| Metric | 12244523:solusd:triple_med_gx:lsma255_110 | 12244523:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 136.18% | 15.38% |
| Max Drawdown | -25.57% | -64.93% |
| Sharpe | 0.82 | 0.27 |
| Sortino | 1.39 | 0.4 |
| Payoff Ratio | 1.38 | 1.29 |
| Profit Factor | 1.34 | 1.04 |
| Common Sense Ratio | 1.67 | 1.08 |
| CPC Index | 0.89 | 0.67 |
| Tail Ratio | 1.25 | 1.04 |
| Outlier Win Ratio | 22.69 | 3.14 |
| Outlier Loss Ratio | 3.38 | 2.99 |
| Volatility (ann.) | 21.91% | 42.23% |
| R^2 | 0.27 | 0.27 |
| Calmar | 3.39 | 0.17 |
| Skew | 2.79 | 0.58 |
| Kurtosis | 60.35 | 8.14 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.19% | 0.85% |
| Expected Yearly % | 53.68% | 7.42% |
| Kelly Criterion | 10.88% | 10.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.84% | -3.6% |
| Expected Shortfall (cVaR) | -1.84% | -3.6% |
| Year | 12244523:SOLUSD | 12244523:solusd:triple_med_gx:lsma255_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 36.45 | 2.78 | + |
| 2025 | 1.99 | 73.10 | 36.80 | + |
| Metric | 12244523:solusd:triple_med_gx:lsma255_110 | 12244523:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -12.32% | 17.41% |
| 6M | 10.79% | 52.72% |
| YTD | 73.1% | 1.99% |
| 1Y | 130.22% | 24.46% |
| 3Y (ann.) | 86.8% | 10.96% |
| 5Y (ann.) | 86.8% | 10.96% |
| Metric | 12244523:solusd:triple_med_gx:lsma255_110 | 12244523:SOLUSD |
|---|---|---|
| Max Drawdown | -25.57% | -64.93% |
| Longest DD Days | 106.0 | 269.0 |
| Avg. Drawdown | -4.86% | -11.98% |
| Avg. Drawdown Days | 15.0 | 29.0 |
| Recovery Factor | 5.33 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-20 | 2024-11-04 | -25.57 | 106 |
| 2025-02-04 | 2025-04-12 | -19.52 | 67 |
| 2025-07-18 | 2025-10-16 | -16.66 | 89 |
| 2024-11-29 | 2025-01-15 | -10.11 | 47 |
| 2024-06-05 | 2024-07-20 | -9.98 | 44 |
| 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 |
| 2025-05-27 | 2025-07-18 | -5.00 | 51 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| Metric | 12244523:solusd:triple_med_gx:lsma255_110 | 12244523: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 | -6.7% | -36.08% |
| Best Year | 73.1% | 13.13% |
| Worst Year | 36.45% | 1.99% |
| Avg. Up Day | 1.89% | 1.9% |
| Avg. Down Day | -1.37% | -1.47% |
| Avg. Up Week | 8.3% | 10.24% |
| Avg. Down Week | -3.15% | -7.79% |
| Avg. Up Month | 22.36% | 19.34% |
| Avg. Down Month | -5.39% | -22.53% |
| Win Days % | 48.36% | 49.58% |
| Win Month % | 46.67% | 58.82% |
| Win Week % | 54.29% | 53.42% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |