| Metric | 12244582:solusd:triple_med_gx:lsma270_110 | 12244582:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 123.34% | 20.96% |
| Max Drawdown | -26.47% | -64.93% |
| Sharpe | 0.77 | 0.29 |
| Sortino | 1.3 | 0.43 |
| Payoff Ratio | 1.35 | 1.3 |
| Profit Factor | 1.3 | 1.04 |
| Common Sense Ratio | 1.81 | 1.08 |
| CPC Index | 0.84 | 0.68 |
| Tail Ratio | 1.39 | 1.04 |
| Outlier Win Ratio | 21.5 | 3.11 |
| Outlier Loss Ratio | 3.61 | 3.06 |
| Volatility (ann.) | 21.99% | 42.26% |
| R^2 | 0.27 | 0.27 |
| Calmar | 3.01 | 0.23 |
| Skew | 2.68 | 0.58 |
| Kurtosis | 59.32 | 8.13 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.84% | 1.13% |
| Expected Yearly % | 49.45% | 9.98% |
| Kelly Criterion | 9.33% | 10.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.85% | -3.6% |
| Expected Shortfall (cVaR) | -1.85% | -3.6% |
| Year | 12244582:SOLUSD | 12244582:solusd:triple_med_gx:lsma270_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 63.08 | 4.80 | + |
| 2025 | 6.92 | 36.95 | 5.34 | + |
| Metric | 12244582:solusd:triple_med_gx:lsma270_110 | 12244582:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | -10.8% | 24.43% |
| 6M | 0.25% | 56.02% |
| YTD | 36.95% | 6.92% |
| 1Y | 100.56% | 36.69% |
| 3Y (ann.) | 79.78% | 14.9% |
| 5Y (ann.) | 79.78% | 14.9% |
| Metric | 12244582:solusd:triple_med_gx:lsma270_110 | 12244582:SOLUSD |
|---|---|---|
| Max Drawdown | -26.47% | -64.93% |
| Longest DD Days | 153.0 | 268.0 |
| Avg. Drawdown | -5.16% | -11.98% |
| Avg. Drawdown Days | 15.0 | 29.0 |
| Recovery Factor | 4.66 | 0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-14 | 2025-10-14 | -26.47 | 153 |
| 2024-07-20 | 2024-10-06 | -24.55 | 78 |
| 2025-02-03 | 2025-04-12 | -23.49 | 68 |
| 2024-11-29 | 2025-01-17 | -10.11 | 48 |
| 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 |
| 2024-10-15 | 2024-10-19 | -5.15 | 4 |
| 2025-04-17 | 2025-05-08 | -4.89 | 20 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| Metric | 12244582:solusd:triple_med_gx:lsma270_110 | 12244582:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -11.6% | -18.95% |
| Best Month | 38.31% | 41.15% |
| Worst Month | -11.6% | -36.08% |
| Best Year | 63.08% | 13.13% |
| Worst Year | 36.95% | 6.92% |
| Avg. Up Day | 1.79% | 1.8% |
| Avg. Down Day | -1.33% | -1.38% |
| Avg. Up Week | 7.66% | 10.58% |
| Avg. Down Week | -4.17% | -7.83% |
| Avg. Up Month | 17.77% | 17.16% |
| Avg. Down Month | -4.83% | -22.53% |
| Win Days % | 47.97% | 49.63% |
| Win Month % | 57.14% | 58.82% |
| Win Week % | 64.71% | 53.42% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |