| Metric | 12244537:solusd:triple_med_gx:lsma295_110 | 12244537:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 134.57% | 20.96% |
| Max Drawdown | -28.28% | -64.93% |
| Sharpe | 0.8 | 0.29 |
| Sortino | 1.33 | 0.43 |
| Payoff Ratio | 1.35 | 1.28 |
| Profit Factor | 1.3 | 1.04 |
| Common Sense Ratio | 1.75 | 1.08 |
| CPC Index | 0.85 | 0.66 |
| Tail Ratio | 1.35 | 1.04 |
| Outlier Win Ratio | 20.36 | 3.16 |
| Outlier Loss Ratio | 3.45 | 3.06 |
| Volatility (ann.) | 22.68% | 42.26% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.05 | 0.23 |
| Skew | 2.51 | 0.58 |
| Kurtosis | 52.8 | 8.13 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.14% | 1.13% |
| Expected Yearly % | 53.16% | 9.98% |
| Kelly Criterion | 10.19% | 10.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.9% | -3.6% |
| Expected Shortfall (cVaR) | -1.9% | -3.6% |
| Year | 12244537:SOLUSD | 12244537:solusd:triple_med_gx:lsma295_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 56.53 | 4.30 | + |
| 2025 | 6.92 | 49.85 | 7.21 | + |
| Metric | 12244537:solusd:triple_med_gx:lsma295_110 | 12244537:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | -7.95% | 24.43% |
| 6M | 4.45% | 56.02% |
| YTD | 49.85% | 6.92% |
| 1Y | 119.42% | 36.69% |
| 3Y (ann.) | 86.33% | 14.9% |
| 5Y (ann.) | 86.33% | 14.9% |
| Metric | 12244537:solusd:triple_med_gx:lsma295_110 | 12244537:SOLUSD |
|---|---|---|
| Max Drawdown | -28.28% | -64.93% |
| Longest DD Days | 139.0 | 268.0 |
| Avg. Drawdown | -5.11% | -11.98% |
| Avg. Drawdown Days | 13.0 | 29.0 |
| Recovery Factor | 4.76 | 0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-06 | -28.28 | 123 |
| 2025-05-27 | 2025-10-14 | -23.18 | 139 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-02-04 | 2025-03-25 | -12.43 | 49 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| 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 | 12244537:solusd:triple_med_gx:lsma295_110 | 12244537:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.07% | 21.25% |
| Worst Week | -9.21% | -18.95% |
| Best Month | 36.98% | 41.15% |
| Worst Month | -8.88% | -36.08% |
| Best Year | 56.53% | 13.13% |
| Worst Year | 49.85% | 6.92% |
| Avg. Up Day | 1.84% | 1.85% |
| Avg. Down Day | -1.36% | -1.45% |
| Avg. Up Week | 7.19% | 9.75% |
| Avg. Down Week | -3.55% | -7.23% |
| Avg. Up Month | 18.8% | 19.34% |
| Avg. Down Month | -3.21% | -22.53% |
| Win Days % | 48.35% | 49.63% |
| Win Month % | 50.0% | 58.82% |
| Win Week % | 61.76% | 53.42% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |