| Metric | 12246550:solusd:triple_med_gx:lsma250_115 | 12246550:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 106.54% | 15.38% |
| Max Drawdown | -39.79% | -64.93% |
| Sharpe | 0.72 | 0.27 |
| Sortino | 1.18 | 0.4 |
| Payoff Ratio | 1.3 | 1.26 |
| Profit Factor | 1.3 | 1.04 |
| Common Sense Ratio | 1.67 | 1.08 |
| CPC Index | 0.83 | 0.65 |
| Tail Ratio | 1.29 | 1.04 |
| Outlier Win Ratio | 22.69 | 2.97 |
| Outlier Loss Ratio | 3.5 | 3.02 |
| Volatility (ann.) | 21.61% | 42.23% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.75 | 0.17 |
| Skew | 2.64 | 0.58 |
| Kurtosis | 64.51 | 8.14 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.36% | 0.85% |
| Expected Yearly % | 43.72% | 7.42% |
| Kelly Criterion | 9.91% | 9.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.82% | -3.6% |
| Expected Shortfall (cVaR) | -1.82% | -3.6% |
| Year | 12246550:SOLUSD | 12246550:solusd:triple_med_gx:lsma250_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 50.24 | 3.83 | + |
| 2025 | 1.99 | 37.47 | 18.87 | + |
| Metric | 12246550:solusd:triple_med_gx:lsma250_115 | 12246550:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 14.08% | 17.41% |
| 6M | 35.18% | 52.72% |
| YTD | 37.47% | 1.99% |
| 1Y | 80.95% | 24.46% |
| 3Y (ann.) | 69.45% | 10.96% |
| 5Y (ann.) | 69.45% | 10.96% |
| Metric | 12246550:solusd:triple_med_gx:lsma250_115 | 12246550:SOLUSD |
|---|---|---|
| Max Drawdown | -39.79% | -64.93% |
| Longest DD Days | 155.0 | 269.0 |
| Avg. Drawdown | -6.4% | -11.98% |
| Avg. Drawdown Days | 26.0 | 29.0 |
| Recovery Factor | 2.68 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-05-10 | -39.79 | 111 |
| 2024-06-05 | 2024-10-04 | -27.59 | 120 |
| 2025-05-14 | 2025-10-16 | -14.52 | 155 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| 2024-10-15 | 2024-10-19 | -5.15 | 4 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-11-08 | 2024-11-10 | -2.52 | 1 |
| 2024-10-21 | 2024-11-05 | -2.36 | 15 |
| 2024-11-10 | 2024-11-29 | -1.73 | 18 |
| Metric | 12246550:solusd:triple_med_gx:lsma250_115 | 12246550:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.25% | 21.25% |
| Worst Week | -8.53% | -18.95% |
| Best Month | 30.18% | 41.15% |
| Worst Month | -8.53% | -36.08% |
| Best Year | 50.24% | 13.13% |
| Worst Year | 37.47% | 1.99% |
| Avg. Up Day | 1.74% | 1.74% |
| Avg. Down Day | -1.34% | -1.39% |
| Avg. Up Week | 7.21% | 10.33% |
| Avg. Down Week | -3.45% | -7.67% |
| Avg. Up Month | 12.82% | 16.01% |
| Avg. Down Month | -5.81% | -21.21% |
| Win Days % | 49.08% | 49.58% |
| Win Month % | 60.0% | 58.82% |
| Win Week % | 62.5% | 53.42% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |