025-04-14 | 2025-05-08 | -6.25 | 23 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2025-02-02 | 2025-02-03 | -3.34 | 0 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2025-04-13 | 2025-04-14 | -2.95 | 1 |
| Metric | 12242646:solusd:triple_med_gx:lsma290_105 | 12242646:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 23.27% | 21.25% |
| Worst Week | -11.23% | -18.95% |
| Best Month | 31.04% | 41.15% |
| Worst Month | -10.99% | -36.08% |
| Best Year | 45.74% | 13.13% |
| Worst Year | 28.99% | 1.99% |
| Avg. Up Day | 1.82% | 1.82% |
| Avg. Down Day | -1.4% | -1.45% |
| Avg. Up Week | 7.95% | 10.24% |
| Avg. Down Week | -4.81% | -7.79% |
| Avg. Up Month | 14.46% | 18.94% |
| Avg. Down Month | -7.07% | -22.53% |
| Win Days % | 47.39% | 49.58% |
| Win Month % | 57.14% | 58.82% |
| Win Week % | 55.88% | 53.42% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |