| Metric | 12246443:solusd:triple_med_gx:lsma230_115 | 12246443:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 48.7% | 19.47% |
| Max Drawdown | -29.53% | -64.93% |
| Sharpe | 0.48 | 0.29 |
| Sortino | 0.78 | 0.44 |
| Payoff Ratio | 1.25 | 1.24 |
| Profit Factor | 1.21 | 1.05 |
| Common Sense Ratio | 1.26 | 1.07 |
| CPC Index | 0.72 | 0.64 |
| Tail Ratio | 1.05 | 1.03 |
| Outlier Win Ratio | 26.35 | 2.93 |
| Outlier Loss Ratio | 3.19 | 2.93 |
| Volatility (ann.) | 20.85% | 42.69% |
| R^2 | 0.24 | 0.24 |
| Calmar | 1.26 | 0.24 |
| Skew | 2.81 | 0.62 |
| Kurtosis | 75.82 | 8.27 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.51% | 1.12% |
| Expected Yearly % | 21.94% | 9.3% |
| Kelly Criterion | 5.6% | 9.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.77% | -3.64% |
| Expected Shortfall (cVaR) | -1.77% | -3.64% |
| Year | 12246443:SOLUSD | 12246443:solusd:triple_med_gx:lsma230_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 7.55 | 0.57 | - |
| 2025 | 5.60 | 38.27 | 6.83 | + |
| Metric | 12246443:solusd:triple_med_gx:lsma230_115 | 12246443:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -17.97% | 26.39% |
| 6M | 8.41% | 38.87% |
| YTD | 38.27% | 5.6% |
| 1Y | 67.42% | 47.35% |
| 3Y (ann.) | 37.29% | 15.27% |
| 5Y (ann.) | 37.29% | 15.27% |
| Metric | 12246443:solusd:triple_med_gx:lsma230_115 | 12246443:SOLUSD |
|---|---|---|
| Max Drawdown | -29.53% | -64.93% |
| Longest DD Days | 110.0 | 224.0 |
| Avg. Drawdown | -7.35% | -11.98% |
| Avg. Drawdown Days | 22.0 | 26.0 |
| Recovery Factor | 1.65 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-10 | -29.53 | 100 |
| 2025-05-14 | 2025-09-01 | -24.42 | 110 |
| 2025-03-25 | 2025-04-12 | -21.24 | 17 |
| 2024-11-29 | 2025-01-18 | -11.71 | 49 |
| 2025-02-03 | 2025-03-25 | -9.54 | 49 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2025-04-17 | 2025-05-08 | -4.48 | 20 |
| 2024-06-05 | 2024-07-19 | -3.79 | 43 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| Metric | 12246443:solusd:triple_med_gx:lsma230_115 | 12246443:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -15.08% | -17.1% |
| Best Month | 38.31% | 41.15% |
| Worst Month | -21.27% | -36.08% |
| Best Year | 38.27% | 13.13% |
| Worst Year | 7.55% | 5.6% |
| Avg. Up Day | 1.85% | 1.85% |
| Avg. Down Day | -1.47% | -1.49% |
| Avg. Up Week | 10.23% | 11.6% |
| Avg. Down Week | -5.62% | -8.14% |
| Avg. Up Month | 18.64% | 19.34% |
| Avg. Down Month | -9.27% | -19.61% |
| Win Days % | 47.46% | 49.56% |
| Win Month % | 53.33% | 56.25% |
| Win Week % | 55.56% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |