| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 90.72% | 20.96% |
| Max Drawdown | -26.11% | -64.93% |
| Sharpe | 0.78 | 0.29 |
| Sortino | 1.31 | 0.43 |
| Payoff Ratio | 1.29 | 1.21 |
| Profit Factor | 1.32 | 1.04 |
| Common Sense Ratio | 1.66 | 1.08 |
| CPC Index | 0.83 | 0.63 |
| Tail Ratio | 1.26 | 1.04 |
| Outlier Win Ratio | 28.4 | 2.97 |
| Outlier Loss Ratio | 3.41 | 2.84 |
| Volatility (ann.) | 16.87% | 42.26% |
| R^2 | 0.16 | 0.16 |
| Calmar | 2.31 | 0.23 |
| Skew | 2.19 | 0.58 |
| Kurtosis | 33.25 | 8.13 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.87% | 1.13% |
| Expected Yearly % | 38.1% | 9.98% |
| Kelly Criterion | 9.73% | 7.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -3.6% |
| Expected Shortfall (cVaR) | -1.42% | -3.6% |
| Year | 12244398:SOLUSD | 12244398:solusd:triple_med_gx:lsma190_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 18.37 | 1.40 | + |
| 2025 | 6.92 | 61.12 | 8.84 | + |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | -3.39% | 24.43% |
| 6M | 11.41% | 56.02% |
| YTD | 61.12% | 6.92% |
| 1Y | 126.55% | 36.69% |
| 3Y (ann.) | 60.21% | 14.9% |
| 5Y (ann.) | 60.21% | 14.9% |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Max Drawdown | -26.11% | -64.93% |
| Longest DD Days | 153.0 | 268.0 |
| Avg. Drawdown | -4.95% | -11.98% |
| Avg. Drawdown Days | 22.0 | 29.0 |
| Recovery Factor | 3.47 | 0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-10 | -26.11 | 100 |
| 2025-04-04 | 2025-05-10 | -18.54 | 36 |
| 2025-05-14 | 2025-10-14 | -15.88 | 153 |
| 2025-01-19 | 2025-03-24 | -10.47 | 63 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-07-16 | 2024-07-19 | -4.14 | 2 |
| 2024-11-29 | 2025-01-15 | -3.78 | 47 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-06-01 | 2024-07-15 | -3.03 | 43 |
| 2024-11-28 | 2024-11-29 | -2.89 | 1 |
| Metric | 12244398:solusd:triple_med_gx:lsma190_110 | 12244398:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 23.62% | 21.25% |
| Worst Week | -14.32% | -18.95% |
| Best Month | 44.91% | 41.15% |
| Worst Month | -17.48% | -36.08% |
| Best Year | 61.12% | 13.13% |
| Worst Year | 18.37% | 6.92% |
| Avg. Up Day | 1.69% | 1.7% |
| Avg. Down Day | -1.31% | -1.41% |
| Avg. Up Week | 11.48% | 12.94% |
| Avg. Down Week | -4.61% | -7.66% |
| Avg. Up Month | 20.45% | 16.94% |
| Avg. Down Month | -5.14% | -17.66% |
| Win Days % | 49.17% | 49.63% |
| Win Month % | 46.67% | 58.82% |
| Win Week % | 48.48% | 53.42% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |