| Metric | 12244580:solusd:triple_med_gx:lsma260_110 | 12244580:SOLUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 136.1% | 15.38% |
| Max Drawdown | -22.42% | -61.75% |
| Sharpe | 1.58 | 0.55 |
| Sortino | 2.76 | 0.81 |
| Payoff Ratio | 1.52 | 1.37 |
| Profit Factor | 1.65 | 1.08 |
| Common Sense Ratio | 2.52 | 1.17 |
| CPC Index | 1.27 | 0.73 |
| Tail Ratio | 1.53 | 1.08 |
| Outlier Win Ratio | 18.43 | 3.07 |
| Outlier Loss Ratio | 3.2 | 2.5 |
| Volatility (ann.) | 46.14% | 85.83% |
| R^2 | 0.26 | 0.26 |
| Calmar | 3.87 | 0.18 |
| Skew | 1.72 | 0.14 |
| Kurtosis | 28.44 | 3.01 |
| Expected Daily % | 0.17% | 0.03% |
| Expected Monthly % | 5.18% | 0.85% |
| Expected Yearly % | 53.65% | 7.42% |
| Kelly Criterion | 18.28% | 11.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.77% | -7.26% |
| Expected Shortfall (cVaR) | -3.77% | -7.26% |
| Year | 12244580:SOLUSD | 12244580:solusd:triple_med_gx:lsma260_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 62.40 | 4.88 | + |
| 2025 | 2.31 | 45.38 | 19.68 | + |
| Metric | 12244580:solusd:triple_med_gx:lsma260_110 | 12244580:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | -11.95% | 20.18% |
| 6M | 2.52% | 46.71% |
| YTD | 45.38% | 2.31% |
| 1Y | 102.09% | 24.83% |
| 3Y (ann.) | 86.75% | 10.96% |
| 5Y (ann.) | 86.75% | 10.96% |
| Metric | 12244580:solusd:triple_med_gx:lsma260_110 | 12244580:SOLUSD |
|---|---|---|
| Max Drawdown | -22.42% | -61.75% |
| Longest DD Days | 154.0 | 269.0 |
| Avg. Drawdown | -7.22% | -16.47% |
| Avg. Drawdown Days | 28.0 | 44.0 |
| Recovery Factor | 6.07 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-03 | 2024-08-07 | -22.42 | 4 |
| 2025-05-15 | 2025-10-16 | -20.92 | 154 |
| 2025-02-04 | 2025-04-13 | -20.44 | 68 |
| 2024-06-06 | 2024-07-20 | -8.38 | 44 |
| 2024-12-01 | 2025-01-18 | -6.41 | 48 |
| 2024-10-08 | 2024-10-14 | -5.67 | 6 |
| 2025-04-15 | 2025-04-17 | -5.65 | 2 |
| 2024-08-08 | 2024-10-07 | -4.94 | 60 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2024-11-13 | 2024-11-14 | -3.51 | 1 |
| Metric | 12244580:solusd:triple_med_gx:lsma260_110 | 12244580:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 34.26% | 25.06% |
| Worst Week | -11.08% | -26.95% |
| Best Month | 38.31% | 39.21% |
| Worst Month | -12.08% | -46.12% |
| Best Year | 62.4% | 12.78% |
| Worst Year | 45.38% | 2.31% |
| Avg. Up Day | 3.87% | 3.99% |
| Avg. Down Day | -2.55% | -2.91% |
| Avg. Up Week | 7.69% | 10.96% |
| Avg. Down Week | -4.52% | -7.95% |
| Avg. Up Month | 18.61% | 21.46% |
| Avg. Down Month | -5.03% | -27.7% |
| Win Days % | 50.77% | 48.8% |
| Win Month % | 57.14% | 58.82% |
| Win Week % | 60.0% | 50.68% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |