| Metric | 12244571:solusd:triple_med_gx:lsma215_110 | 12244571:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 98.07% | 19.47% |
| Max Drawdown | -24.55% | -64.93% |
| Sharpe | 0.75 | 0.29 |
| Sortino | 1.24 | 0.44 |
| Payoff Ratio | 1.3 | 1.24 |
| Profit Factor | 1.31 | 1.05 |
| Common Sense Ratio | 1.74 | 1.07 |
| CPC Index | 0.84 | 0.64 |
| Tail Ratio | 1.33 | 1.03 |
| Outlier Win Ratio | 23.19 | 2.96 |
| Outlier Loss Ratio | 3.54 | 2.97 |
| Volatility (ann.) | 21.16% | 42.69% |
| R^2 | 0.25 | 0.25 |
| Calmar | 2.96 | 0.24 |
| Skew | 2.79 | 0.62 |
| Kurtosis | 70.83 | 8.27 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.36% | 1.12% |
| Expected Yearly % | 40.74% | 9.3% |
| Kelly Criterion | 9.82% | 9.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.78% | -3.64% |
| Expected Shortfall (cVaR) | -1.78% | -3.64% |
| Year | 12244571:SOLUSD | 12244571:solusd:triple_med_gx:lsma215_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 35.94 | 2.74 | + |
| 2025 | 5.60 | 45.71 | 8.16 | + |
| Metric | 12244571:solusd:triple_med_gx:lsma215_110 | 12244571:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -17.83% | 26.39% |
| 6M | 14.25% | 38.87% |
| YTD | 45.71% | 5.6% |
| 1Y | 102.36% | 47.35% |
| 3Y (ann.) | 72.61% | 15.27% |
| 5Y (ann.) | 72.61% | 15.27% |
| Metric | 12244571:solusd:triple_med_gx:lsma215_110 | 12244571:SOLUSD |
|---|---|---|
| Max Drawdown | -24.55% | -64.93% |
| Longest DD Days | 110.0 | 224.0 |
| Avg. Drawdown | -5.5% | -11.98% |
| Avg. Drawdown Days | 18.0 | 26.0 |
| Recovery Factor | 4.0 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-20 | 2024-11-06 | -24.55 | 108 |
| 2025-03-25 | 2025-04-12 | -21.50 | 17 |
| 2025-05-14 | 2025-09-01 | -20.70 | 110 |
| 2024-11-29 | 2025-01-18 | -9.99 | 49 |
| 2025-02-03 | 2025-03-24 | -9.54 | 48 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2025-04-17 | 2025-05-08 | -4.89 | 20 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-11-12 | 2024-11-13 | -3.51 | 0 |
| 2024-11-13 | 2024-11-29 | -3.27 | 15 |
| Metric | 12244571:solusd:triple_med_gx:lsma215_110 | 12244571:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -15.08% | -17.1% |
| Best Month | 38.31% | 41.15% |
| Worst Month | -15.17% | -36.08% |
| Best Year | 45.71% | 13.13% |
| Worst Year | 35.94% | 5.6% |
| Avg. Up Day | 1.72% | 1.73% |
| Avg. Down Day | -1.32% | -1.39% |
| Avg. Up Week | 8.25% | 10.46% |
| Avg. Down Week | -4.16% | -9.04% |
| Avg. Up Month | 17.55% | 18.41% |
| Avg. Down Month | -7.3% | -19.61% |
| Win Days % | 48.98% | 49.56% |
| Win Month % | 60.0% | 56.25% |
| Win Week % | 63.64% | 53.73% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |