| Metric | 12242577:solusd:triple_med_gx:lsma230_105 | 12242577:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 128.65% | 20.96% |
| Max Drawdown | -29.83% | -64.93% |
| Sharpe | 0.81 | 0.29 |
| Sortino | 1.34 | 0.43 |
| Payoff Ratio | 1.26 | 1.24 |
| Profit Factor | 1.33 | 1.04 |
| Common Sense Ratio | 1.7 | 1.08 |
| CPC Index | 0.83 | 0.64 |
| Tail Ratio | 1.28 | 1.04 |
| Outlier Win Ratio | 22.76 | 3.11 |
| Outlier Loss Ratio | 3.2 | 2.94 |
| Volatility (ann.) | 21.42% | 42.26% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.78 | 0.23 |
| Skew | 2.51 | 0.58 |
| Kurtosis | 61.73 | 8.13 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.99% | 1.13% |
| Expected Yearly % | 51.21% | 9.98% |
| Kelly Criterion | 10.13% | 8.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.8% | -3.6% |
| Expected Shortfall (cVaR) | -1.8% | -3.6% |
| Year | 12242577:SOLUSD | 12242577:solusd:triple_med_gx:lsma230_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 19.15 | 1.46 | + |
| 2025 | 6.92 | 91.91 | 13.29 | + |
| Metric | 12242577:solusd:triple_med_gx:lsma230_105 | 12242577:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | 3.13% | 24.43% |
| 6M | 12.41% | 56.02% |
| YTD | 91.91% | 6.92% |
| 1Y | 138.1% | 36.69% |
| 3Y (ann.) | 82.89% | 14.9% |
| 5Y (ann.) | 82.89% | 14.9% |
| Metric | 12242577:solusd:triple_med_gx:lsma230_105 | 12242577:SOLUSD |
|---|---|---|
| Max Drawdown | -29.83% | -64.93% |
| Longest DD Days | 113.0 | 268.0 |
| Avg. Drawdown | -5.07% | -11.98% |
| Avg. Drawdown Days | 14.0 | 29.0 |
| Recovery Factor | 4.31 | 0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-19 | 2024-11-10 | -29.83 | 113 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-07-18 | 2025-09-12 | -15.24 | 56 |
| 2025-04-14 | 2025-05-08 | -12.28 | 24 |
| 2025-09-14 | 2025-10-14 | -10.08 | 29 |
| 2025-02-04 | 2025-03-24 | -9.11 | 48 |
| 2024-11-29 | 2025-01-15 | -8.69 | 47 |
| 2025-05-14 | 2025-07-17 | -7.23 | 64 |
| 2024-11-12 | 2024-11-29 | -6.62 | 17 |
| 2025-02-02 | 2025-02-03 | -5.74 | 1 |
| Metric | 12242577:solusd:triple_med_gx:lsma230_105 | 12242577:SOLUSD |
|---|---|---|
| Best Day | 15.74% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 21.78% | 21.25% |
| Worst Week | -12.02% | -18.95% |
| Best Month | 40.56% | 41.15% |
| Worst Month | -17.43% | -36.08% |
| Best Year | 91.91% | 13.13% |
| Worst Year | 19.15% | 6.92% |
| Avg. Up Day | 1.83% | 1.83% |
| Avg. Down Day | -1.45% | -1.48% |
| Avg. Up Week | 11.26% | 12.12% |
| Avg. Down Week | -4.74% | -8.66% |
| Avg. Up Month | 14.58% | 16.41% |
| Avg. Down Month | -9.58% | -25.95% |
| Win Days % | 49.88% | 49.63% |
| Win Month % | 66.67% | 58.82% |
| Win Week % | 57.58% | 53.42% |
| Win Quarter % | 83.33% | 57.14% |
| Win Year % | 100.0% | 100.0% |