| Metric | 12242687:solusd:triple_med_gx:lsma210_105 | 12242687:SOLUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 43.51% | 15.38% |
| Max Drawdown | -27.95% | -61.75% |
| Sharpe | 0.81 | 0.55 |
| Sortino | 1.29 | 0.81 |
| Payoff Ratio | 1.25 | 1.29 |
| Profit Factor | 1.28 | 1.08 |
| Common Sense Ratio | 1.49 | 1.17 |
| CPC Index | 0.8 | 0.68 |
| Tail Ratio | 1.17 | 1.08 |
| Outlier Win Ratio | 20.4 | 3.07 |
| Outlier Loss Ratio | 2.98 | 2.5 |
| Volatility (ann.) | 44.06% | 85.83% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.07 | 0.18 |
| Skew | 0.81 | 0.14 |
| Kurtosis | 23.88 | 3.01 |
| Expected Daily % | 0.07% | 0.03% |
| Expected Monthly % | 2.15% | 0.85% |
| Expected Yearly % | 19.79% | 7.42% |
| Kelly Criterion | 9.48% | 9.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.7% | -7.26% |
| Expected Shortfall (cVaR) | -3.7% | -7.26% |
| Year | 12242687:SOLUSD | 12242687:solusd:triple_med_gx:lsma210_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 3.32 | 0.26 | - |
| 2025 | 2.31 | 38.89 | 16.87 | + |
| Metric | 12242687:solusd:triple_med_gx:lsma210_105 | 12242687:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | -18.01% | 20.18% |
| 6M | -11.44% | 46.71% |
| YTD | 38.89% | 2.31% |
| 1Y | 61.38% | 24.83% |
| 3Y (ann.) | 30.04% | 10.96% |
| 5Y (ann.) | 30.04% | 10.96% |
| Metric | 12242687:solusd:triple_med_gx:lsma210_105 | 12242687:SOLUSD |
|---|---|---|
| Max Drawdown | -27.95% | -61.75% |
| Longest DD Days | 154.0 | 269.0 |
| Avg. Drawdown | -11.15% | -16.47% |
| Avg. Drawdown Days | 45.0 | 44.0 |
| Recovery Factor | 1.56 | 0.25 |
| Ulcer Index | 1.02 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-03 | 2024-11-08 | -27.95 | 97 |
| 2025-05-15 | 2025-10-16 | -27.07 | 154 |
| 2025-03-27 | 2025-04-13 | -20.76 | 17 |
| 2024-12-01 | 2025-01-16 | -7.96 | 46 |
| 2024-11-12 | 2024-11-30 | -6.86 | 18 |
| 2025-02-06 | 2025-03-25 | -6.59 | 47 |
| 2025-04-15 | 2025-05-09 | -5.65 | 24 |
| 2024-06-06 | 2024-07-20 | -4.85 | 44 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2025-02-03 | 2025-02-04 | -0.18 | 1 |
| Metric | 12242687:solusd:triple_med_gx:lsma210_105 | 12242687:SOLUSD |
|---|---|---|
| Best Day | 17.57% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 25.11% | 25.06% |
| Worst Week | -18.43% | -26.95% |
| Best Month | 42.44% | 39.21% |
| Worst Month | -22.43% | -46.12% |
| Best Year | 38.89% | 12.78% |
| Worst Year | 3.32% | 2.31% |
| Avg. Up Day | 3.57% | 4.0% |
| Avg. Down Day | -2.84% | -3.1% |
| Avg. Up Week | 8.93% | 10.48% |
| Avg. Down Week | -5.45% | -6.04% |
| Avg. Up Month | 14.17% | 20.69% |
| Avg. Down Month | -15.2% | -23.51% |
| Win Days % | 49.64% | 48.8% |
| Win Month % | 66.67% | 58.82% |
| Win Week % | 44.44% | 50.68% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |