| Metric | 12252364:solusd:triple_med_gx:lsma275_130 | 12252364:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 54.73% | 15.38% |
| Max Drawdown | -30.65% | -64.93% |
| Sharpe | 0.5 | 0.27 |
| Sortino | 0.82 | 0.4 |
| Payoff Ratio | 1.25 | 1.23 |
| Profit Factor | 1.22 | 1.04 |
| Common Sense Ratio | 1.59 | 1.08 |
| CPC Index | 0.75 | 0.63 |
| Tail Ratio | 1.3 | 1.04 |
| Outlier Win Ratio | 27.64 | 2.82 |
| Outlier Loss Ratio | 3.14 | 2.84 |
| Volatility (ann.) | 19.74% | 42.23% |
| R^2 | 0.22 | 0.22 |
| Calmar | 1.22 | 0.17 |
| Skew | 3.23 | 0.58 |
| Kurtosis | 88.67 | 8.14 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.6% | 0.85% |
| Expected Yearly % | 24.39% | 7.42% |
| Kelly Criterion | 8.18% | 8.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -3.6% |
| Expected Shortfall (cVaR) | -1.67% | -3.6% |
| Year | 12252364:SOLUSD | 12252364:solusd:triple_med_gx:lsma275_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 42.06 | 3.20 | + |
| 2025 | 1.99 | 8.92 | 4.49 | + |
| Metric | 12252364:solusd:triple_med_gx:lsma275_130 | 12252364:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 0.42% | 17.41% |
| 6M | 18.93% | 52.72% |
| YTD | 8.92% | 1.99% |
| 1Y | 56.31% | 24.46% |
| 3Y (ann.) | 37.35% | 10.96% |
| 5Y (ann.) | 37.35% | 10.96% |
| Metric | 12252364:solusd:triple_med_gx:lsma275_130 | 12252364:SOLUSD |
|---|---|---|
| Max Drawdown | -30.65% | -64.93% |
| Longest DD Days | 160.0 | 269.0 |
| Avg. Drawdown | -5.28% | -11.98% |
| Avg. Drawdown Days | 24.0 | 29.0 |
| Recovery Factor | 1.79 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-29 | 2025-05-08 | -30.65 | 160 |
| 2024-06-05 | 2024-10-20 | -29.38 | 137 |
| 2025-05-14 | 2025-10-16 | -18.79 | 155 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-11-04 | 2024-11-05 | -3.71 | 1 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2024-11-12 | 2024-11-29 | -3.03 | 17 |
| 2024-11-08 | 2024-11-10 | -2.52 | 1 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| Metric | 12252364:solusd:triple_med_gx:lsma275_130 | 12252364:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.07% | 21.25% |
| Worst Week | -12.51% | -18.95% |
| Best Month | 35.21% | 41.15% |
| Worst Month | -12.51% | -36.08% |
| Best Year | 42.06% | 13.13% |
| Worst Year | 8.92% | 1.99% |
| Avg. Up Day | 1.73% | 1.74% |
| Avg. Down Day | -1.38% | -1.41% |
| Avg. Up Week | 9.33% | 11.01% |
| Avg. Down Week | -3.92% | -9.32% |
| Avg. Up Month | 15.4% | 16.02% |
| Avg. Down Month | -5.61% | -22.53% |
| Win Days % | 49.0% | 49.58% |
| Win Month % | 45.45% | 58.82% |
| Win Week % | 57.14% | 53.42% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |