| Metric | 12244581:solusd:triple_med_gx:lsma255_110 | 12244581:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 139.53% | 15.38% |
| Max Drawdown | -24.55% | -64.93% |
| Sharpe | 0.84 | 0.27 |
| Sortino | 1.43 | 0.4 |
| Payoff Ratio | 1.38 | 1.32 |
| Profit Factor | 1.35 | 1.04 |
| Common Sense Ratio | 1.77 | 1.08 |
| CPC Index | 0.89 | 0.68 |
| Tail Ratio | 1.32 | 1.04 |
| Outlier Win Ratio | 22.0 | 3.03 |
| Outlier Loss Ratio | 3.61 | 2.97 |
| Volatility (ann.) | 21.57% | 42.23% |
| R^2 | 0.26 | 0.26 |
| Calmar | 3.61 | 0.17 |
| Skew | 2.84 | 0.58 |
| Kurtosis | 63.77 | 8.14 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.27% | 0.85% |
| Expected Yearly % | 54.77% | 7.42% |
| Kelly Criterion | 10.45% | 11.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.81% | -3.6% |
| Expected Shortfall (cVaR) | -1.81% | -3.6% |
| Year | 12244581:SOLUSD | 12244581:solusd:triple_med_gx:lsma255_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 63.53 | 4.84 | + |
| 2025 | 1.99 | 46.48 | 23.40 | + |
| Metric | 12244581:solusd:triple_med_gx:lsma255_110 | 12244581:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -12.41% | 17.41% |
| 6M | 7.53% | 52.72% |
| YTD | 46.48% | 1.99% |
| 1Y | 93.96% | 24.46% |
| 3Y (ann.) | 88.73% | 10.96% |
| 5Y (ann.) | 88.73% | 10.96% |
| Metric | 12244581:solusd:triple_med_gx:lsma255_110 | 12244581:SOLUSD |
|---|---|---|
| Max Drawdown | -24.55% | -64.93% |
| Longest DD Days | 155.0 | 269.0 |
| Avg. Drawdown | -4.41% | -11.98% |
| Avg. Drawdown Days | 13.0 | 29.0 |
| Recovery Factor | 5.68 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-20 | 2024-09-18 | -24.55 | 60 |
| 2025-02-03 | 2025-04-12 | -21.71 | 67 |
| 2025-05-14 | 2025-10-16 | -18.49 | 155 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| 2024-06-05 | 2024-07-19 | -9.70 | 43 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| 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 |
| 2024-10-16 | 2024-10-19 | -4.13 | 3 |
| Metric | 12244581:solusd:triple_med_gx:lsma255_110 | 12244581:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -10.19% | -18.95% |
| Best Month | 38.31% | 41.15% |
| Worst Month | -9.54% | -36.08% |
| Best Year | 63.53% | 13.13% |
| Worst Year | 46.48% | 1.99% |
| Avg. Up Day | 1.79% | 1.81% |
| Avg. Down Day | -1.3% | -1.37% |
| Avg. Up Week | 7.56% | 10.29% |
| Avg. Down Week | -3.7% | -8.39% |
| Avg. Up Month | 18.49% | 18.41% |
| Avg. Down Month | -4.68% | -22.53% |
| Win Days % | 48.11% | 49.58% |
| Win Month % | 53.33% | 58.82% |
| Win Week % | 62.86% | 53.42% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |