| Metric | 12244631:solusd:triple_med_gx:lsma230_110 | 12244631:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 104.23% | 20.96% |
| Max Drawdown | -27.49% | -64.93% |
| Sharpe | 0.7 | 0.29 |
| Sortino | 1.13 | 0.43 |
| Payoff Ratio | 1.23 | 1.18 |
| Profit Factor | 1.28 | 1.04 |
| Common Sense Ratio | 1.67 | 1.08 |
| CPC Index | 0.78 | 0.61 |
| Tail Ratio | 1.31 | 1.04 |
| Outlier Win Ratio | 21.46 | 3.0 |
| Outlier Loss Ratio | 3.46 | 3.06 |
| Volatility (ann.) | 22.13% | 42.26% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.49 | 0.23 |
| Skew | 2.41 | 0.58 |
| Kurtosis | 58.84 | 8.13 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.29% | 1.13% |
| Expected Yearly % | 42.91% | 9.98% |
| Kelly Criterion | 8.87% | 7.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.86% | -3.6% |
| Expected Shortfall (cVaR) | -1.86% | -3.6% |
| Year | 12244631:SOLUSD | 12244631:solusd:triple_med_gx:lsma230_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 44.22 | 3.37 | + |
| 2025 | 6.92 | 41.60 | 6.02 | + |
| Metric | 12244631:solusd:triple_med_gx:lsma230_110 | 12244631:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | -9.06% | 24.43% |
| 6M | 8.04% | 56.02% |
| YTD | 41.6% | 6.92% |
| 1Y | 84.83% | 36.69% |
| 3Y (ann.) | 68.42% | 14.9% |
| 5Y (ann.) | 68.42% | 14.9% |
| Metric | 12244631:solusd:triple_med_gx:lsma230_110 | 12244631:SOLUSD |
|---|---|---|
| Max Drawdown | -27.49% | -64.93% |
| Longest DD Days | 153.0 | 268.0 |
| Avg. Drawdown | -5.8% | -11.98% |
| Avg. Drawdown Days | 20.0 | 29.0 |
| Recovery Factor | 3.79 | 0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-01 | 2024-10-04 | -27.49 | 64 |
| 2025-01-19 | 2025-04-19 | -26.72 | 89 |
| 2025-05-14 | 2025-10-14 | -20.89 | 153 |
| 2024-06-05 | 2024-08-01 | -10.32 | 56 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| 2024-10-15 | 2024-11-06 | -7.23 | 22 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2025-05-04 | 2025-05-07 | -3.16 | 2 |
| 2024-11-08 | 2024-11-10 | -2.52 | 1 |
| Metric | 12244631:solusd:triple_med_gx:lsma230_110 | 12244631:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 21.76% | 21.25% |
| Worst Week | -8.43% | -18.95% |
| Best Month | 32.34% | 41.15% |
| Worst Month | -9.17% | -36.08% |
| Best Year | 44.22% | 13.13% |
| Worst Year | 41.6% | 6.92% |
| Avg. Up Day | 1.71% | 1.72% |
| Avg. Down Day | -1.39% | -1.46% |
| Avg. Up Week | 7.46% | 10.55% |
| Avg. Down Week | -3.63% | -8.57% |
| Avg. Up Month | 13.69% | 16.61% |
| Avg. Down Month | -4.9% | -22.53% |
| Win Days % | 49.67% | 49.63% |
| Win Month % | 60.0% | 58.82% |
| Win Week % | 55.26% | 53.42% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |