| Metric | 12258640:solusd:triple_med_gx:lsma290_145 | 12258640:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 73.49% | 15.38% |
| Max Drawdown | -30.68% | -64.93% |
| Sharpe | 0.61 | 0.27 |
| Sortino | 1.03 | 0.4 |
| Payoff Ratio | 1.28 | 1.27 |
| Profit Factor | 1.28 | 1.04 |
| Common Sense Ratio | 1.62 | 1.08 |
| CPC Index | 0.8 | 0.66 |
| Tail Ratio | 1.26 | 1.04 |
| Outlier Win Ratio | 28.4 | 2.9 |
| Outlier Loss Ratio | 3.32 | 2.89 |
| Volatility (ann.) | 19.4% | 42.23% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.61 | 0.17 |
| Skew | 3.62 | 0.58 |
| Kurtosis | 93.11 | 8.14 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.29% | 0.85% |
| Expected Yearly % | 31.71% | 7.42% |
| Kelly Criterion | 8.75% | 9.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -3.6% |
| Expected Shortfall (cVaR) | -1.64% | -3.6% |
| Year | 12258640:SOLUSD | 12258640:solusd:triple_med_gx:lsma290_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 35.66 | 2.71 | + |
| 2025 | 1.99 | 27.89 | 14.04 | + |
| Metric | 12258640:solusd:triple_med_gx:lsma290_145 | 12258640:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 0.29% | 17.41% |
| 6M | 19.15% | 52.72% |
| YTD | 27.89% | 1.99% |
| 1Y | 73.4% | 24.46% |
| 3Y (ann.) | 49.27% | 10.96% |
| 5Y (ann.) | 49.27% | 10.96% |
| Metric | 12258640:solusd:triple_med_gx:lsma290_145 | 12258640:SOLUSD |
|---|---|---|
| Max Drawdown | -30.68% | -64.93% |
| Longest DD Days | 155.0 | 269.0 |
| Avg. Drawdown | -4.51% | -11.98% |
| Avg. Drawdown Days | 20.0 | 29.0 |
| Recovery Factor | 2.4 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-20 | -30.68 | 137 |
| 2025-05-14 | 2025-10-16 | -18.15 | 155 |
| 2024-11-29 | 2025-04-12 | -17.97 | 134 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2025-04-13 | 2025-04-14 | -2.95 | 1 |
| 2025-05-06 | 2025-05-06 | -2.82 | 0 |
| 2024-10-21 | 2024-11-05 | -2.67 | 15 |
| Metric | 12258640:solusd:triple_med_gx:lsma290_145 | 12258640:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.25% | 21.25% |
| Worst Week | -8.8% | -18.95% |
| Best Month | 31.7% | 41.15% |
| Worst Month | -10.69% | -36.08% |
| Best Year | 35.66% | 13.13% |
| Worst Year | 27.89% | 1.99% |
| Avg. Up Day | 1.76% | 1.77% |
| Avg. Down Day | -1.37% | -1.39% |
| Avg. Up Week | 9.37% | 10.15% |
| Avg. Down Week | -4.33% | -8.07% |
| Avg. Up Month | 17.01% | 16.02% |
| Avg. Down Month | -7.71% | -22.99% |
| Win Days % | 48.7% | 49.58% |
| Win Month % | 60.0% | 58.82% |
| Win Week % | 52.38% | 53.42% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |