| Metric | 12244409:solusd:triple_med_gx:lsma235_110 | 12244409:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 112.43% | 15.38% |
| Max Drawdown | -34.31% | -64.93% |
| Sharpe | 0.78 | 0.27 |
| Sortino | 1.25 | 0.4 |
| Payoff Ratio | 1.24 | 1.2 |
| Profit Factor | 1.33 | 1.04 |
| Common Sense Ratio | 1.81 | 1.08 |
| CPC Index | 0.84 | 0.62 |
| Tail Ratio | 1.36 | 1.04 |
| Outlier Win Ratio | 24.55 | 2.98 |
| Outlier Loss Ratio | 3.11 | 2.92 |
| Volatility (ann.) | 19.97% | 42.23% |
| R^2 | 0.22 | 0.22 |
| Calmar | 2.13 | 0.17 |
| Skew | 1.5 | 0.58 |
| Kurtosis | 57.6 | 8.14 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.53% | 0.85% |
| Expected Yearly % | 45.75% | 7.42% |
| Kelly Criterion | 11.22% | 7.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.68% | -3.6% |
| Expected Shortfall (cVaR) | -1.68% | -3.6% |
| Year | 12244409:SOLUSD | 12244409:solusd:triple_med_gx:lsma235_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 5.94 | 0.45 | - |
| 2025 | 1.99 | 100.52 | 50.61 | + |
| Metric | 12244409:solusd:triple_med_gx:lsma235_110 | 12244409:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -4.83% | 17.41% |
| 6M | 15.18% | 52.72% |
| YTD | 100.52% | 1.99% |
| 1Y | 171.13% | 24.46% |
| 3Y (ann.) | 72.95% | 10.96% |
| 5Y (ann.) | 72.95% | 10.96% |
| Metric | 12244409:solusd:triple_med_gx:lsma235_110 | 12244409:SOLUSD |
|---|---|---|
| Max Drawdown | -34.31% | -64.93% |
| Longest DD Days | 166.0 | 269.0 |
| Avg. Drawdown | -5.01% | -11.98% |
| Avg. Drawdown Days | 18.0 | 29.0 |
| Recovery Factor | 3.28 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-01-15 | -34.31 | 166 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-05-26 | 2025-09-14 | -14.71 | 110 |
| 2025-04-14 | 2025-05-08 | -10.58 | 24 |
| 2025-01-19 | 2025-03-24 | -10.47 | 63 |
| 2025-09-14 | 2025-10-16 | -8.53 | 31 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-07-16 | 2024-07-19 | -4.14 | 2 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2025-04-13 | 2025-04-14 | -2.95 | 1 |
| Metric | 12244409:solusd:triple_med_gx:lsma235_110 | 12244409:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 23.62% | 21.25% |
| Worst Week | -24.12% | -18.95% |
| Best Month | 44.91% | 41.15% |
| Worst Month | -28.79% | -36.08% |
| Best Year | 100.52% | 13.13% |
| Worst Year | 5.94% | 1.99% |
| Avg. Up Day | 1.8% | 1.81% |
| Avg. Down Day | -1.45% | -1.51% |
| Avg. Up Week | 12.63% | 13.27% |
| Avg. Down Week | -3.63% | -7.96% |
| Avg. Up Month | 18.89% | 17.16% |
| Avg. Down Month | -11.38% | -25.95% |
| Win Days % | 50.79% | 49.58% |
| Win Month % | 60.0% | 58.82% |
| Win Week % | 56.67% | 53.42% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |