| Metric | 12242694:solusd:triple_med_gx:lsma240_105 | 12242694:SOLUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 33.41% | 15.38% |
| Max Drawdown | -31.0% | -61.75% |
| Sharpe | 0.68 | 0.55 |
| Sortino | 1.11 | 0.81 |
| Payoff Ratio | 1.24 | 1.28 |
| Profit Factor | 1.24 | 1.08 |
| Common Sense Ratio | 1.43 | 1.17 |
| CPC Index | 0.75 | 0.68 |
| Tail Ratio | 1.16 | 1.08 |
| Outlier Win Ratio | 20.46 | 3.07 |
| Outlier Loss Ratio | 3.03 | 2.61 |
| Volatility (ann.) | 46.29% | 85.83% |
| R^2 | 0.28 | 0.28 |
| Calmar | 0.75 | 0.18 |
| Skew | 1.58 | 0.14 |
| Kurtosis | 28.27 | 3.01 |
| Expected Daily % | 0.06% | 0.03% |
| Expected Monthly % | 1.71% | 0.85% |
| Expected Yearly % | 15.5% | 7.42% |
| Kelly Criterion | 7.61% | 8.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.9% | -7.26% |
| Expected Shortfall (cVaR) | -3.9% | -7.26% |
| Year | 12242694:SOLUSD | 12242694:solusd:triple_med_gx:lsma240_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -0.62 | -0.05 | - |
| 2025 | 2.31 | 34.25 | 14.85 | + |
| Metric | 12242694:solusd:triple_med_gx:lsma240_105 | 12242694:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | -18.77% | 20.18% |
| 6M | -10.45% | 46.71% |
| YTD | 34.25% | 2.31% |
| 1Y | 52.82% | 24.83% |
| 3Y (ann.) | 23.32% | 10.96% |
| 5Y (ann.) | 23.32% | 10.96% |
| Metric | 12242694:solusd:triple_med_gx:lsma240_105 | 12242694:SOLUSD |
|---|---|---|
| Max Drawdown | -31.0% | -61.75% |
| Longest DD Days | 177.0 | 269.0 |
| Avg. Drawdown | -12.6% | -16.47% |
| Avg. Drawdown Days | 57.0 | 44.0 |
| Recovery Factor | 1.08 | 0.25 |
| Ulcer Index | 1.03 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-11-30 | -31.00 | 177 |
| 2025-05-15 | 2025-10-16 | -27.50 | 154 |
| 2025-02-06 | 2025-04-14 | -21.96 | 67 |
| 2024-12-01 | 2025-01-16 | -6.58 | 46 |
| 2025-04-15 | 2025-04-17 | -5.65 | 2 |
| 2025-05-03 | 2025-05-09 | -4.34 | 6 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2025-02-03 | 2025-02-04 | -0.18 | 1 |
| Metric | 12242694:solusd:triple_med_gx:lsma240_105 | 12242694:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 25.11% | 25.06% |
| Worst Week | -11.91% | -26.95% |
| Best Month | 42.44% | 39.21% |
| Worst Month | -11.91% | -46.12% |
| Best Year | 34.25% | 12.78% |
| Worst Year | -0.62% | 2.31% |
| Avg. Up Day | 3.67% | 4.06% |
| Avg. Down Day | -2.96% | -3.17% |
| Avg. Up Week | 8.64% | 10.87% |
| Avg. Down Week | -5.27% | -8.29% |
| Avg. Up Month | 18.77% | 23.84% |
| Avg. Down Month | -5.75% | -27.7% |
| Win Days % | 48.89% | 48.8% |
| Win Month % | 40.0% | 58.82% |
| Win Week % | 42.86% | 50.68% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 100.0% |