| Metric | 12252472:solusd:triple_med_gx:lsma270_130 | 12252472:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 102.41% | 19.47% |
| Max Drawdown | -24.5% | -64.93% |
| Sharpe | 0.8 | 0.29 |
| Sortino | 1.41 | 0.44 |
| Payoff Ratio | 1.4 | 1.35 |
| Profit Factor | 1.39 | 1.05 |
| Common Sense Ratio | 1.83 | 1.07 |
| CPC Index | 0.96 | 0.7 |
| Tail Ratio | 1.32 | 1.03 |
| Outlier Win Ratio | 26.66 | 2.87 |
| Outlier Loss Ratio | 3.32 | 2.79 |
| Volatility (ann.) | 19.99% | 42.69% |
| R^2 | 0.22 | 0.22 |
| Calmar | 3.09 | 0.24 |
| Skew | 3.86 | 0.62 |
| Kurtosis | 90.63 | 8.27 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.51% | 1.12% |
| Expected Yearly % | 42.27% | 9.3% |
| Kelly Criterion | 12.79% | 12.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.68% | -3.64% |
| Expected Shortfall (cVaR) | -1.68% | -3.64% |
| Year | 12252472:SOLUSD | 12252472:solusd:triple_med_gx:lsma270_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 57.27 | 4.36 | + |
| 2025 | 5.60 | 28.70 | 5.12 | + |
| Metric | 12252472:solusd:triple_med_gx:lsma270_130 | 12252472:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -4.63% | 26.39% |
| 6M | 38.8% | 38.87% |
| YTD | 28.7% | 5.6% |
| 1Y | 105.25% | 47.35% |
| 3Y (ann.) | 75.62% | 15.27% |
| 5Y (ann.) | 75.62% | 15.27% |
| Metric | 12252472:solusd:triple_med_gx:lsma270_130 | 12252472:SOLUSD |
|---|---|---|
| Max Drawdown | -24.5% | -64.93% |
| Longest DD Days | 130.0 | 224.0 |
| Avg. Drawdown | -3.98% | -11.98% |
| Avg. Drawdown Days | 14.0 | 26.0 |
| Recovery Factor | 4.18 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-07 | -24.50 | 123 |
| 2025-05-14 | 2025-09-01 | -18.17 | 110 |
| 2024-11-30 | 2025-04-09 | -11.95 | 130 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| 2025-04-09 | 2025-04-11 | -7.47 | 1 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 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 |
| 2025-05-04 | 2025-05-07 | -3.33 | 2 |
| Metric | 12252472:solusd:triple_med_gx:lsma270_130 | 12252472:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.39% | 21.25% |
| Worst Week | -7.54% | -17.1% |
| Best Month | 36.29% | 41.15% |
| Worst Month | -7.27% | -36.08% |
| Best Year | 57.27% | 13.13% |
| Worst Year | 28.7% | 5.6% |
| Avg. Up Day | 1.83% | 1.83% |
| Avg. Down Day | -1.3% | -1.36% |
| Avg. Up Week | 7.33% | 8.69% |
| Avg. Down Week | -3.69% | -7.91% |
| Avg. Up Month | 19.38% | 17.78% |
| Avg. Down Month | -2.87% | -17.39% |
| Win Days % | 49.06% | 49.56% |
| Win Month % | 54.55% | 56.25% |
| Win Week % | 63.64% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |