| Metric | 12244294:solusd:triple_med_gx:lsma235_110 | 12244294:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 56.23% | 19.47% |
| Max Drawdown | -27.3% | -64.93% |
| Sharpe | 0.58 | 0.29 |
| Sortino | 0.94 | 0.44 |
| Payoff Ratio | 1.28 | 1.21 |
| Profit Factor | 1.23 | 1.05 |
| Common Sense Ratio | 1.45 | 1.07 |
| CPC Index | 0.76 | 0.62 |
| Tail Ratio | 1.18 | 1.03 |
| Outlier Win Ratio | 27.54 | 2.92 |
| Outlier Loss Ratio | 3.25 | 2.89 |
| Volatility (ann.) | 18.26% | 42.69% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.57 | 0.24 |
| Skew | 2.73 | 0.62 |
| Kurtosis | 53.66 | 8.27 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.83% | 1.12% |
| Expected Yearly % | 24.99% | 9.3% |
| Kelly Criterion | 7.58% | 7.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -3.64% |
| Expected Shortfall (cVaR) | -1.54% | -3.64% |
| Year | 12244294:SOLUSD | 12244294:solusd:triple_med_gx:lsma235_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -1.39 | -0.11 | - |
| 2025 | 5.60 | 58.43 | 10.43 | + |
| Metric | 12244294:solusd:triple_med_gx:lsma235_110 | 12244294:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -7.5% | 26.39% |
| 6M | 14.59% | 38.87% |
| YTD | 58.43% | 5.6% |
| 1Y | 66.35% | 47.35% |
| 3Y (ann.) | 42.81% | 15.27% |
| 5Y (ann.) | 42.81% | 15.27% |
| Metric | 12244294:solusd:triple_med_gx:lsma235_110 | 12244294:SOLUSD |
|---|---|---|
| Max Drawdown | -27.3% | -64.93% |
| Longest DD Days | 185.0 | 224.0 |
| Avg. Drawdown | -6.13% | -11.98% |
| Avg. Drawdown Days | 31.0 | 26.0 |
| Recovery Factor | 2.06 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-01-18 | -27.30 | 185 |
| 2025-01-19 | 2025-05-08 | -25.08 | 108 |
| 2025-05-11 | 2025-09-01 | -17.06 | 113 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2024-07-16 | 2024-07-16 | -2.48 | 0 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| 2025-05-09 | 2025-05-09 | -0.99 | 0 |
| 2024-07-14 | 2024-07-14 | -0.50 | 0 |
| 2024-07-13 | 2024-07-13 | -0.31 | 0 |
| 2024-07-15 | 2024-07-15 | -0.25 | 0 |
| Metric | 12244294:solusd:triple_med_gx:lsma235_110 | 12244294:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 23.62% | 21.25% |
| Worst Week | -11.29% | -17.1% |
| Best Month | 46.15% | 41.15% |
| Worst Month | -19.62% | -36.08% |
| Best Year | 58.43% | 13.13% |
| Worst Year | -1.39% | 5.6% |
| Avg. Up Day | 1.78% | 1.79% |
| Avg. Down Day | -1.39% | -1.48% |
| Avg. Up Week | 11.89% | 14.1% |
| Avg. Down Week | -4.63% | -8.4% |
| Avg. Up Month | 18.35% | 21.15% |
| Avg. Down Month | -5.4% | -18.87% |
| Win Days % | 48.17% | 49.56% |
| Win Month % | 40.0% | 56.25% |
| Win Week % | 50.0% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |