| Metric | 12244357:solusd:triple_med_gx:lsma265_110 | 12244357:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 89.95% | 19.47% |
| Max Drawdown | -34.48% | -64.93% |
| Sharpe | 0.69 | 0.29 |
| Sortino | 1.12 | 0.44 |
| Payoff Ratio | 1.26 | 1.23 |
| Profit Factor | 1.27 | 1.05 |
| Common Sense Ratio | 1.42 | 1.07 |
| CPC Index | 0.79 | 0.64 |
| Tail Ratio | 1.11 | 1.03 |
| Outlier Win Ratio | 21.96 | 2.99 |
| Outlier Loss Ratio | 3.16 | 3.0 |
| Volatility (ann.) | 22.21% | 42.69% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.94 | 0.24 |
| Skew | 2.46 | 0.62 |
| Kurtosis | 59.89 | 8.27 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.09% | 1.12% |
| Expected Yearly % | 37.82% | 9.3% |
| Kelly Criterion | 8.88% | 8.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.87% | -3.64% |
| Expected Shortfall (cVaR) | -1.87% | -3.64% |
| Year | 12244357:SOLUSD | 12244357:solusd:triple_med_gx:lsma265_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 2.38 | 0.18 | - |
| 2025 | 5.60 | 85.53 | 15.27 | + |
| Metric | 12244357:solusd:triple_med_gx:lsma265_110 | 12244357:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -11.15% | 26.39% |
| 6M | 32.03% | 38.87% |
| YTD | 85.53% | 5.6% |
| 1Y | 145.43% | 47.35% |
| 3Y (ann.) | 66.93% | 15.27% |
| 5Y (ann.) | 66.93% | 15.27% |
| Metric | 12244357:solusd:triple_med_gx:lsma265_110 | 12244357:SOLUSD |
|---|---|---|
| Max Drawdown | -34.48% | -64.93% |
| Longest DD Days | 132.0 | 224.0 |
| Avg. Drawdown | -5.92% | -11.98% |
| Avg. Drawdown Days | 18.0 | 26.0 |
| Recovery Factor | 2.61 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2024-11-26 | -34.48 | 132 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-07-18 | 2025-09-01 | -15.47 | 45 |
| 2025-01-19 | 2025-04-04 | -12.00 | 75 |
| 2024-11-29 | 2025-01-15 | -10.11 | 47 |
| 2024-06-05 | 2024-07-16 | -9.79 | 40 |
| 2025-05-01 | 2025-05-08 | -6.09 | 6 |
| 2024-11-26 | 2024-11-27 | -4.63 | 1 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2025-04-14 | 2025-04-30 | -3.07 | 16 |
| Metric | 12244357:solusd:triple_med_gx:lsma265_110 | 12244357:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 23.62% | 21.25% |
| Worst Week | -15.08% | -17.1% |
| Best Month | 44.91% | 41.15% |
| Worst Month | -23.75% | -36.08% |
| Best Year | 85.53% | 13.13% |
| Worst Year | 2.38% | 5.6% |
| Avg. Up Day | 1.88% | 1.89% |
| Avg. Down Day | -1.5% | -1.54% |
| Avg. Up Week | 9.83% | 11.27% |
| Avg. Down Week | -4.89% | -8.48% |
| Avg. Up Month | 21.44% | 19.34% |
| Avg. Down Month | -7.3% | -18.15% |
| Win Days % | 49.22% | 49.56% |
| Win Month % | 50.0% | 56.25% |
| Win Week % | 62.07% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |