| Metric | 12244408:solusd:triple_med_gx:lsma240_110 | 12244408:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 136.45% | 15.38% |
| Max Drawdown | -27.06% | -61.75% |
| Sharpe | 1.66 | 0.55 |
| Sortino | 2.8 | 0.81 |
| Payoff Ratio | 1.42 | 1.41 |
| Profit Factor | 1.74 | 1.08 |
| Common Sense Ratio | 3.85 | 1.17 |
| CPC Index | 1.37 | 0.75 |
| Tail Ratio | 2.21 | 1.08 |
| Outlier Win Ratio | 20.88 | 3.07 |
| Outlier Loss Ratio | 2.9 | 2.5 |
| Volatility (ann.) | 43.14% | 85.83% |
| R^2 | 0.27 | 0.27 |
| Calmar | 3.21 | 0.18 |
| Skew | 0.96 | 0.14 |
| Kurtosis | 26.37 | 3.01 |
| Expected Daily % | 0.17% | 0.03% |
| Expected Monthly % | 5.19% | 0.85% |
| Expected Yearly % | 53.77% | 7.42% |
| Kelly Criterion | 23.92% | 12.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.52% | -7.26% |
| Expected Shortfall (cVaR) | -3.52% | -7.26% |
| Year | 12244408:SOLUSD | 12244408:solusd:triple_med_gx:lsma240_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 21.28 | 1.67 | + |
| 2025 | 2.31 | 94.96 | 41.19 | + |
| Metric | 12244408:solusd:triple_med_gx:lsma240_110 | 12244408:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | -7.87% | 20.18% |
| 6M | 7.66% | 46.71% |
| YTD | 94.96% | 2.31% |
| 1Y | 158.34% | 24.83% |
| 3Y (ann.) | 86.96% | 10.96% |
| 5Y (ann.) | 86.96% | 10.96% |
| Metric | 12244408:solusd:triple_med_gx:lsma240_110 | 12244408:SOLUSD |
|---|---|---|
| Max Drawdown | -27.06% | -61.75% |
| Longest DD Days | 110.0 | 269.0 |
| Avg. Drawdown | -7.68% | -16.47% |
| Avg. Drawdown Days | 33.0 | 44.0 |
| Recovery Factor | 5.04 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-09 | -27.06 | 99 |
| 2025-04-06 | 2025-04-12 | -15.57 | 6 |
| 2025-05-27 | 2025-09-14 | -13.09 | 110 |
| 2025-09-15 | 2025-10-16 | -11.36 | 31 |
| 2025-04-15 | 2025-05-09 | -8.95 | 24 |
| 2024-12-01 | 2025-01-17 | -7.96 | 47 |
| 2025-02-03 | 2025-03-24 | -5.74 | 49 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2024-06-06 | 2024-07-15 | -2.09 | 39 |
| 2024-06-02 | 2024-06-05 | -1.53 | 3 |
| Metric | 12244408:solusd:triple_med_gx:lsma240_110 | 12244408:SOLUSD |
|---|---|---|
| Best Day | 17.78% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 27.74% | 25.06% |
| Worst Week | -17.28% | -26.95% |
| Best Month | 44.91% | 39.21% |
| Worst Month | -17.43% | -46.12% |
| Best Year | 94.96% | 12.78% |
| Worst Year | 21.28% | 2.31% |
| Avg. Up Day | 3.96% | 4.24% |
| Avg. Down Day | -2.79% | -3.0% |
| Avg. Up Week | 9.4% | 10.92% |
| Avg. Down Week | -5.64% | -7.82% |
| Avg. Up Month | 22.21% | 21.8% |
| Avg. Down Month | -8.94% | -31.05% |
| Win Days % | 55.36% | 48.8% |
| Win Month % | 53.33% | 58.82% |
| Win Week % | 64.52% | 50.68% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |