| Metric | 12244402:solusd:triple_med_gx:lsma205_110 | 12244402:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 78.96% | 19.47% |
| Max Drawdown | -33.55% | -64.93% |
| Sharpe | 0.7 | 0.29 |
| Sortino | 1.21 | 0.44 |
| Payoff Ratio | 1.32 | 1.26 |
| Profit Factor | 1.29 | 1.05 |
| Common Sense Ratio | 1.47 | 1.07 |
| CPC Index | 0.83 | 0.65 |
| Tail Ratio | 1.14 | 1.03 |
| Outlier Win Ratio | 26.66 | 3.0 |
| Outlier Loss Ratio | 3.26 | 2.9 |
| Volatility (ann.) | 19.07% | 42.69% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.76 | 0.24 |
| Skew | 3.33 | 0.62 |
| Kurtosis | 52.0 | 8.27 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.7% | 1.12% |
| Expected Yearly % | 33.78% | 9.3% |
| Kelly Criterion | 9.53% | 9.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.61% | -3.64% |
| Expected Shortfall (cVaR) | -1.61% | -3.64% |
| Year | 12244402:SOLUSD | 12244402:solusd:triple_med_gx:lsma205_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 5.45 | 0.41 | - |
| 2025 | 5.60 | 69.72 | 12.44 | + |
| Metric | 12244402:solusd:triple_med_gx:lsma205_110 | 12244402:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -12.84% | 26.39% |
| 6M | 20.12% | 38.87% |
| YTD | 69.72% | 5.6% |
| 1Y | 112.8% | 47.35% |
| 3Y (ann.) | 59.17% | 15.27% |
| 5Y (ann.) | 59.17% | 15.27% |
| Metric | 12244402:solusd:triple_med_gx:lsma205_110 | 12244402:SOLUSD |
|---|---|---|
| Max Drawdown | -33.55% | -64.93% |
| Longest DD Days | 118.0 | 224.0 |
| Avg. Drawdown | -5.35% | -11.98% |
| Avg. Drawdown Days | 20.0 | 26.0 |
| Recovery Factor | 2.35 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-29 | -33.55 | 118 |
| 2025-04-04 | 2025-05-08 | -18.54 | 33 |
| 2025-06-30 | 2025-09-01 | -17.18 | 62 |
| 2025-01-19 | 2025-03-24 | -10.47 | 63 |
| 2024-11-29 | 2025-01-15 | -4.71 | 47 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-07-16 | 2024-07-19 | -4.14 | 2 |
| 2024-06-01 | 2024-07-15 | -3.03 | 43 |
| 2024-07-16 | 2024-07-16 | -2.48 | 0 |
| 2025-05-14 | 2025-06-30 | -2.47 | 47 |
| Metric | 12244402:solusd:triple_med_gx:lsma205_110 | 12244402:SOLUSD |
|---|---|---|
| Best Day | 15.21% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 23.62% | 21.25% |
| Worst Week | -11.71% | -17.1% |
| Best Month | 44.91% | 41.15% |
| Worst Month | -22.42% | -36.08% |
| Best Year | 69.72% | 13.13% |
| Worst Year | 5.45% | 5.6% |
| Avg. Up Day | 1.83% | 1.84% |
| Avg. Down Day | -1.39% | -1.46% |
| Avg. Up Week | 13.18% | 12.71% |
| Avg. Down Week | -4.21% | -7.36% |
| Avg. Up Month | 23.91% | 21.15% |
| Avg. Down Month | -5.58% | -18.15% |
| Win Days % | 48.51% | 49.56% |
| Win Month % | 43.75% | 56.25% |
| Win Week % | 43.33% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |