| Metric | 12246556:solusd:triple_med_gx:lsma265_115 | 12246556:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 67.5% | 19.47% |
| Max Drawdown | -39.06% | -64.93% |
| Sharpe | 0.57 | 0.29 |
| Sortino | 0.93 | 0.44 |
| Payoff Ratio | 1.29 | 1.26 |
| Profit Factor | 1.23 | 1.05 |
| Common Sense Ratio | 1.51 | 1.07 |
| CPC Index | 0.76 | 0.65 |
| Tail Ratio | 1.23 | 1.03 |
| Outlier Win Ratio | 22.3 | 2.94 |
| Outlier Loss Ratio | 3.39 | 3.1 |
| Volatility (ann.) | 22.49% | 42.69% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.31 | 0.24 |
| Skew | 2.54 | 0.62 |
| Kurtosis | 60.31 | 8.27 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.28% | 1.12% |
| Expected Yearly % | 29.42% | 9.3% |
| Kelly Criterion | 7.12% | 9.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.9% | -3.64% |
| Expected Shortfall (cVaR) | -1.9% | -3.64% |
| Year | 12246556:SOLUSD | 12246556:solusd:triple_med_gx:lsma265_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 46.70 | 3.56 | + |
| 2025 | 5.60 | 14.18 | 2.53 | + |
| Metric | 12246556:solusd:triple_med_gx:lsma265_115 | 12246556:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | 1.05% | 26.39% |
| 6M | 6.22% | 38.87% |
| YTD | 14.18% | 5.6% |
| 1Y | 69.07% | 47.35% |
| 3Y (ann.) | 50.98% | 15.27% |
| 5Y (ann.) | 50.98% | 15.27% |
| Metric | 12246556:solusd:triple_med_gx:lsma265_115 | 12246556:SOLUSD |
|---|---|---|
| Max Drawdown | -39.06% | -64.93% |
| Longest DD Days | 130.0 | 224.0 |
| Avg. Drawdown | -7.4% | -11.98% |
| Avg. Drawdown Days | 28.0 | 26.0 |
| Recovery Factor | 1.73 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-05-10 | -39.06 | 111 |
| 2024-06-05 | 2024-10-14 | -28.99 | 130 |
| 2025-05-14 | 2025-09-01 | -20.81 | 110 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| 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 |
| 2024-11-07 | 2024-11-07 | -1.48 | 0 |
| Metric | 12246556:solusd:triple_med_gx:lsma265_115 | 12246556:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.25% | 21.25% |
| Worst Week | -10.66% | -17.1% |
| Best Month | 30.18% | 41.15% |
| Worst Month | -8.53% | -36.08% |
| Best Year | 46.7% | 13.13% |
| Worst Year | 14.18% | 5.6% |
| Avg. Up Day | 1.86% | 1.86% |
| Avg. Down Day | -1.44% | -1.48% |
| Avg. Up Week | 6.45% | 9.19% |
| Avg. Down Week | -4.69% | -7.91% |
| Avg. Up Month | 14.57% | 20.19% |
| Avg. Down Month | -4.74% | -17.1% |
| Win Days % | 47.68% | 49.56% |
| Win Month % | 46.67% | 56.25% |
| Win Week % | 63.33% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |