| Metric | 12244362:solusd:triple_med_gx:lsma285_110 | 12244362:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 68.75% | 19.47% |
| Max Drawdown | -37.53% | -64.93% |
| Sharpe | 0.57 | 0.29 |
| Sortino | 0.93 | 0.44 |
| Payoff Ratio | 1.25 | 1.23 |
| Profit Factor | 1.22 | 1.05 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.74 | 0.64 |
| Tail Ratio | 1.06 | 1.03 |
| Outlier Win Ratio | 20.87 | 2.94 |
| Outlier Loss Ratio | 3.18 | 3.08 |
| Volatility (ann.) | 22.8% | 42.69% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.38 | 0.24 |
| Skew | 2.49 | 0.62 |
| Kurtosis | 56.57 | 8.27 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.32% | 1.12% |
| Expected Yearly % | 29.9% | 9.3% |
| Kelly Criterion | 7.81% | 8.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.93% | -3.64% |
| Expected Shortfall (cVaR) | -1.93% | -3.64% |
| Year | 12244362:SOLUSD | 12244362:solusd:triple_med_gx:lsma285_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 0.91 | 0.07 | - |
| 2025 | 5.60 | 67.23 | 12.00 | + |
| Metric | 12244362:solusd:triple_med_gx:lsma285_110 | 12244362:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -0.49% | 26.39% |
| 6M | 40.52% | 38.87% |
| YTD | 67.23% | 5.6% |
| 1Y | 114.9% | 47.35% |
| 3Y (ann.) | 51.88% | 15.27% |
| 5Y (ann.) | 51.88% | 15.27% |
| Metric | 12244362:solusd:triple_med_gx:lsma285_110 | 12244362:SOLUSD |
|---|---|---|
| Max Drawdown | -37.53% | -64.93% |
| Longest DD Days | 158.0 | 224.0 |
| Avg. Drawdown | -6.3% | -11.98% |
| Avg. Drawdown Days | 20.0 | 26.0 |
| Recovery Factor | 1.83 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-11 | -37.53 | 158 |
| 2025-01-19 | 2025-04-12 | -22.84 | 83 |
| 2025-05-27 | 2025-08-28 | -15.80 | 92 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| 2025-08-29 | 2025-09-01 | -8.05 | 3 |
| 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 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| Metric | 12244362:solusd:triple_med_gx:lsma285_110 | 12244362: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 | 32.51% | 41.15% |
| Worst Month | -18.06% | -36.08% |
| Best Year | 67.23% | 13.13% |
| Worst Year | 0.91% | 5.6% |
| Avg. Up Day | 1.87% | 1.87% |
| Avg. Down Day | -1.49% | -1.53% |
| Avg. Up Week | 8.78% | 11.06% |
| Avg. Down Week | -5.94% | -8.67% |
| Avg. Up Month | 15.87% | 18.94% |
| Avg. Down Month | -8.37% | -18.15% |
| Win Days % | 48.76% | 49.56% |
| Win Month % | 57.14% | 56.25% |
| Win Week % | 60.71% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |