| Metric | 12248402:solusd:triple_med_gx:lsma270_120 | 12248402:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 127.69% | 20.96% |
| Max Drawdown | -26.17% | -64.93% |
| Sharpe | 0.82 | 0.29 |
| Sortino | 1.4 | 0.43 |
| Payoff Ratio | 1.41 | 1.29 |
| Profit Factor | 1.36 | 1.04 |
| Common Sense Ratio | 1.72 | 1.08 |
| CPC Index | 0.93 | 0.67 |
| Tail Ratio | 1.27 | 1.04 |
| Outlier Win Ratio | 23.71 | 2.97 |
| Outlier Loss Ratio | 3.39 | 2.9 |
| Volatility (ann.) | 20.94% | 42.26% |
| R^2 | 0.25 | 0.25 |
| Calmar | 3.15 | 0.23 |
| Skew | 3.12 | 0.58 |
| Kurtosis | 71.53 | 8.13 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.96% | 1.13% |
| Expected Yearly % | 50.89% | 9.98% |
| Kelly Criterion | 12.07% | 10.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.76% | -3.6% |
| Expected Shortfall (cVaR) | -1.76% | -3.6% |
| Year | 12248402:SOLUSD | 12248402:solusd:triple_med_gx:lsma270_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 61.13 | 4.65 | + |
| 2025 | 6.92 | 41.31 | 5.97 | + |
| Metric | 12248402:solusd:triple_med_gx:lsma270_120 | 12248402:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | -6.89% | 24.43% |
| 6M | 3.62% | 56.02% |
| YTD | 41.31% | 6.92% |
| 1Y | 118.32% | 36.69% |
| 3Y (ann.) | 82.33% | 14.9% |
| 5Y (ann.) | 82.33% | 14.9% |
| Metric | 12248402:solusd:triple_med_gx:lsma270_120 | 12248402:SOLUSD |
|---|---|---|
| Max Drawdown | -26.17% | -64.93% |
| Longest DD Days | 153.0 | 268.0 |
| Avg. Drawdown | -4.97% | -11.98% |
| Avg. Drawdown Days | 17.0 | 29.0 |
| Recovery Factor | 4.88 | 0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-07 | -26.17 | 123 |
| 2025-02-04 | 2025-04-17 | -25.16 | 71 |
| 2025-05-14 | 2025-10-14 | -23.54 | 153 |
| 2024-11-29 | 2025-01-17 | -10.11 | 48 |
| 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 |
| 2025-04-17 | 2025-05-08 | -4.30 | 20 |
| 2024-11-04 | 2024-11-05 | -3.71 | 1 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| Metric | 12248402:solusd:triple_med_gx:lsma270_120 | 12248402:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -8.43% | -18.95% |
| Best Month | 36.6% | 41.15% |
| Worst Month | -6.63% | -36.08% |
| Best Year | 61.13% | 13.13% |
| Worst Year | 41.31% | 6.92% |
| Avg. Up Day | 1.84% | 1.84% |
| Avg. Down Day | -1.31% | -1.43% |
| Avg. Up Week | 10.95% | 12.14% |
| Avg. Down Week | -2.98% | -8.06% |
| Avg. Up Month | 17.12% | 17.16% |
| Avg. Down Month | -2.84% | -21.21% |
| Win Days % | 48.62% | 49.63% |
| Win Month % | 50.0% | 58.82% |
| Win Week % | 48.28% | 53.42% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |