| Metric | 12246442:solusd:triple_med_gx:lsma265_115 | 12246442:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 111.17% | 15.38% |
| Max Drawdown | -29.53% | -64.93% |
| Sharpe | 0.73 | 0.27 |
| Sortino | 1.23 | 0.4 |
| Payoff Ratio | 1.34 | 1.31 |
| Profit Factor | 1.3 | 1.04 |
| Common Sense Ratio | 1.62 | 1.08 |
| CPC Index | 0.84 | 0.68 |
| Tail Ratio | 1.25 | 1.04 |
| Outlier Win Ratio | 22.87 | 3.04 |
| Outlier Loss Ratio | 3.37 | 2.97 |
| Volatility (ann.) | 21.64% | 42.23% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.45 | 0.17 |
| Skew | 2.74 | 0.58 |
| Kurtosis | 63.4 | 8.14 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.5% | 0.85% |
| Expected Yearly % | 45.32% | 7.42% |
| Kelly Criterion | 9.49% | 11.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.82% | -3.6% |
| Expected Shortfall (cVaR) | -1.82% | -3.6% |
| Year | 12246442:SOLUSD | 12246442:solusd:triple_med_gx:lsma265_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 51.84 | 3.95 | + |
| 2025 | 1.99 | 39.08 | 19.68 | + |
| Metric | 12246442:solusd:triple_med_gx:lsma265_115 | 12246442:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -10.38% | 17.41% |
| 6M | 4.95% | 52.72% |
| YTD | 39.08% | 1.99% |
| 1Y | 92.65% | 24.46% |
| 3Y (ann.) | 72.2% | 10.96% |
| 5Y (ann.) | 72.2% | 10.96% |
| Metric | 12246442:solusd:triple_med_gx:lsma265_115 | 12246442:SOLUSD |
|---|---|---|
| Max Drawdown | -29.53% | -64.93% |
| Longest DD Days | 155.0 | 269.0 |
| Avg. Drawdown | -5.51% | -11.98% |
| Avg. Drawdown Days | 16.0 | 29.0 |
| Recovery Factor | 3.76 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-10-14 | -29.53 | 72 |
| 2025-05-14 | 2025-10-16 | -24.02 | 155 |
| 2025-02-03 | 2025-04-12 | -23.84 | 68 |
| 2024-11-29 | 2025-01-17 | -10.11 | 48 |
| 2024-06-05 | 2024-07-20 | -9.70 | 44 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2024-10-15 | 2024-10-20 | -5.15 | 5 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2025-04-17 | 2025-05-08 | -4.48 | 20 |
| 2024-11-04 | 2024-11-05 | -3.71 | 1 |
| Metric | 12246442:solusd:triple_med_gx:lsma265_115 | 12246442:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -11.24% | -18.95% |
| Best Month | 38.31% | 41.15% |
| Worst Month | -11.24% | -36.08% |
| Best Year | 51.84% | 13.13% |
| Worst Year | 39.08% | 1.99% |
| Avg. Up Day | 1.85% | 1.86% |
| Avg. Down Day | -1.38% | -1.42% |
| Avg. Up Week | 9.22% | 10.36% |
| Avg. Down Week | -3.91% | -7.4% |
| Avg. Up Month | 17.27% | 17.16% |
| Avg. Down Month | -5.64% | -22.53% |
| Win Days % | 48.23% | 49.58% |
| Win Month % | 57.14% | 58.82% |
| Win Week % | 58.06% | 53.42% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |