| Metric | 12246445:solusd:triple_med_gx:lsma245_115 | 12246445:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 60.98% | 19.47% |
| Max Drawdown | -29.53% | -64.93% |
| Sharpe | 0.54 | 0.29 |
| Sortino | 0.9 | 0.44 |
| Payoff Ratio | 1.3 | 1.29 |
| Profit Factor | 1.23 | 1.05 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.76 | 0.67 |
| Tail Ratio | 1.08 | 1.03 |
| Outlier Win Ratio | 24.9 | 2.94 |
| Outlier Loss Ratio | 3.17 | 2.99 |
| Volatility (ann.) | 21.71% | 42.69% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.57 | 0.24 |
| Skew | 2.85 | 0.62 |
| Kurtosis | 68.2 | 8.27 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.02% | 1.12% |
| Expected Yearly % | 26.88% | 9.3% |
| Kelly Criterion | 6.76% | 10.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.84% | -3.64% |
| Expected Shortfall (cVaR) | -1.84% | -3.64% |
| Year | 12246445:SOLUSD | 12246445:solusd:triple_med_gx:lsma245_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 19.73 | 1.50 | + |
| 2025 | 5.60 | 34.45 | 6.15 | + |
| Metric | 12246445:solusd:triple_med_gx:lsma245_115 | 12246445:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -16.08% | 26.39% |
| 6M | 11.12% | 38.87% |
| YTD | 34.45% | 5.6% |
| 1Y | 80.96% | 47.35% |
| 3Y (ann.) | 46.27% | 15.27% |
| 5Y (ann.) | 46.27% | 15.27% |
| Metric | 12246445:solusd:triple_med_gx:lsma245_115 | 12246445:SOLUSD |
|---|---|---|
| Max Drawdown | -29.53% | -64.93% |
| Longest DD Days | 110.0 | 224.0 |
| Avg. Drawdown | -6.86% | -11.98% |
| Avg. Drawdown Days | 22.0 | 26.0 |
| Recovery Factor | 2.07 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-06 | -29.53 | 95 |
| 2025-02-03 | 2025-04-17 | -24.93 | 72 |
| 2025-05-14 | 2025-09-01 | -22.54 | 110 |
| 2024-06-05 | 2024-07-20 | -10.32 | 44 |
| 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 |
| Metric | 12246445:solusd:triple_med_gx:lsma245_115 | 12246445:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -12.51% | -17.1% |
| Best Month | 38.31% | 41.15% |
| Worst Month | -15.4% | -36.08% |
| Best Year | 34.45% | 13.13% |
| Worst Year | 19.73% | 5.6% |
| Avg. Up Day | 1.95% | 1.96% |
| Avg. Down Day | -1.51% | -1.52% |
| Avg. Up Week | 9.21% | 10.97% |
| Avg. Down Week | -5.06% | -7.96% |
| Avg. Up Month | 19.42% | 19.34% |
| Avg. Down Month | -7.48% | -18.15% |
| Win Days % | 47.34% | 49.56% |
| Win Month % | 46.67% | 56.25% |
| Win Week % | 56.67% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |