| Metric | 12244583:solusd:triple_med_gx:lsma265_110 | 12244583:SOLUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 128.13% | 15.38% |
| Max Drawdown | -22.67% | -61.75% |
| Sharpe | 1.52 | 0.55 |
| Sortino | 2.65 | 0.81 |
| Payoff Ratio | 1.57 | 1.35 |
| Profit Factor | 1.62 | 1.08 |
| Common Sense Ratio | 2.38 | 1.17 |
| CPC Index | 1.25 | 0.71 |
| Tail Ratio | 1.48 | 1.08 |
| Outlier Win Ratio | 18.26 | 3.07 |
| Outlier Loss Ratio | 3.32 | 2.54 |
| Volatility (ann.) | 46.44% | 85.83% |
| R^2 | 0.26 | 0.26 |
| Calmar | 3.62 | 0.18 |
| Skew | 1.7 | 0.14 |
| Kurtosis | 27.73 | 3.01 |
| Expected Daily % | 0.16% | 0.03% |
| Expected Monthly % | 4.97% | 0.85% |
| Expected Yearly % | 51.04% | 7.42% |
| Kelly Criterion | 16.9% | 10.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.81% | -7.26% |
| Expected Shortfall (cVaR) | -3.81% | -7.26% |
| Year | 12244583:SOLUSD | 12244583:solusd:triple_med_gx:lsma265_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 61.22 | 4.79 | + |
| 2025 | 2.31 | 41.50 | 18.00 | + |
| Metric | 12244583:solusd:triple_med_gx:lsma265_110 | 12244583:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | -10.8% | 20.18% |
| 6M | 2.11% | 46.71% |
| YTD | 41.5% | 2.31% |
| 1Y | 100.08% | 24.83% |
| 3Y (ann.) | 82.15% | 10.96% |
| 5Y (ann.) | 82.15% | 10.96% |
| Metric | 12244583:solusd:triple_med_gx:lsma265_110 | 12244583:SOLUSD |
|---|---|---|
| Max Drawdown | -22.67% | -61.75% |
| Longest DD Days | 154.0 | 269.0 |
| Avg. Drawdown | -7.5% | -16.47% |
| Avg. Drawdown Days | 28.0 | 44.0 |
| Recovery Factor | 5.65 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-15 | 2025-10-16 | -22.67 | 154 |
| 2024-08-03 | 2024-08-07 | -22.42 | 4 |
| 2025-02-04 | 2025-04-14 | -22.25 | 69 |
| 2024-06-06 | 2024-07-21 | -8.38 | 45 |
| 2024-12-01 | 2025-01-17 | -6.41 | 47 |
| 2024-10-08 | 2024-10-14 | -5.67 | 6 |
| 2025-04-15 | 2025-04-17 | -5.65 | 2 |
| 2024-08-08 | 2024-10-07 | -5.64 | 60 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2024-11-13 | 2024-11-14 | -3.51 | 1 |
| Metric | 12244583:solusd:triple_med_gx:lsma265_110 | 12244583: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 | -12.55% | -46.12% |
| Best Year | 61.22% | 12.78% |
| Worst Year | 41.5% | 2.31% |
| Avg. Up Day | 3.91% | 3.99% |
| Avg. Down Day | -2.49% | -2.95% |
| Avg. Up Week | 8.1% | 11.47% |
| Avg. Down Week | -4.33% | -8.18% |
| Avg. Up Month | 16.22% | 19.12% |
| Avg. Down Month | -5.72% | -27.7% |
| Win Days % | 49.24% | 48.8% |
| Win Month % | 64.29% | 58.82% |
| Win Week % | 55.56% | 50.68% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |