| Metric | 12242690:solusd:triple_med_gx:lsma225_105 | 12242690:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 54.0% | 15.38% |
| Max Drawdown | -29.91% | -64.93% |
| Sharpe | 0.47 | 0.27 |
| Sortino | 0.76 | 0.4 |
| Payoff Ratio | 1.22 | 1.18 |
| Profit Factor | 1.17 | 1.04 |
| Common Sense Ratio | 1.33 | 1.08 |
| CPC Index | 0.68 | 0.61 |
| Tail Ratio | 1.14 | 1.04 |
| Outlier Win Ratio | 22.29 | 3.04 |
| Outlier Loss Ratio | 3.41 | 2.99 |
| Volatility (ann.) | 21.78% | 42.23% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.23 | 0.17 |
| Skew | 2.52 | 0.58 |
| Kurtosis | 60.97 | 8.14 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.57% | 0.85% |
| Expected Yearly % | 24.1% | 7.42% |
| Kelly Criterion | 4.39% | 6.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.85% | -3.6% |
| Expected Shortfall (cVaR) | -1.85% | -3.6% |
| Year | 12242690:SOLUSD | 12242690:solusd:triple_med_gx:lsma225_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 9.99 | 0.76 | - |
| 2025 | 1.99 | 40.02 | 20.15 | + |
| Metric | 12242690:solusd:triple_med_gx:lsma225_105 | 12242690:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -17.91% | 17.41% |
| 6M | -1.36% | 52.72% |
| YTD | 40.02% | 1.99% |
| 1Y | 59.58% | 24.46% |
| 3Y (ann.) | 36.88% | 10.96% |
| 5Y (ann.) | 36.88% | 10.96% |
| Metric | 12242690:solusd:triple_med_gx:lsma225_105 | 12242690:SOLUSD |
|---|---|---|
| Max Drawdown | -29.91% | -64.93% |
| Longest DD Days | 155.0 | 269.0 |
| Avg. Drawdown | -6.14% | -11.98% |
| Avg. Drawdown Days | 23.0 | 29.0 |
| Recovery Factor | 1.81 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-20 | 2024-11-06 | -29.91 | 108 |
| 2025-02-04 | 2025-05-08 | -27.78 | 93 |
| 2025-05-14 | 2025-10-16 | -23.68 | 155 |
| 2024-11-29 | 2025-01-16 | -10.43 | 47 |
| 2024-11-12 | 2024-11-29 | -7.92 | 17 |
| 2024-06-05 | 2024-07-19 | -6.27 | 43 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| 2024-11-08 | 2024-11-11 | -1.93 | 3 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| Metric | 12242690:solusd:triple_med_gx:lsma225_105 | 12242690:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.07% | 21.25% |
| Worst Week | -9.6% | -18.95% |
| Best Month | 42.44% | 41.15% |
| Worst Month | -13.11% | -36.08% |
| Best Year | 40.02% | 13.13% |
| Worst Year | 9.99% | 1.99% |
| Avg. Up Day | 1.71% | 1.71% |
| Avg. Down Day | -1.4% | -1.45% |
| Avg. Up Week | 7.81% | 11.73% |
| Avg. Down Week | -3.56% | -6.99% |
| Avg. Up Month | 15.75% | 19.34% |
| Avg. Down Month | -8.13% | -25.95% |
| Win Days % | 47.45% | 49.58% |
| Win Month % | 53.33% | 58.82% |
| Win Week % | 45.95% | 53.42% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |