| Metric | 12244531:solusd:triple_med_gx:lsma285_110 | 12244531:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 130.24% | 19.47% |
| Max Drawdown | -30.24% | -64.93% |
| Sharpe | 0.83 | 0.29 |
| Sortino | 1.4 | 0.44 |
| Payoff Ratio | 1.39 | 1.3 |
| Profit Factor | 1.32 | 1.05 |
| Common Sense Ratio | 1.81 | 1.07 |
| CPC Index | 0.88 | 0.68 |
| Tail Ratio | 1.37 | 1.03 |
| Outlier Win Ratio | 20.19 | 3.15 |
| Outlier Loss Ratio | 3.45 | 3.08 |
| Volatility (ann.) | 23.18% | 42.69% |
| R^2 | 0.3 | 0.3 |
| Calmar | 3.13 | 0.24 |
| Skew | 2.55 | 0.62 |
| Kurtosis | 52.67 | 8.27 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 5.35% | 1.12% |
| Expected Yearly % | 51.74% | 9.3% |
| Kelly Criterion | 10.76% | 10.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.94% | -3.64% |
| Expected Shortfall (cVaR) | -1.94% | -3.64% |
| Year | 12244531:SOLUSD | 12244531:solusd:triple_med_gx:lsma285_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 40.82 | 3.11 | + |
| 2025 | 5.60 | 63.51 | 11.33 | + |
| Metric | 12244531:solusd:triple_med_gx:lsma285_110 | 12244531:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -9.82% | 26.39% |
| 6M | 25.67% | 38.87% |
| YTD | 63.51% | 5.6% |
| 1Y | 151.6% | 47.35% |
| 3Y (ann.) | 94.66% | 15.27% |
| 5Y (ann.) | 94.66% | 15.27% |
| Metric | 12244531:solusd:triple_med_gx:lsma285_110 | 12244531:SOLUSD |
|---|---|---|
| Max Drawdown | -30.24% | -64.93% |
| Longest DD Days | 136.0 | 224.0 |
| Avg. Drawdown | -4.84% | -11.98% |
| Avg. Drawdown Days | 13.0 | 26.0 |
| Recovery Factor | 4.31 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-19 | -30.24 | 136 |
| 2025-05-27 | 2025-09-01 | -18.55 | 96 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-02-04 | 2025-03-24 | -12.43 | 48 |
| 2024-11-29 | 2025-01-17 | -10.11 | 48 |
| 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 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| Metric | 12244531:solusd:triple_med_gx:lsma285_110 | 12244531:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.07% | 21.25% |
| Worst Week | -9.33% | -17.1% |
| Best Month | 36.98% | 41.15% |
| Worst Month | -11.36% | -36.08% |
| Best Year | 63.51% | 13.13% |
| Worst Year | 40.82% | 5.6% |
| Avg. Up Day | 1.91% | 1.91% |
| Avg. Down Day | -1.37% | -1.46% |
| Avg. Up Week | 7.96% | 10.24% |
| Avg. Down Week | -4.0% | -7.99% |
| Avg. Up Month | 20.77% | 19.34% |
| Avg. Down Month | -4.5% | -18.15% |
| Win Days % | 48.17% | 49.56% |
| Win Month % | 50.0% | 56.25% |
| Win Week % | 61.29% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |