| Metric | 12242688:solusd:triple_med_gx:lsma205_105 | 12242688:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 29.38% | 15.38% |
| Max Drawdown | -30.07% | -64.93% |
| Sharpe | 0.33 | 0.27 |
| Sortino | 0.51 | 0.4 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.12 | 1.04 |
| Common Sense Ratio | 1.21 | 1.08 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.08 | 1.04 |
| Outlier Win Ratio | 23.48 | 3.0 |
| Outlier Loss Ratio | 3.33 | 2.98 |
| Volatility (ann.) | 21.09% | 42.23% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.68 | 0.17 |
| Skew | 2.34 | 0.58 |
| Kurtosis | 64.78 | 8.14 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.53% | 0.85% |
| Expected Yearly % | 13.74% | 7.42% |
| Kelly Criterion | 2.37% | 5.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.8% | -3.6% |
| Expected Shortfall (cVaR) | -1.8% | -3.6% |
| Year | 12242688:SOLUSD | 12242688:solusd:triple_med_gx:lsma205_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 0.01 | 0.00 | - |
| 2025 | 1.99 | 29.37 | 14.79 | + |
| Metric | 12242688:solusd:triple_med_gx:lsma205_105 | 12242688:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -20.97% | 17.41% |
| 6M | -15.64% | 52.72% |
| YTD | 29.37% | 1.99% |
| 1Y | 50.32% | 24.46% |
| 3Y (ann.) | 20.6% | 10.96% |
| 5Y (ann.) | 20.6% | 10.96% |
| Metric | 12242688:solusd:triple_med_gx:lsma205_105 | 12242688:SOLUSD |
|---|---|---|
| Max Drawdown | -30.07% | -64.93% |
| Longest DD Days | 179.0 | 269.0 |
| Avg. Drawdown | -6.62% | -11.98% |
| Avg. Drawdown Days | 30.0 | 29.0 |
| Recovery Factor | 0.98 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-14 | 2025-10-16 | -30.07 | 155 |
| 2024-07-20 | 2025-01-15 | -29.91 | 179 |
| 2025-02-04 | 2025-05-08 | -25.46 | 93 |
| 2024-06-05 | 2024-07-19 | -6.09 | 43 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2024-07-19 | 2024-07-20 | -1.46 | 0 |
| 2025-01-16 | 2025-01-16 | -1.43 | 0 |
| 2025-05-09 | 2025-05-09 | -0.99 | 0 |
| Metric | 12242688:solusd:triple_med_gx:lsma205_105 | 12242688:SOLUSD |
|---|---|---|
| Best Day | 15.74% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.07% | 21.25% |
| Worst Week | -12.02% | -18.95% |
| Best Month | 42.44% | 41.15% |
| Worst Month | -23.73% | -36.08% |
| Best Year | 29.37% | 13.13% |
| Worst Year | 0.01% | 1.99% |
| Avg. Up Day | 1.66% | 1.67% |
| Avg. Down Day | -1.42% | -1.47% |
| Avg. Up Week | 7.4% | 11.38% |
| Avg. Down Week | -3.91% | -7.15% |
| Avg. Up Month | 13.46% | 18.41% |
| Avg. Down Month | -7.88% | -19.73% |
| Win Days % | 47.36% | 49.58% |
| Win Month % | 56.25% | 58.82% |
| Win Week % | 47.37% | 53.42% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |