| Metric | 12244395:solusd:triple_med_gx:lsma180_110 | 12244395:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 100.77% | 19.47% |
| Max Drawdown | -26.68% | -64.93% |
| Sharpe | 0.91 | 0.29 |
| Sortino | 1.56 | 0.44 |
| Payoff Ratio | 1.4 | 1.29 |
| Profit Factor | 1.38 | 1.05 |
| Common Sense Ratio | 1.93 | 1.07 |
| CPC Index | 0.94 | 0.67 |
| Tail Ratio | 1.4 | 1.03 |
| Outlier Win Ratio | 27.81 | 2.93 |
| Outlier Loss Ratio | 3.51 | 2.79 |
| Volatility (ann.) | 16.91% | 42.69% |
| R^2 | 0.16 | 0.16 |
| Calmar | 2.79 | 0.24 |
| Skew | 2.48 | 0.62 |
| Kurtosis | 34.39 | 8.27 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.45% | 1.12% |
| Expected Yearly % | 41.69% | 9.3% |
| Kelly Criterion | 11.54% | 10.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -3.64% |
| Expected Shortfall (cVaR) | -1.41% | -3.64% |
| Year | 12244395:SOLUSD | 12244395:solusd:triple_med_gx:lsma180_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 21.25 | 1.62 | + |
| 2025 | 5.60 | 65.59 | 11.71 | + |
| Metric | 12244395:solusd:triple_med_gx:lsma180_110 | 12244395:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -4.17% | 26.39% |
| 6M | 20.35% | 38.87% |
| YTD | 65.59% | 5.6% |
| 1Y | 126.96% | 47.35% |
| 3Y (ann.) | 74.49% | 15.27% |
| 5Y (ann.) | 74.49% | 15.27% |
| Metric | 12244395:solusd:triple_med_gx:lsma180_110 | 12244395:SOLUSD |
|---|---|---|
| Max Drawdown | -26.68% | -64.93% |
| Longest DD Days | 100.0 | 224.0 |
| Avg. Drawdown | -4.48% | -11.98% |
| Avg. Drawdown Days | 16.0 | 26.0 |
| Recovery Factor | 3.78 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-10 | -26.68 | 100 |
| 2025-04-04 | 2025-05-09 | -18.54 | 34 |
| 2025-06-30 | 2025-09-01 | -13.41 | 62 |
| 2025-01-19 | 2025-04-03 | -10.60 | 74 |
| 2025-05-14 | 2025-06-28 | -5.98 | 45 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-07-16 | 2024-07-19 | -4.14 | 2 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-06-01 | 2024-07-15 | -3.03 | 43 |
| 2024-11-29 | 2025-01-15 | -2.89 | 47 |
| Metric | 12244395:solusd:triple_med_gx:lsma180_110 | 12244395:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 23.62% | 21.25% |
| Worst Week | -11.25% | -17.1% |
| Best Month | 44.91% | 41.15% |
| Worst Month | -18.11% | -36.08% |
| Best Year | 65.59% | 13.13% |
| Worst Year | 21.25% | 5.6% |
| Avg. Up Day | 1.76% | 1.77% |
| Avg. Down Day | -1.25% | -1.37% |
| Avg. Up Week | 12.36% | 11.83% |
| Avg. Down Week | -4.16% | -7.47% |
| Avg. Up Month | 23.82% | 19.52% |
| Avg. Down Month | -6.33% | -17.54% |
| Win Days % | 48.33% | 49.56% |
| Win Month % | 46.67% | 56.25% |
| Win Week % | 45.16% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |