| Metric | 12246554:solusd:triple_med_gx:lsma275_115 | 12246554:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 79.47% | 19.47% |
| Max Drawdown | -38.29% | -64.93% |
| Sharpe | 0.63 | 0.29 |
| Sortino | 1.02 | 0.44 |
| Payoff Ratio | 1.29 | 1.26 |
| Profit Factor | 1.25 | 1.05 |
| Common Sense Ratio | 1.6 | 1.07 |
| CPC Index | 0.78 | 0.65 |
| Tail Ratio | 1.28 | 1.03 |
| Outlier Win Ratio | 21.61 | 2.96 |
| Outlier Loss Ratio | 3.35 | 3.09 |
| Volatility (ann.) | 22.67% | 42.69% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.55 | 0.24 |
| Skew | 2.49 | 0.62 |
| Kurtosis | 58.31 | 8.27 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.72% | 1.12% |
| Expected Yearly % | 33.97% | 9.3% |
| Kelly Criterion | 8.3% | 9.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.91% | -3.64% |
| Expected Shortfall (cVaR) | -1.91% | -3.64% |
| Year | 12246554:SOLUSD | 12246554:solusd:triple_med_gx:lsma275_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 54.89 | 4.18 | + |
| 2025 | 5.60 | 15.87 | 2.83 | + |
| Metric | 12246554:solusd:triple_med_gx:lsma275_115 | 12246554:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | 4.07% | 26.39% |
| 6M | 6.44% | 38.87% |
| YTD | 15.87% | 5.6% |
| 1Y | 77.04% | 47.35% |
| 3Y (ann.) | 59.54% | 15.27% |
| 5Y (ann.) | 59.54% | 15.27% |
| Metric | 12246554:solusd:triple_med_gx:lsma275_115 | 12246554:SOLUSD |
|---|---|---|
| Max Drawdown | -38.29% | -64.93% |
| Longest DD Days | 122.0 | 224.0 |
| Avg. Drawdown | -6.7% | -11.98% |
| Avg. Drawdown Days | 22.0 | 26.0 |
| Recovery Factor | 2.08 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-05-09 | -38.29 | 109 |
| 2024-06-05 | 2024-10-06 | -31.34 | 122 |
| 2025-05-14 | 2025-09-01 | -22.95 | 110 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| 2024-10-15 | 2024-10-19 | -5.15 | 4 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-11-08 | 2024-11-10 | -2.52 | 1 |
| 2024-10-21 | 2024-11-05 | -2.36 | 15 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| Metric | 12246554:solusd:triple_med_gx:lsma275_115 | 12246554:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.25% | 21.25% |
| Worst Week | -11.8% | -17.1% |
| Best Month | 30.18% | 41.15% |
| Worst Month | -8.53% | -36.08% |
| Best Year | 54.89% | 13.13% |
| Worst Year | 15.87% | 5.6% |
| Avg. Up Day | 1.85% | 1.86% |
| Avg. Down Day | -1.44% | -1.48% |
| Avg. Up Week | 7.09% | 9.19% |
| Avg. Down Week | -4.54% | -7.63% |
| Avg. Up Month | 14.57% | 20.19% |
| Avg. Down Month | -4.63% | -17.1% |
| Win Days % | 48.36% | 49.56% |
| Win Month % | 50.0% | 56.25% |
| Win Week % | 63.33% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |