| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 105.4% | 15.38% |
| Max Drawdown | -24.29% | -61.75% |
| Sharpe | 1.58 | 0.55 |
| Sortino | 2.89 | 0.81 |
| Payoff Ratio | 1.66 | 1.28 |
| Profit Factor | 1.74 | 1.08 |
| Common Sense Ratio | 4.37 | 1.17 |
| CPC Index | 1.45 | 0.68 |
| Tail Ratio | 2.52 | 1.08 |
| Outlier Win Ratio | 24.1 | 2.96 |
| Outlier Loss Ratio | 3.57 | 2.42 |
| Volatility (ann.) | 37.49% | 85.83% |
| R^2 | 0.18 | 0.18 |
| Calmar | 2.83 | 0.18 |
| Skew | 2.23 | 0.14 |
| Kurtosis | 30.98 | 3.01 |
| Expected Daily % | 0.14% | 0.03% |
| Expected Monthly % | 4.33% | 0.85% |
| Expected Yearly % | 43.32% | 7.42% |
| Kelly Criterion | 20.61% | 8.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.07% | -7.26% |
| Expected Shortfall (cVaR) | -3.07% | -7.26% |
| Year | 12244399:SOLUSD | 12244399:solusd:triple_med_gx:lsma195_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 18.49 | 1.45 | + |
| 2025 | 2.31 | 73.35 | 31.81 | + |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | -3.51% | 20.18% |
| 6M | 14.6% | 46.71% |
| YTD | 73.35% | 2.31% |
| 1Y | 141.38% | 24.83% |
| 3Y (ann.) | 68.77% | 10.96% |
| 5Y (ann.) | 68.77% | 10.96% |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Max Drawdown | -24.29% | -61.75% |
| Longest DD Days | 122.0 | 269.0 |
| Avg. Drawdown | -7.71% | -16.47% |
| Avg. Drawdown Days | 40.0 | 44.0 |
| Recovery Factor | 4.34 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-12 | -24.29 | 102 |
| 2025-04-06 | 2025-05-11 | -15.82 | 35 |
| 2025-05-15 | 2025-09-14 | -12.11 | 122 |
| 2025-09-15 | 2025-10-16 | -8.43 | 31 |
| 2025-02-03 | 2025-02-04 | -5.74 | 1 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2024-12-01 | 2025-01-16 | -3.60 | 46 |
| 2024-06-02 | 2024-07-15 | -1.54 | 43 |
| 2024-07-18 | 2024-07-19 | -1.45 | 1 |
| 2025-03-08 | 2025-03-23 | -0.51 | 15 |
| Metric | 12244399:solusd:triple_med_gx:lsma195_110 | 12244399:SOLUSD |
|---|---|---|
| Best Day | 17.78% | 20.8% |
| Worst Day | -15.29% | -18.74% |
| Best Week | 27.74% | 25.06% |
| Worst Week | -11.76% | -26.95% |
| Best Month | 44.91% | 39.21% |
| Worst Month | -16.13% | -46.12% |
| Best Year | 73.35% | 12.78% |
| Worst Year | 18.49% | 2.31% |
| Avg. Up Day | 3.81% | 3.93% |
| Avg. Down Day | -2.29% | -3.07% |
| Avg. Up Week | 10.09% | 11.15% |
| Avg. Down Week | -5.28% | -6.72% |
| Avg. Up Month | 20.73% | 19.46% |
| Avg. Down Month | -7.09% | -21.56% |
| Win Days % | 50.47% | 48.8% |
| Win Month % | 56.25% | 58.82% |
| Win Week % | 56.25% | 50.68% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |