| Metric | 12244360:solusd:triple_med_gx:lsma275_110 | 12244360:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 86.96% | 19.47% |
| Max Drawdown | -35.81% | -64.93% |
| Sharpe | 0.66 | 0.29 |
| Sortino | 1.1 | 0.44 |
| Payoff Ratio | 1.29 | 1.26 |
| Profit Factor | 1.26 | 1.05 |
| Common Sense Ratio | 1.31 | 1.07 |
| CPC Index | 0.79 | 0.66 |
| Tail Ratio | 1.04 | 1.03 |
| Outlier Win Ratio | 21.4 | 2.99 |
| Outlier Loss Ratio | 3.19 | 3.0 |
| Volatility (ann.) | 22.64% | 42.69% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.81 | 0.24 |
| Skew | 2.63 | 0.62 |
| Kurtosis | 58.12 | 8.27 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.99% | 1.12% |
| Expected Yearly % | 36.73% | 9.3% |
| Kelly Criterion | 8.66% | 9.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.91% | -3.64% |
| Expected Shortfall (cVaR) | -1.91% | -3.64% |
| Year | 12244360:SOLUSD | 12244360:solusd:triple_med_gx:lsma275_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 3.21 | 0.24 | - |
| 2025 | 5.60 | 81.15 | 14.48 | + |
| Metric | 12244360:solusd:triple_med_gx:lsma275_110 | 12244360:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -12.13% | 26.39% |
| 6M | 29.02% | 38.87% |
| YTD | 81.15% | 5.6% |
| 1Y | 125.65% | 47.35% |
| 3Y (ann.) | 64.83% | 15.27% |
| 5Y (ann.) | 64.83% | 15.27% |
| Metric | 12244360:solusd:triple_med_gx:lsma275_110 | 12244360:SOLUSD |
|---|---|---|
| Max Drawdown | -35.81% | -64.93% |
| Longest DD Days | 157.0 | 224.0 |
| Avg. Drawdown | -5.55% | -11.98% |
| Avg. Drawdown Days | 17.0 | 26.0 |
| Recovery Factor | 2.43 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-10 | -35.81 | 157 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-07-18 | 2025-09-01 | -16.11 | 45 |
| 2025-01-19 | 2025-04-04 | -12.00 | 75 |
| 2024-11-29 | 2025-01-15 | -10.11 | 47 |
| 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 |
| 2025-04-14 | 2025-04-30 | -3.07 | 16 |
| Metric | 12244360:solusd:triple_med_gx:lsma275_110 | 12244360:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 23.62% | 21.25% |
| Worst Week | -10.53% | -17.1% |
| Best Month | 44.91% | 41.15% |
| Worst Month | -15.86% | -36.08% |
| Best Year | 81.15% | 13.13% |
| Worst Year | 3.21% | 5.6% |
| Avg. Up Day | 1.89% | 1.9% |
| Avg. Down Day | -1.47% | -1.5% |
| Avg. Up Week | 10.53% | 12.24% |
| Avg. Down Week | -4.92% | -8.67% |
| Avg. Up Month | 24.59% | 21.15% |
| Avg. Down Month | -6.52% | -18.15% |
| Win Days % | 48.61% | 49.56% |
| Win Month % | 42.86% | 56.25% |
| Win Week % | 55.17% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |