| Metric | 12244412:solusd:triple_med_gx:lsma255_110 | 12244412:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 117.55% | 15.38% |
| Max Drawdown | -27.06% | -61.75% |
| Sharpe | 1.53 | 0.55 |
| Sortino | 2.49 | 0.81 |
| Payoff Ratio | 1.34 | 1.4 |
| Profit Factor | 1.64 | 1.08 |
| Common Sense Ratio | 3.9 | 1.17 |
| CPC Index | 1.22 | 0.74 |
| Tail Ratio | 2.38 | 1.08 |
| Outlier Win Ratio | 20.85 | 3.07 |
| Outlier Loss Ratio | 2.85 | 2.55 |
| Volatility (ann.) | 42.98% | 85.83% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.81 | 0.18 |
| Skew | 0.68 | 0.14 |
| Kurtosis | 25.31 | 3.01 |
| Expected Daily % | 0.15% | 0.03% |
| Expected Monthly % | 4.68% | 0.85% |
| Expected Yearly % | 47.5% | 7.42% |
| Kelly Criterion | 21.97% | 12.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.52% | -7.26% |
| Expected Shortfall (cVaR) | -3.52% | -7.26% |
| Year | 12244412:SOLUSD | 12244412:solusd:triple_med_gx:lsma255_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 18.07 | 1.41 | + |
| 2025 | 2.31 | 84.26 | 36.54 | + |
| Metric | 12244412:solusd:triple_med_gx:lsma255_110 | 12244412:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | -8.85% | 20.18% |
| 6M | 6.34% | 46.71% |
| YTD | 84.26% | 2.31% |
| 1Y | 144.32% | 24.83% |
| 3Y (ann.) | 75.97% | 10.96% |
| 5Y (ann.) | 75.97% | 10.96% |
| Metric | 12244412:solusd:triple_med_gx:lsma255_110 | 12244412:SOLUSD |
|---|---|---|
| Max Drawdown | -27.06% | -61.75% |
| Longest DD Days | 110.0 | 269.0 |
| Avg. Drawdown | -8.17% | -16.47% |
| Avg. Drawdown Days | 33.0 | 44.0 |
| Recovery Factor | 4.34 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-08 | -27.06 | 98 |
| 2025-04-06 | 2025-04-12 | -15.57 | 6 |
| 2025-05-27 | 2025-09-14 | -13.24 | 110 |
| 2025-09-15 | 2025-10-16 | -12.35 | 31 |
| 2025-04-15 | 2025-05-09 | -8.95 | 24 |
| 2024-06-06 | 2024-07-17 | -7.67 | 41 |
| 2024-12-01 | 2025-01-16 | -7.55 | 46 |
| 2025-02-03 | 2025-03-24 | -5.74 | 49 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2024-06-02 | 2024-06-05 | -1.53 | 3 |
| Metric | 12244412:solusd:triple_med_gx:lsma255_110 | 12244412:SOLUSD |
|---|---|---|
| Best Day | 17.78% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 27.74% | 25.06% |
| Worst Week | -20.15% | -26.95% |
| Best Month | 44.91% | 39.21% |
| Worst Month | -20.3% | -46.12% |
| Best Year | 84.26% | 12.78% |
| Worst Year | 18.07% | 2.31% |
| Avg. Up Day | 3.89% | 4.22% |
| Avg. Down Day | -2.9% | -3.01% |
| Avg. Up Week | 9.12% | 10.77% |
| Avg. Down Week | -6.65% | -8.47% |
| Avg. Up Month | 22.72% | 21.8% |
| Avg. Down Month | -9.42% | -27.7% |
| Win Days % | 55.26% | 48.8% |
| Win Month % | 50.0% | 58.82% |
| Win Week % | 65.62% | 50.68% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |