| Metric | 12248454:solusd:triple_med_gx:lsma250_120 | 12248454:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 89.91% | 19.47% |
| Max Drawdown | -29.26% | -64.93% |
| Sharpe | 0.71 | 0.29 |
| Sortino | 1.22 | 0.44 |
| Payoff Ratio | 1.4 | 1.36 |
| Profit Factor | 1.33 | 1.05 |
| Common Sense Ratio | 1.71 | 1.07 |
| CPC Index | 0.89 | 0.71 |
| Tail Ratio | 1.28 | 1.03 |
| Outlier Win Ratio | 25.87 | 2.93 |
| Outlier Loss Ratio | 3.39 | 2.89 |
| Volatility (ann.) | 20.96% | 42.69% |
| R^2 | 0.24 | 0.24 |
| Calmar | 2.29 | 0.24 |
| Skew | 3.31 | 0.62 |
| Kurtosis | 77.49 | 8.27 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.09% | 1.12% |
| Expected Yearly % | 37.81% | 9.3% |
| Kelly Criterion | 10.0% | 12.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.76% | -3.64% |
| Expected Shortfall (cVaR) | -1.76% | -3.64% |
| Year | 12248454:SOLUSD | 12248454:solusd:triple_med_gx:lsma250_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 35.33 | 2.69 | + |
| 2025 | 5.60 | 40.33 | 7.20 | + |
| Metric | 12248454:solusd:triple_med_gx:lsma250_120 | 12248454:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -5.71% | 26.39% |
| 6M | 16.56% | 38.87% |
| YTD | 40.33% | 5.6% |
| 1Y | 92.33% | 47.35% |
| 3Y (ann.) | 66.91% | 15.27% |
| 5Y (ann.) | 66.91% | 15.27% |
| Metric | 12248454:solusd:triple_med_gx:lsma250_120 | 12248454:SOLUSD |
|---|---|---|
| Max Drawdown | -29.26% | -64.93% |
| Longest DD Days | 120.0 | 224.0 |
| Avg. Drawdown | -5.32% | -11.98% |
| Avg. Drawdown Days | 19.0 | 26.0 |
| Recovery Factor | 3.07 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-04 | -29.26 | 120 |
| 2025-02-04 | 2025-04-17 | -25.39 | 72 |
| 2025-05-14 | 2025-09-01 | -15.44 | 110 |
| 2024-11-10 | 2025-01-18 | -10.53 | 68 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-10-16 | 2024-10-20 | -4.30 | 4 |
| 2025-04-17 | 2025-05-08 | -4.27 | 20 |
| 2024-10-21 | 2024-11-05 | -4.26 | 15 |
| 2024-11-08 | 2024-11-10 | -2.52 | 1 |
| Metric | 12248454:solusd:triple_med_gx:lsma250_120 | 12248454:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -7.55% | -17.1% |
| Best Month | 30.22% | 41.15% |
| Worst Month | -7.55% | -36.08% |
| Best Year | 40.33% | 13.13% |
| Worst Year | 35.33% | 5.6% |
| Avg. Up Day | 1.9% | 1.91% |
| Avg. Down Day | -1.35% | -1.4% |
| Avg. Up Week | 7.42% | 9.72% |
| Avg. Down Week | -3.55% | -8.89% |
| Avg. Up Month | 12.42% | 17.51% |
| Avg. Down Month | -4.08% | -17.1% |
| Win Days % | 47.45% | 49.56% |
| Win Month % | 60.0% | 56.25% |
| Win Week % | 58.62% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |