| Metric | 12244418:solusd:triple_med_gx:lsma290_110 | 12244418:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 123.47% | 15.38% |
| Max Drawdown | -32.87% | -64.93% |
| Sharpe | 0.77 | 0.27 |
| Sortino | 1.27 | 0.4 |
| Payoff Ratio | 1.29 | 1.24 |
| Profit Factor | 1.3 | 1.04 |
| Common Sense Ratio | 1.63 | 1.08 |
| CPC Index | 0.83 | 0.64 |
| Tail Ratio | 1.25 | 1.04 |
| Outlier Win Ratio | 21.02 | 3.04 |
| Outlier Loss Ratio | 3.27 | 3.01 |
| Volatility (ann.) | 22.24% | 42.23% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.42 | 0.17 |
| Skew | 2.55 | 0.58 |
| Kurtosis | 57.12 | 8.14 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.84% | 0.85% |
| Expected Yearly % | 49.49% | 7.42% |
| Kelly Criterion | 10.35% | 8.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.87% | -3.6% |
| Expected Shortfall (cVaR) | -1.87% | -3.6% |
| Year | 12244418:SOLUSD | 12244418:solusd:triple_med_gx:lsma290_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 29.26 | 2.23 | + |
| 2025 | 1.99 | 72.89 | 36.70 | + |
| Metric | 12244418:solusd:triple_med_gx:lsma290_110 | 12244418:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -3.15% | 17.41% |
| 6M | 16.45% | 52.72% |
| YTD | 72.89% | 1.99% |
| 1Y | 141.74% | 24.46% |
| 3Y (ann.) | 79.44% | 10.96% |
| 5Y (ann.) | 79.44% | 10.96% |
| Metric | 12244418:solusd:triple_med_gx:lsma290_110 | 12244418:SOLUSD |
|---|---|---|
| Max Drawdown | -32.87% | -64.93% |
| Longest DD Days | 153.0 | 269.0 |
| Avg. Drawdown | -5.2% | -11.98% |
| Avg. Drawdown Days | 17.0 | 29.0 |
| Recovery Factor | 3.76 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -32.87 | 153 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-05-27 | 2025-09-13 | -15.49 | 109 |
| 2025-09-14 | 2025-10-16 | -12.29 | 31 |
| 2025-01-19 | 2025-03-24 | -10.84 | 63 |
| 2025-04-14 | 2025-05-08 | -10.58 | 24 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| Metric | 12244418:solusd:triple_med_gx:lsma290_110 | 12244418:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 23.62% | 21.25% |
| Worst Week | -10.31% | -18.95% |
| Best Month | 40.86% | 41.15% |
| Worst Month | -11.3% | -36.08% |
| Best Year | 72.89% | 13.13% |
| Worst Year | 29.26% | 1.99% |
| Avg. Up Day | 1.82% | 1.83% |
| Avg. Down Day | -1.42% | -1.47% |
| Avg. Up Week | 8.77% | 11.5% |
| Avg. Down Week | -4.22% | -8.24% |
| Avg. Up Month | 17.0% | 17.16% |
| Avg. Down Month | -6.53% | -22.53% |
| Win Days % | 49.56% | 49.58% |
| Win Month % | 57.14% | 58.82% |
| Win Week % | 61.29% | 53.42% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |