| Metric | 12244363:solusd:triple_med_gx:lsma280_110 | 12244363:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 74.02% | 15.38% |
| Max Drawdown | -38.59% | -64.93% |
| Sharpe | 0.57 | 0.27 |
| Sortino | 0.92 | 0.4 |
| Payoff Ratio | 1.24 | 1.21 |
| Profit Factor | 1.22 | 1.04 |
| Common Sense Ratio | 1.31 | 1.08 |
| CPC Index | 0.74 | 0.63 |
| Tail Ratio | 1.07 | 1.04 |
| Outlier Win Ratio | 22.16 | 2.96 |
| Outlier Loss Ratio | 3.18 | 3.01 |
| Volatility (ann.) | 21.92% | 42.23% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.29 | 0.17 |
| Skew | 2.55 | 0.58 |
| Kurtosis | 60.45 | 8.14 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.31% | 0.85% |
| Expected Yearly % | 31.92% | 7.42% |
| Kelly Criterion | 7.3% | 7.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.85% | -3.6% |
| Expected Shortfall (cVaR) | -1.85% | -3.6% |
| Year | 12244363:SOLUSD | 12244363:solusd:triple_med_gx:lsma280_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -0.92 | -0.07 | - |
| 2025 | 1.99 | 75.63 | 38.08 | + |
| Metric | 12244363:solusd:triple_med_gx:lsma280_110 | 12244363:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 1.31% | 17.41% |
| 6M | 26.74% | 52.72% |
| YTD | 75.63% | 1.99% |
| 1Y | 116.66% | 24.46% |
| 3Y (ann.) | 49.6% | 10.96% |
| 5Y (ann.) | 49.6% | 10.96% |
| Metric | 12244363:solusd:triple_med_gx:lsma280_110 | 12244363:SOLUSD |
|---|---|---|
| Max Drawdown | -38.59% | -64.93% |
| Longest DD Days | 173.0 | 269.0 |
| Avg. Drawdown | -6.68% | -11.98% |
| Avg. Drawdown Days | 22.0 | 29.0 |
| Recovery Factor | 1.92 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-26 | -38.59 | 173 |
| 2025-01-19 | 2025-04-12 | -21.52 | 83 |
| 2025-07-18 | 2025-08-28 | -15.47 | 41 |
| 2025-09-13 | 2025-10-16 | -12.37 | 33 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| 2025-08-29 | 2025-09-11 | -8.56 | 13 |
| 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 | 12244363:solusd:triple_med_gx:lsma280_110 | 12244363:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 23.62% | 21.25% |
| Worst Week | -10.53% | -18.95% |
| Best Month | 32.51% | 41.15% |
| Worst Month | -15.86% | -36.08% |
| Best Year | 75.63% | 13.13% |
| Worst Year | -0.92% | 1.99% |
| Avg. Up Day | 1.82% | 1.83% |
| Avg. Down Day | -1.47% | -1.51% |
| Avg. Up Week | 9.41% | 12.52% |
| Avg. Down Week | -6.18% | -9.08% |
| Avg. Up Month | 15.87% | 18.04% |
| Avg. Down Month | -10.14% | -22.53% |
| Win Days % | 48.71% | 49.58% |
| Win Month % | 57.14% | 58.82% |
| Win Week % | 59.38% | 53.42% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 50.0% | 100.0% |