| Metric | 12246442:solusd:triple_med_gx:lsma265_115 | 12246442:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 111.17% | 15.38% |
| Max Drawdown | -27.95% | -61.75% |
| Sharpe | 1.41 | 0.55 |
| Sortino | 2.41 | 0.81 |
| Payoff Ratio | 1.51 | 1.44 |
| Profit Factor | 1.59 | 1.08 |
| Common Sense Ratio | 3.05 | 1.17 |
| CPC Index | 1.24 | 0.76 |
| Tail Ratio | 1.92 | 1.08 |
| Outlier Win Ratio | 19.83 | 3.07 |
| Outlier Loss Ratio | 3.02 | 2.54 |
| Volatility (ann.) | 45.93% | 85.83% |
| R^2 | 0.25 | 0.25 |
| Calmar | 2.58 | 0.18 |
| Skew | 1.66 | 0.14 |
| Kurtosis | 29.2 | 3.01 |
| Expected Daily % | 0.15% | 0.03% |
| Expected Monthly % | 4.5% | 0.85% |
| Expected Yearly % | 45.32% | 7.42% |
| Kelly Criterion | 19.06% | 13.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.78% | -7.26% |
| Expected Shortfall (cVaR) | -3.78% | -7.26% |
| Year | 12246442:SOLUSD | 12246442:solusd:triple_med_gx:lsma265_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 51.84 | 4.06 | + |
| 2025 | 2.31 | 39.08 | 16.95 | + |
| Metric | 12246442:solusd:triple_med_gx:lsma265_115 | 12246442:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | -10.38% | 20.18% |
| 6M | 0.82% | 46.71% |
| YTD | 39.08% | 2.31% |
| 1Y | 93.21% | 24.83% |
| 3Y (ann.) | 72.2% | 10.96% |
| 5Y (ann.) | 72.2% | 10.96% |
| Metric | 12246442:solusd:triple_med_gx:lsma265_115 | 12246442:SOLUSD |
|---|---|---|
| Max Drawdown | -27.95% | -61.75% |
| Longest DD Days | 154.0 | 269.0 |
| Avg. Drawdown | -8.06% | -16.47% |
| Avg. Drawdown Days | 31.0 | 44.0 |
| Recovery Factor | 3.98 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-03 | 2024-10-14 | -27.95 | 72 |
| 2025-02-04 | 2025-04-14 | -22.60 | 69 |
| 2025-05-15 | 2025-10-16 | -22.57 | 154 |
| 2024-06-06 | 2024-07-21 | -8.38 | 45 |
| 2024-12-01 | 2025-01-18 | -6.41 | 48 |
| 2025-04-15 | 2025-04-17 | -5.65 | 2 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2025-05-03 | 2025-05-08 | -2.61 | 5 |
| 2024-11-28 | 2024-11-30 | -1.70 | 2 |
| 2024-10-16 | 2024-10-20 | -1.56 | 4 |
| Metric | 12246442:solusd:triple_med_gx:lsma265_115 | 12246442:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 34.26% | 25.06% |
| Worst Week | -11.24% | -26.95% |
| Best Month | 38.31% | 39.21% |
| Worst Month | -11.24% | -46.12% |
| Best Year | 51.84% | 12.78% |
| Worst Year | 39.08% | 2.31% |
| Avg. Up Day | 4.05% | 4.12% |
| Avg. Down Day | -2.68% | -2.87% |
| Avg. Up Week | 8.15% | 11.06% |
| Avg. Down Week | -4.38% | -8.75% |
| Avg. Up Month | 20.4% | 21.8% |
| Avg. Down Month | -6.25% | -27.7% |
| Win Days % | 51.26% | 48.8% |
| Win Month % | 53.85% | 58.82% |
| Win Week % | 54.84% | 50.68% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |