| Metric | 12246449:solusd:triple_med_gx:lsma270_115 | 12246449:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 99.19% | 19.47% |
| Max Drawdown | -29.96% | -64.93% |
| Sharpe | 0.72 | 0.29 |
| Sortino | 1.21 | 0.44 |
| Payoff Ratio | 1.34 | 1.33 |
| Profit Factor | 1.3 | 1.05 |
| Common Sense Ratio | 1.62 | 1.07 |
| CPC Index | 0.84 | 0.69 |
| Tail Ratio | 1.25 | 1.03 |
| Outlier Win Ratio | 22.38 | 3.06 |
| Outlier Loss Ratio | 3.36 | 3.05 |
| Volatility (ann.) | 22.39% | 42.69% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.45 | 0.24 |
| Skew | 2.69 | 0.62 |
| Kurtosis | 60.5 | 8.27 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.4% | 1.12% |
| Expected Yearly % | 41.13% | 9.3% |
| Kelly Criterion | 9.49% | 11.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -3.64% |
| Expected Shortfall (cVaR) | -1.88% | -3.64% |
| Year | 12246449:SOLUSD | 12246449:solusd:triple_med_gx:lsma270_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 53.31 | 4.06 | + |
| 2025 | 5.60 | 29.93 | 5.34 | + |
| Metric | 12246449:solusd:triple_med_gx:lsma270_115 | 12246449:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -15.58% | 26.39% |
| 6M | 5.84% | 38.87% |
| YTD | 29.93% | 5.6% |
| 1Y | 107.14% | 47.35% |
| 3Y (ann.) | 73.39% | 15.27% |
| 5Y (ann.) | 73.39% | 15.27% |
| Metric | 12246449:solusd:triple_med_gx:lsma270_115 | 12246449:SOLUSD |
|---|---|---|
| Max Drawdown | -29.96% | -64.93% |
| Longest DD Days | 130.0 | 224.0 |
| Avg. Drawdown | -5.11% | -11.98% |
| Avg. Drawdown Days | 14.0 | 26.0 |
| Recovery Factor | 3.31 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-14 | -29.96 | 130 |
| 2025-05-14 | 2025-09-01 | -26.22 | 110 |
| 2025-02-03 | 2025-04-12 | -23.84 | 68 |
| 2024-11-29 | 2025-01-16 | -10.11 | 48 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2024-10-15 | 2024-10-19 | -5.15 | 4 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2025-04-17 | 2025-05-08 | -4.48 | 20 |
| 2024-11-04 | 2024-11-05 | -3.71 | 1 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| Metric | 12246449:solusd:triple_med_gx:lsma270_115 | 12246449:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -11.24% | -17.1% |
| Best Month | 38.31% | 41.15% |
| Worst Month | -11.24% | -36.08% |
| Best Year | 53.31% | 13.13% |
| Worst Year | 29.93% | 5.6% |
| Avg. Up Day | 1.9% | 1.91% |
| Avg. Down Day | -1.42% | -1.44% |
| Avg. Up Week | 9.79% | 10.97% |
| Avg. Down Week | -4.5% | -8.18% |
| Avg. Up Month | 20.09% | 19.34% |
| Avg. Down Month | -4.82% | -18.15% |
| Win Days % | 48.2% | 49.56% |
| Win Month % | 50.0% | 56.25% |
| Win Week % | 57.14% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |