| Metric | 12248466:solusd:triple_med_gx:lsma260_120 | 12248466:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 93.29% | 19.47% |
| Max Drawdown | -27.87% | -64.93% |
| Sharpe | 0.72 | 0.29 |
| Sortino | 1.22 | 0.44 |
| Payoff Ratio | 1.34 | 1.31 |
| Profit Factor | 1.32 | 1.05 |
| Common Sense Ratio | 1.69 | 1.07 |
| CPC Index | 0.86 | 0.68 |
| Tail Ratio | 1.28 | 1.03 |
| Outlier Win Ratio | 24.3 | 2.93 |
| Outlier Loss Ratio | 3.38 | 2.97 |
| Volatility (ann.) | 21.31% | 42.69% |
| R^2 | 0.25 | 0.25 |
| Calmar | 2.49 | 0.24 |
| Skew | 3.12 | 0.62 |
| Kurtosis | 72.56 | 8.27 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.2% | 1.12% |
| Expected Yearly % | 39.03% | 9.3% |
| Kelly Criterion | 10.33% | 11.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.79% | -3.64% |
| Expected Shortfall (cVaR) | -1.79% | -3.64% |
| Year | 12248466:SOLUSD | 12248466:solusd:triple_med_gx:lsma260_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 46.93 | 3.57 | + |
| 2025 | 5.60 | 31.56 | 5.63 | + |
| Metric | 12248466:solusd:triple_med_gx:lsma260_120 | 12248466:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -7.8% | 26.39% |
| 6M | 10.39% | 38.87% |
| YTD | 31.56% | 5.6% |
| 1Y | 101.6% | 47.35% |
| 3Y (ann.) | 69.28% | 15.27% |
| 5Y (ann.) | 69.28% | 15.27% |
| Metric | 12248466:solusd:triple_med_gx:lsma260_120 | 12248466:SOLUSD |
|---|---|---|
| Max Drawdown | -27.87% | -64.93% |
| Longest DD Days | 130.0 | 224.0 |
| Avg. Drawdown | -5.59% | -11.98% |
| Avg. Drawdown Days | 22.0 | 26.0 |
| Recovery Factor | 3.35 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-14 | -27.87 | 130 |
| 2025-02-04 | 2025-05-08 | -26.15 | 92 |
| 2025-05-14 | 2025-09-01 | -18.35 | 110 |
| 2024-11-10 | 2025-01-18 | -10.53 | 68 |
| 2024-10-15 | 2024-10-19 | -5.15 | 4 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-10-21 | 2024-11-05 | -4.26 | 15 |
| 2024-11-08 | 2024-11-10 | -2.52 | 1 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| 2024-11-07 | 2024-11-07 | -1.48 | 0 |
| Metric | 12248466:solusd:triple_med_gx:lsma260_120 | 12248466:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -8.48% | -17.1% |
| Best Month | 30.22% | 41.15% |
| Worst Month | -8.48% | -36.08% |
| Best Year | 46.93% | 13.13% |
| Worst Year | 31.56% | 5.6% |
| Avg. Up Day | 1.85% | 1.85% |
| Avg. Down Day | -1.37% | -1.41% |
| Avg. Up Week | 8.37% | 9.99% |
| Avg. Down Week | -3.39% | -8.89% |
| Avg. Up Month | 14.89% | 18.41% |
| Avg. Down Month | -3.42% | -17.78% |
| Win Days % | 48.59% | 49.56% |
| Win Month % | 46.67% | 56.25% |
| Win Week % | 57.14% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |