| Metric | 12244521:solusd:triple_med_gx:lsma240_110 | 12244521:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 145.84% | 20.96% |
| Max Drawdown | -25.57% | -64.93% |
| Sharpe | 0.87 | 0.29 |
| Sortino | 1.48 | 0.43 |
| Payoff Ratio | 1.37 | 1.27 |
| Profit Factor | 1.37 | 1.04 |
| Common Sense Ratio | 1.76 | 1.08 |
| CPC Index | 0.92 | 0.66 |
| Tail Ratio | 1.28 | 1.04 |
| Outlier Win Ratio | 23.57 | 3.14 |
| Outlier Loss Ratio | 3.35 | 2.97 |
| Volatility (ann.) | 21.57% | 42.26% |
| R^2 | 0.26 | 0.26 |
| Calmar | 3.63 | 0.23 |
| Skew | 2.92 | 0.58 |
| Kurtosis | 63.9 | 8.13 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.43% | 1.13% |
| Expected Yearly % | 56.79% | 9.98% |
| Kelly Criterion | 11.89% | 9.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.81% | -3.6% |
| Expected Shortfall (cVaR) | -1.81% | -3.6% |
| Year | 12244521:SOLUSD | 12244521:solusd:triple_med_gx:lsma240_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 37.12 | 2.83 | + |
| 2025 | 6.92 | 79.29 | 11.46 | + |
| Metric | 12244521:solusd:triple_med_gx:lsma240_110 | 12244521:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | -16.49% | 24.43% |
| 6M | 5.81% | 56.02% |
| YTD | 79.29% | 6.92% |
| 1Y | 133.44% | 36.69% |
| 3Y (ann.) | 92.83% | 14.9% |
| 5Y (ann.) | 92.83% | 14.9% |
| Metric | 12244521:solusd:triple_med_gx:lsma240_110 | 12244521:SOLUSD |
|---|---|---|
| Max Drawdown | -25.57% | -64.93% |
| Longest DD Days | 107.0 | 268.0 |
| Avg. Drawdown | -4.79% | -11.98% |
| Avg. Drawdown Days | 14.0 | 29.0 |
| Recovery Factor | 5.7 | 0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-20 | 2024-11-05 | -25.57 | 107 |
| 2025-07-18 | 2025-10-14 | -19.76 | 88 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2024-11-29 | 2025-01-15 | -10.11 | 47 |
| 2025-02-04 | 2025-03-24 | -9.37 | 48 |
| 2024-06-05 | 2024-07-19 | -8.04 | 43 |
| 2024-11-12 | 2024-11-27 | -7.92 | 15 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2025-05-02 | 2025-05-08 | -5.63 | 6 |
| 2025-03-25 | 2025-04-04 | -5.19 | 9 |
| Metric | 12244521:solusd:triple_med_gx:lsma240_110 | 12244521:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.07% | 21.25% |
| Worst Week | -8.67% | -18.95% |
| Best Month | 41.95% | 41.15% |
| Worst Month | -7.48% | -36.08% |
| Best Year | 79.29% | 13.13% |
| Worst Year | 37.12% | 6.92% |
| Avg. Up Day | 1.88% | 1.89% |
| Avg. Down Day | -1.38% | -1.49% |
| Avg. Up Week | 7.97% | 9.92% |
| Avg. Down Week | -3.04% | -6.62% |
| Avg. Up Month | 22.57% | 19.34% |
| Avg. Down Month | -5.07% | -18.02% |
| Win Days % | 49.14% | 49.63% |
| Win Month % | 53.33% | 58.82% |
| Win Week % | 58.33% | 53.42% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |