| Metric | 12244415:solusd:triple_med_gx:lsma270_110 | 12244415:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 139.1% | 15.38% |
| Max Drawdown | -27.06% | -61.75% |
| Sharpe | 1.6 | 0.55 |
| Sortino | 2.78 | 0.81 |
| Payoff Ratio | 1.38 | 1.36 |
| Profit Factor | 1.68 | 1.08 |
| Common Sense Ratio | 3.27 | 1.17 |
| CPC Index | 1.27 | 0.72 |
| Tail Ratio | 1.94 | 1.08 |
| Outlier Win Ratio | 19.06 | 3.07 |
| Outlier Loss Ratio | 2.94 | 2.54 |
| Volatility (ann.) | 46.0% | 85.83% |
| R^2 | 0.27 | 0.27 |
| Calmar | 3.27 | 0.18 |
| Skew | 1.69 | 0.14 |
| Kurtosis | 28.93 | 3.01 |
| Expected Daily % | 0.17% | 0.03% |
| Expected Monthly % | 5.26% | 0.85% |
| Expected Yearly % | 54.63% | 7.42% |
| Kelly Criterion | 22.02% | 11.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.76% | -7.26% |
| Expected Shortfall (cVaR) | -3.76% | -7.26% |
| Year | 12244415:SOLUSD | 12244415:solusd:triple_med_gx:lsma270_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 27.53 | 2.15 | + |
| 2025 | 2.31 | 87.48 | 37.94 | + |
| Metric | 12244415:solusd:triple_med_gx:lsma270_110 | 12244415:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | -5.35% | 20.18% |
| 6M | 8.91% | 46.71% |
| YTD | 87.48% | 2.31% |
| 1Y | 148.05% | 24.83% |
| 3Y (ann.) | 88.48% | 10.96% |
| 5Y (ann.) | 88.48% | 10.96% |
| Metric | 12244415:solusd:triple_med_gx:lsma270_110 | 12244415:SOLUSD |
|---|---|---|
| Max Drawdown | -27.06% | -61.75% |
| Longest DD Days | 108.0 | 269.0 |
| Avg. Drawdown | -8.37% | -16.47% |
| Avg. Drawdown Days | 32.0 | 44.0 |
| Recovery Factor | 5.14 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-06 | -27.06 | 96 |
| 2025-04-06 | 2025-04-12 | -15.57 | 6 |
| 2025-05-27 | 2025-09-12 | -14.43 | 108 |
| 2025-09-15 | 2025-10-16 | -12.01 | 31 |
| 2025-04-15 | 2025-05-09 | -8.95 | 24 |
| 2024-06-06 | 2024-07-17 | -8.38 | 41 |
| 2024-12-01 | 2025-01-17 | -8.01 | 47 |
| 2025-02-03 | 2025-03-24 | -6.29 | 49 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2024-06-02 | 2024-06-05 | -1.53 | 3 |
| Metric | 12244415:solusd:triple_med_gx:lsma270_110 | 12244415:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 27.74% | 25.06% |
| Worst Week | -14.2% | -26.95% |
| Best Month | 44.91% | 39.21% |
| Worst Month | -14.35% | -46.12% |
| Best Year | 87.48% | 12.78% |
| Worst Year | 27.53% | 2.31% |
| Avg. Up Day | 3.88% | 3.98% |
| Avg. Down Day | -2.82% | -2.94% |
| Avg. Up Week | 8.54% | 10.94% |
| Avg. Down Week | -5.28% | -8.53% |
| Avg. Up Month | 22.43% | 21.8% |
| Avg. Down Month | -7.95% | -27.7% |
| Win Days % | 54.84% | 48.8% |
| Win Month % | 50.0% | 58.82% |
| Win Week % | 63.64% | 50.68% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |