| Metric | 12244530:solusd:triple_med_gx:lsma270_110 | 12244530:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 185.18% | -16.6% |
| Max Drawdown | -23.28% | -61.75% |
| Sharpe | 1.77 | 0.28 |
| Sortino | 3.16 | 0.42 |
| Payoff Ratio | 1.45 | 1.45 |
| Profit Factor | 1.8 | 1.04 |
| Common Sense Ratio | 3.47 | 1.07 |
| CPC Index | 1.43 | 0.73 |
| Tail Ratio | 1.93 | 1.03 |
| Outlier Win Ratio | 19.89 | 3.14 |
| Outlier Loss Ratio | 3.0 | 2.49 |
| Volatility (ann.) | 44.1% | 85.01% |
| R^2 | 0.28 | 0.28 |
| Calmar | 4.24 | -0.18 |
| Skew | 1.81 | 0.15 |
| Kurtosis | 30.77 | 2.92 |
| Expected Daily % | 0.19% | -0.03% |
| Expected Monthly % | 5.67% | -0.95% |
| Expected Yearly % | 68.87% | -8.68% |
| Kelly Criterion | 23.93% | 12.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.58% | -7.25% |
| Expected Shortfall (cVaR) | -3.58% | -7.25% |
| Year | 12244530:SOLUSD | 12244530:solusd:triple_med_gx:lsma270_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 65.19 | 5.10 | + |
| 2025 | -26.05 | 72.64 | -2.79 | + |
| Metric | 12244530:solusd:triple_med_gx:lsma270_110 | 12244530:SOLUSD |
|---|---|---|
| MTD | 0.94% | 2.5% |
| 3M | -1.44% | -32.85% |
| 6M | -10.5% | -7.15% |
| YTD | 72.64% | -26.05% |
| 1Y | 72.64% | -40.18% |
| 3Y (ann.) | 98.72% | -11.22% |
| 5Y (ann.) | 98.72% | -11.22% |
| Metric | 12244530:solusd:triple_med_gx:lsma270_110 | 12244530:SOLUSD |
|---|---|---|
| Max Drawdown | -23.28% | -61.75% |
| Longest DD Days | 209.0 | 324.0 |
| Avg. Drawdown | -6.62% | -16.47% |
| Avg. Drawdown Days | 27.0 | 49.0 |
| Recovery Factor | 7.96 | -0.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-03 | 2024-10-05 | -23.28 | 63 |
| 2025-05-15 | 2025-12-10 | -19.50 | 209 |
| 2025-04-06 | 2025-04-12 | -15.57 | 6 |
| 2024-06-06 | 2024-07-21 | -8.38 | 45 |
| 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 | 12244530:solusd:triple_med_gx:lsma270_110 | 12244530:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 25.11% | 25.06% |
| Worst Week | -7.51% | -26.95% |
| Best Month | 41.95% | 39.21% |
| Worst Month | -8.31% | -46.12% |
| Best Year | 72.64% | 12.78% |
| Worst Year | 65.19% | -26.05% |
| Avg. Up Day | 3.98% | 4.33% |
| Avg. Down Day | -2.76% | -2.99% |
| Avg. Up Week | 9.04% | 11.53% |
| Avg. Down Week | -4.1% | -8.81% |
| Avg. Up Month | 17.83% | 19.09% |
| Avg. Down Month | -3.03% | -27.7% |
| Win Days % | 55.04% | 48.47% |
| Win Month % | 60.0% | 57.89% |
| Win Week % | 63.64% | 49.38% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |