| Metric | 12244516:solusd:triple_med_gx:lsma205_110 | 12244516:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 99.44% | 19.47% |
| Max Drawdown | -34.53% | -64.93% |
| Sharpe | 0.78 | 0.29 |
| Sortino | 1.25 | 0.44 |
| Payoff Ratio | 1.32 | 1.24 |
| Profit Factor | 1.31 | 1.05 |
| Common Sense Ratio | 1.78 | 1.07 |
| CPC Index | 0.85 | 0.64 |
| Tail Ratio | 1.36 | 1.03 |
| Outlier Win Ratio | 24.47 | 3.1 |
| Outlier Loss Ratio | 3.37 | 2.96 |
| Volatility (ann.) | 20.36% | 42.69% |
| R^2 | 0.23 | 0.23 |
| Calmar | 2.13 | 0.24 |
| Skew | 1.58 | 0.62 |
| Kurtosis | 57.09 | 8.27 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.41% | 1.12% |
| Expected Yearly % | 41.22% | 9.3% |
| Kelly Criterion | 10.27% | 8.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.71% | -3.64% |
| Expected Shortfall (cVaR) | -1.71% | -3.64% |
| Year | 12244516:SOLUSD | 12244516:solusd:triple_med_gx:lsma205_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 17.94 | 1.37 | + |
| 2025 | 5.60 | 69.10 | 12.33 | + |
| Metric | 12244516:solusd:triple_med_gx:lsma205_110 | 12244516:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -12.16% | 26.39% |
| 6M | 15.15% | 38.87% |
| YTD | 69.1% | 5.6% |
| 1Y | 148.78% | 47.35% |
| 3Y (ann.) | 73.56% | 15.27% |
| 5Y (ann.) | 73.56% | 15.27% |
| Metric | 12244516:solusd:triple_med_gx:lsma205_110 | 12244516:SOLUSD |
|---|---|---|
| Max Drawdown | -34.53% | -64.93% |
| Longest DD Days | 113.0 | 224.0 |
| Avg. Drawdown | -5.49% | -11.98% |
| Avg. Drawdown Days | 18.0 | 26.0 |
| Recovery Factor | 2.88 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-20 | 2024-11-11 | -34.53 | 113 |
| 2025-04-04 | 2025-05-08 | -18.54 | 33 |
| 2025-07-18 | 2025-09-01 | -15.81 | 45 |
| 2024-11-12 | 2024-11-27 | -7.92 | 15 |
| 2025-06-30 | 2025-07-18 | -6.29 | 17 |
| 2025-02-04 | 2025-03-24 | -5.70 | 48 |
| 2025-03-25 | 2025-04-04 | -5.19 | 9 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-11-29 | 2025-01-15 | -4.02 | 47 |
| 2025-05-14 | 2025-06-30 | -3.41 | 47 |
| Metric | 12244516:solusd:triple_med_gx:lsma205_110 | 12244516:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.07% | 21.25% |
| Worst Week | -24.12% | -17.1% |
| Best Month | 41.95% | 41.15% |
| Worst Month | -29.96% | -36.08% |
| Best Year | 69.1% | 13.13% |
| Worst Year | 17.94% | 5.6% |
| Avg. Up Day | 1.81% | 1.82% |
| Avg. Down Day | -1.37% | -1.47% |
| Avg. Up Week | 8.54% | 10.71% |
| Avg. Down Week | -4.24% | -7.17% |
| Avg. Up Month | 17.24% | 18.41% |
| Avg. Down Month | -10.36% | -14.12% |
| Win Days % | 48.93% | 49.56% |
| Win Month % | 68.75% | 56.25% |
| Win Week % | 60.61% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |