| Metric | 12242701:solusd:triple_med_gx:lsma270_105 | 12242701:SOLUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 70.0% | 15.38% |
| Max Drawdown | -31.88% | -61.75% |
| Sharpe | 1.05 | 0.55 |
| Sortino | 1.74 | 0.81 |
| Payoff Ratio | 1.26 | 1.27 |
| Profit Factor | 1.37 | 1.08 |
| Common Sense Ratio | 1.81 | 1.17 |
| CPC Index | 0.88 | 0.67 |
| Tail Ratio | 1.32 | 1.08 |
| Outlier Win Ratio | 18.4 | 3.07 |
| Outlier Loss Ratio | 2.94 | 2.54 |
| Volatility (ann.) | 47.17% | 85.83% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.48 | 0.18 |
| Skew | 1.52 | 0.14 |
| Kurtosis | 26.03 | 3.01 |
| Expected Daily % | 0.11% | 0.03% |
| Expected Monthly % | 3.17% | 0.85% |
| Expected Yearly % | 30.39% | 7.42% |
| Kelly Criterion | 12.27% | 8.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.93% | -7.26% |
| Expected Shortfall (cVaR) | -3.93% | -7.26% |
| Year | 12242701:SOLUSD | 12242701:solusd:triple_med_gx:lsma270_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 23.56 | 1.84 | + |
| 2025 | 2.31 | 37.59 | 16.30 | + |
| Metric | 12242701:solusd:triple_med_gx:lsma270_105 | 12242701:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | -15.48% | 20.18% |
| 6M | -11.71% | 46.71% |
| YTD | 37.59% | 2.31% |
| 1Y | 72.94% | 24.83% |
| 3Y (ann.) | 47.08% | 10.96% |
| 5Y (ann.) | 47.08% | 10.96% |
| Metric | 12242701:solusd:triple_med_gx:lsma270_105 | 12242701:SOLUSD |
|---|---|---|
| Max Drawdown | -31.88% | -61.75% |
| Longest DD Days | 154.0 | 269.0 |
| Avg. Drawdown | -11.69% | -16.47% |
| Avg. Drawdown Days | 45.0 | 44.0 |
| Recovery Factor | 2.2 | 0.25 |
| Ulcer Index | 1.03 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-15 | 2025-10-16 | -31.88 | 154 |
| 2024-06-06 | 2024-11-06 | -29.98 | 153 |
| 2025-03-27 | 2025-04-13 | -20.76 | 17 |
| 2025-02-06 | 2025-03-26 | -7.18 | 48 |
| 2024-11-12 | 2024-11-30 | -6.86 | 18 |
| 2024-12-01 | 2025-01-16 | -6.41 | 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 | 12242701:solusd:triple_med_gx:lsma270_105 | 12242701:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 25.11% | 25.06% |
| Worst Week | -12.08% | -26.95% |
| Best Month | 42.44% | 39.21% |
| Worst Month | -12.08% | -46.12% |
| Best Year | 37.59% | 12.78% |
| Worst Year | 23.56% | 2.31% |
| Avg. Up Day | 3.7% | 3.91% |
| Avg. Down Day | -2.93% | -3.08% |
| Avg. Up Week | 9.13% | 11.69% |
| Avg. Down Week | -5.1% | -8.49% |
| Avg. Up Month | 13.66% | 21.46% |
| Avg. Down Month | -4.72% | -27.7% |
| Win Days % | 51.06% | 48.8% |
| Win Month % | 57.14% | 58.82% |
| Win Week % | 45.71% | 50.68% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |