| Metric | 12246500:solusd:triple_med_gx:lsma265_115 | 12246500:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 72.58% | 15.38% |
| Max Drawdown | -29.66% | -61.75% |
| Sharpe | 1.1 | 0.55 |
| Sortino | 1.86 | 0.81 |
| Payoff Ratio | 1.5 | 1.38 |
| Profit Factor | 1.44 | 1.08 |
| Common Sense Ratio | 1.77 | 1.17 |
| CPC Index | 1.03 | 0.73 |
| Tail Ratio | 1.23 | 1.08 |
| Outlier Win Ratio | 20.89 | 3.07 |
| Outlier Loss Ratio | 3.04 | 2.5 |
| Volatility (ann.) | 45.37% | 85.83% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.64 | 0.18 |
| Skew | 1.74 | 0.14 |
| Kurtosis | 30.7 | 3.01 |
| Expected Daily % | 0.11% | 0.03% |
| Expected Monthly % | 3.26% | 0.85% |
| Expected Yearly % | 31.37% | 7.42% |
| Kelly Criterion | 13.22% | 11.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.77% | -7.26% |
| Expected Shortfall (cVaR) | -3.77% | -7.26% |
| Year | 12246500:SOLUSD | 12246500:solusd:triple_med_gx:lsma265_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 37.66 | 2.95 | + |
| 2025 | 2.31 | 25.37 | 11.00 | + |
| Metric | 12246500:solusd:triple_med_gx:lsma265_115 | 12246500:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | -6.43% | 20.18% |
| 6M | 0.85% | 46.71% |
| YTD | 25.37% | 2.31% |
| 1Y | 73.12% | 24.83% |
| 3Y (ann.) | 48.7% | 10.96% |
| 5Y (ann.) | 48.7% | 10.96% |
| Metric | 12246500:solusd:triple_med_gx:lsma265_115 | 12246500:SOLUSD |
|---|---|---|
| Max Drawdown | -29.66% | -61.75% |
| Longest DD Days | 154.0 | 269.0 |
| Avg. Drawdown | -14.06% | -16.47% |
| Avg. Drawdown Days | 64.0 | 44.0 |
| Recovery Factor | 2.45 | 0.25 |
| Ulcer Index | 1.02 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-10-21 | -29.66 | 137 |
| 2025-05-15 | 2025-10-16 | -28.32 | 154 |
| 2025-02-05 | 2025-04-18 | -23.65 | 72 |
| 2024-12-01 | 2025-01-18 | -6.41 | 48 |
| 2024-10-22 | 2024-11-06 | -4.62 | 15 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2025-04-19 | 2025-05-08 | -2.15 | 19 |
| Metric | 12246500:solusd:triple_med_gx:lsma265_115 | 12246500:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 27.74% | 25.06% |
| Worst Week | -12.08% | -26.95% |
| Best Month | 32.16% | 39.21% |
| Worst Month | -12.7% | -46.12% |
| Best Year | 37.66% | 12.78% |
| Worst Year | 25.37% | 2.31% |
| Avg. Up Day | 4.2% | 4.18% |
| Avg. Down Day | -2.8% | -3.02% |
| Avg. Up Week | 8.72% | 10.82% |
| Avg. Down Week | -4.05% | -8.49% |
| Avg. Up Month | 15.74% | 19.07% |
| Avg. Down Month | -5.99% | -22.47% |
| Win Days % | 47.9% | 48.8% |
| Win Month % | 50.0% | 58.82% |
| Win Week % | 42.86% | 50.68% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |