| Metric | 12242701:solusd:triple_med_gx:lsma270_105 | 12242701:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 70.0% | 15.38% |
| Max Drawdown | -33.08% | -64.93% |
| Sharpe | 0.54 | 0.27 |
| Sortino | 0.88 | 0.4 |
| Payoff Ratio | 1.28 | 1.24 |
| Profit Factor | 1.19 | 1.04 |
| Common Sense Ratio | 1.42 | 1.08 |
| CPC Index | 0.72 | 0.64 |
| Tail Ratio | 1.19 | 1.04 |
| Outlier Win Ratio | 20.85 | 3.15 |
| Outlier Loss Ratio | 3.44 | 3.06 |
| Volatility (ann.) | 22.54% | 42.23% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.42 | 0.17 |
| Skew | 2.39 | 0.58 |
| Kurtosis | 53.7 | 8.14 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.17% | 0.85% |
| Expected Yearly % | 30.39% | 7.42% |
| Kelly Criterion | 5.63% | 8.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.91% | -3.6% |
| Expected Shortfall (cVaR) | -1.91% | -3.6% |
| Year | 12242701:SOLUSD | 12242701:solusd:triple_med_gx:lsma270_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 23.56 | 1.79 | + |
| 2025 | 1.99 | 37.59 | 18.93 | + |
| Metric | 12242701:solusd:triple_med_gx:lsma270_105 | 12242701:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -15.48% | 17.41% |
| 6M | -8.09% | 52.72% |
| YTD | 37.59% | 1.99% |
| 1Y | 72.43% | 24.46% |
| 3Y (ann.) | 47.08% | 10.96% |
| 5Y (ann.) | 47.08% | 10.96% |
| Metric | 12242701:solusd:triple_med_gx:lsma270_105 | 12242701:SOLUSD |
|---|---|---|
| Max Drawdown | -33.08% | -64.93% |
| Longest DD Days | 155.0 | 269.0 |
| Avg. Drawdown | -6.35% | -11.98% |
| Avg. Drawdown Days | 21.0 | 29.0 |
| Recovery Factor | 2.12 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-14 | 2025-10-16 | -33.08 | 155 |
| 2024-06-05 | 2024-11-06 | -32.03 | 153 |
| 2025-02-04 | 2025-04-12 | -23.84 | 67 |
| 2024-11-29 | 2025-01-15 | -10.11 | 47 |
| 2024-11-12 | 2024-11-29 | -7.92 | 17 |
| 2025-04-17 | 2025-05-08 | -6.63 | 20 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2025-04-13 | 2025-04-14 | -2.95 | 1 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| Metric | 12242701:solusd:triple_med_gx:lsma270_105 | 12242701:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.07% | 21.25% |
| Worst Week | -11.39% | -18.95% |
| Best Month | 42.44% | 41.15% |
| Worst Month | -12.08% | -36.08% |
| Best Year | 37.59% | 13.13% |
| Worst Year | 23.56% | 1.99% |
| Avg. Up Day | 1.78% | 1.79% |
| Avg. Down Day | -1.39% | -1.44% |
| Avg. Up Week | 6.97% | 10.9% |
| Avg. Down Week | -3.14% | -7.27% |
| Avg. Up Month | 15.33% | 19.34% |
| Avg. Down Month | -4.1% | -22.53% |
| Win Days % | 47.08% | 49.58% |
| Win Month % | 50.0% | 58.82% |
| Win Week % | 51.43% | 53.42% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |