| Metric | 12244359:solusd:triple_med_gx:lsma255_110 | 12244359:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 104.24% | 19.47% |
| Max Drawdown | -34.48% | -64.93% |
| Sharpe | 0.75 | 0.29 |
| Sortino | 1.24 | 0.44 |
| Payoff Ratio | 1.26 | 1.23 |
| Profit Factor | 1.31 | 1.05 |
| Common Sense Ratio | 1.63 | 1.07 |
| CPC Index | 0.83 | 0.64 |
| Tail Ratio | 1.25 | 1.03 |
| Outlier Win Ratio | 22.2 | 2.99 |
| Outlier Loss Ratio | 3.06 | 2.99 |
| Volatility (ann.) | 22.11% | 42.69% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.23 | 0.24 |
| Skew | 2.45 | 0.62 |
| Kurtosis | 59.98 | 8.27 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.56% | 1.12% |
| Expected Yearly % | 42.91% | 9.3% |
| Kelly Criterion | 10.7% | 8.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.86% | -3.64% |
| Expected Shortfall (cVaR) | -1.86% | -3.64% |
| Year | 12244359:SOLUSD | 12244359:solusd:triple_med_gx:lsma255_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 2.76 | 0.21 | - |
| 2025 | 5.60 | 98.75 | 17.62 | + |
| Metric | 12244359:solusd:triple_med_gx:lsma255_110 | 12244359:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -4.93% | 26.39% |
| 6M | 41.33% | 38.87% |
| YTD | 98.75% | 5.6% |
| 1Y | 152.51% | 47.35% |
| 3Y (ann.) | 76.89% | 15.27% |
| 5Y (ann.) | 76.89% | 15.27% |
| Metric | 12244359:solusd:triple_med_gx:lsma255_110 | 12244359:SOLUSD |
|---|---|---|
| Max Drawdown | -34.48% | -64.93% |
| Longest DD Days | 116.0 | 224.0 |
| Avg. Drawdown | -5.8% | -11.98% |
| Avg. Drawdown Days | 16.0 | 26.0 |
| Recovery Factor | 3.02 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2024-11-10 | -34.48 | 116 |
| 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 | 2025-01-16 | -10.76 | 47 |
| 2024-06-05 | 2024-07-15 | -9.00 | 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 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| Metric | 12244359:solusd:triple_med_gx:lsma255_110 | 12244359:SOLUSD |
|---|---|---|
| Best Day | 15.74% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 23.62% | 21.25% |
| Worst Week | -12.02% | -17.1% |
| Best Month | 44.91% | 41.15% |
| Worst Month | -21.01% | -36.08% |
| Best Year | 98.75% | 13.13% |
| Worst Year | 2.76% | 5.6% |
| Avg. Up Day | 1.91% | 1.91% |
| Avg. Down Day | -1.52% | -1.56% |
| Avg. Up Week | 10.53% | 11.72% |
| Avg. Down Week | -5.17% | -8.48% |
| Avg. Up Month | 21.34% | 19.34% |
| Avg. Down Month | -7.21% | -18.15% |
| Win Days % | 50.27% | 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% |