| Metric | 12244529:solusd:triple_med_gx:lsma265_110 | 12244529:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 179.9% | -16.6% |
| Max Drawdown | -23.28% | -61.75% |
| Sharpe | 1.74 | 0.28 |
| Sortino | 3.07 | 0.42 |
| Payoff Ratio | 1.37 | 1.38 |
| Profit Factor | 1.78 | 1.04 |
| Common Sense Ratio | 3.28 | 1.07 |
| CPC Index | 1.38 | 0.7 |
| Tail Ratio | 1.84 | 1.03 |
| Outlier Win Ratio | 19.98 | 3.14 |
| Outlier Loss Ratio | 2.95 | 2.57 |
| Volatility (ann.) | 44.18% | 85.01% |
| R^2 | 0.28 | 0.28 |
| Calmar | 4.14 | -0.18 |
| Skew | 1.77 | 0.15 |
| Kurtosis | 30.57 | 2.92 |
| Expected Daily % | 0.18% | -0.03% |
| Expected Monthly % | 5.57% | -0.95% |
| Expected Yearly % | 67.3% | -8.68% |
| Kelly Criterion | 24.38% | 11.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.59% | -7.25% |
| Expected Shortfall (cVaR) | -3.59% | -7.25% |
| Year | 12244529:SOLUSD | 12244529:solusd:triple_med_gx:lsma265_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 63.60 | 4.98 | + |
| 2025 | -26.05 | 71.08 | -2.73 | + |
| Metric | 12244529:solusd:triple_med_gx:lsma265_110 | 12244529:SOLUSD |
|---|---|---|
| MTD | -4.22% | 2.5% |
| 3M | -6.48% | -32.85% |
| 6M | -12.03% | -7.15% |
| YTD | 71.08% | -26.05% |
| 1Y | 71.08% | -40.18% |
| 3Y (ann.) | 96.3% | -11.22% |
| 5Y (ann.) | 96.3% | -11.22% |
| Metric | 12244529:solusd:triple_med_gx:lsma265_110 | 12244529:SOLUSD |
|---|---|---|
| Max Drawdown | -23.28% | -61.75% |
| Longest DD Days | 209.0 | 324.0 |
| Avg. Drawdown | -6.59% | -16.47% |
| Avg. Drawdown Days | 26.0 | 49.0 |
| Recovery Factor | 7.73 | -0.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-03 | 2024-10-04 | -23.28 | 62 |
| 2025-05-15 | 2025-12-10 | -18.34 | 209 |
| 2025-04-06 | 2025-04-12 | -15.57 | 6 |
| 2024-06-06 | 2024-07-20 | -8.38 | 44 |
| 2025-02-06 | 2025-03-26 | -6.97 | 48 |
| 2024-12-01 | 2025-01-16 | -6.41 | 46 |
| 2024-11-13 | 2024-11-14 | -6.07 | 1 |
| 2024-10-08 | 2024-10-14 | -5.67 | 6 |
| 2025-04-15 | 2025-04-17 | -5.65 | 2 |
| 2025-05-03 | 2025-05-09 | -4.34 | 6 |
| Metric | 12244529:solusd:triple_med_gx:lsma265_110 | 12244529:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 25.11% | 25.06% |
| Worst Week | -5.93% | -26.95% |
| Best Month | 41.95% | 39.21% |
| Worst Month | -5.02% | -46.12% |
| Best Year | 71.08% | 12.78% |
| Worst Year | 63.6% | -26.05% |
| Avg. Up Day | 3.96% | 4.32% |
| Avg. Down Day | -2.89% | -3.13% |
| Avg. Up Week | 8.47% | 11.06% |
| Avg. Down Week | -3.94% | -8.09% |
| Avg. Up Month | 20.05% | 21.46% |
| Avg. Down Month | -2.77% | -27.7% |
| Win Days % | 56.25% | 48.47% |
| Win Month % | 53.33% | 57.89% |
| Win Week % | 63.64% | 49.38% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 50.0% |