| Metric | 12246440:solusd:triple_med_gx:lsma250_115 | 12246440:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 74.56% | 19.47% |
| Max Drawdown | -30.67% | -64.93% |
| Sharpe | 0.62 | 0.29 |
| Sortino | 1.02 | 0.44 |
| Payoff Ratio | 1.31 | 1.3 |
| Profit Factor | 1.27 | 1.05 |
| Common Sense Ratio | 1.43 | 1.07 |
| CPC Index | 0.79 | 0.67 |
| Tail Ratio | 1.13 | 1.03 |
| Outlier Win Ratio | 24.46 | 2.98 |
| Outlier Loss Ratio | 3.21 | 2.99 |
| Volatility (ann.) | 21.82% | 42.69% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.83 | 0.24 |
| Skew | 2.83 | 0.62 |
| Kurtosis | 66.76 | 8.27 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.54% | 1.12% |
| Expected Yearly % | 32.12% | 9.3% |
| Kelly Criterion | 7.85% | 10.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.84% | -3.64% |
| Expected Shortfall (cVaR) | -1.84% | -3.64% |
| Year | 12246440:SOLUSD | 12246440:solusd:triple_med_gx:lsma250_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 27.56 | 2.10 | + |
| 2025 | 5.60 | 36.84 | 6.58 | + |
| Metric | 12246440:solusd:triple_med_gx:lsma250_115 | 12246440:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -13.22% | 26.39% |
| 6M | 13.4% | 38.87% |
| YTD | 36.84% | 5.6% |
| 1Y | 91.59% | 47.35% |
| 3Y (ann.) | 56.04% | 15.27% |
| 5Y (ann.) | 56.04% | 15.27% |
| Metric | 12246440:solusd:triple_med_gx:lsma250_115 | 12246440:SOLUSD |
|---|---|---|
| Max Drawdown | -30.67% | -64.93% |
| Longest DD Days | 153.0 | 224.0 |
| Avg. Drawdown | -6.64% | -11.98% |
| Avg. Drawdown Days | 24.0 | 26.0 |
| Recovery Factor | 2.43 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -30.67 | 153 |
| 2025-02-03 | 2025-04-17 | -25.13 | 72 |
| 2025-05-14 | 2025-09-01 | -20.95 | 110 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2025-04-17 | 2025-05-08 | -4.48 | 20 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-11-27 | 2024-11-29 | -3.06 | 1 |
| 2024-11-08 | 2024-11-10 | -2.52 | 1 |
| 2024-06-02 | 2024-06-04 | -2.44 | 2 |
| Metric | 12246440:solusd:triple_med_gx:lsma250_115 | 12246440:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -12.75% | -17.1% |
| Best Month | 38.31% | 41.15% |
| Worst Month | -12.75% | -36.08% |
| Best Year | 36.84% | 13.13% |
| Worst Year | 27.56% | 5.6% |
| Avg. Up Day | 1.95% | 1.96% |
| Avg. Down Day | -1.48% | -1.5% |
| Avg. Up Week | 9.49% | 10.97% |
| Avg. Down Week | -4.76% | -8.18% |
| Avg. Up Month | 19.61% | 19.34% |
| Avg. Down Month | -6.94% | -18.15% |
| Win Days % | 47.69% | 49.56% |
| Win Month % | 46.67% | 56.25% |
| Win Week % | 55.17% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |