| Metric | 12248339:solusd:triple_med_gx:lsma230_120 | 12248339:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 47.66% | 19.47% |
| Max Drawdown | -25.71% | -64.93% |
| Sharpe | 0.49 | 0.29 |
| Sortino | 0.8 | 0.44 |
| Payoff Ratio | 1.28 | 1.22 |
| Profit Factor | 1.23 | 1.05 |
| Common Sense Ratio | 1.48 | 1.07 |
| CPC Index | 0.75 | 0.63 |
| Tail Ratio | 1.21 | 1.03 |
| Outlier Win Ratio | 29.19 | 2.89 |
| Outlier Loss Ratio | 3.06 | 2.84 |
| Volatility (ann.) | 20.03% | 42.69% |
| R^2 | 0.22 | 0.22 |
| Calmar | 1.42 | 0.24 |
| Skew | 3.16 | 0.62 |
| Kurtosis | 86.6 | 8.27 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.47% | 1.12% |
| Expected Yearly % | 21.52% | 9.3% |
| Kelly Criterion | 6.96% | 8.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -3.64% |
| Expected Shortfall (cVaR) | -1.7% | -3.64% |
| Year | 12248339:SOLUSD | 12248339:solusd:triple_med_gx:lsma230_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 14.36 | 1.09 | + |
| 2025 | 5.60 | 29.12 | 5.20 | + |
| Metric | 12248339:solusd:triple_med_gx:lsma230_120 | 12248339:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -17.51% | 26.39% |
| 6M | 2.35% | 38.87% |
| YTD | 29.12% | 5.6% |
| 1Y | 53.61% | 47.35% |
| 3Y (ann.) | 36.52% | 15.27% |
| 5Y (ann.) | 36.52% | 15.27% |
| Metric | 12248339:solusd:triple_med_gx:lsma230_120 | 12248339:SOLUSD |
|---|---|---|
| Max Drawdown | -25.71% | -64.93% |
| Longest DD Days | 111.0 | 224.0 |
| Avg. Drawdown | -6.66% | -11.98% |
| Avg. Drawdown Days | 27.0 | 26.0 |
| Recovery Factor | 1.85 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-19 | 2024-11-08 | -25.71 | 111 |
| 2025-02-04 | 2025-05-08 | -25.25 | 93 |
| 2025-05-14 | 2025-09-01 | -24.44 | 110 |
| 2024-11-12 | 2025-01-18 | -11.09 | 67 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2024-06-05 | 2024-07-19 | -2.67 | 43 |
| 2024-11-08 | 2024-11-10 | -2.52 | 1 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| Metric | 12248339:solusd:triple_med_gx:lsma230_120 | 12248339:SOLUSD |
|---|---|---|
| Best Day | 15.74% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -12.02% | -17.1% |
| Best Month | 32.8% | 41.15% |
| Worst Month | -13.15% | -36.08% |
| Best Year | 29.12% | 13.13% |
| Worst Year | 14.36% | 5.6% |
| Avg. Up Day | 1.87% | 1.87% |
| Avg. Down Day | -1.46% | -1.54% |
| Avg. Up Week | 12.13% | 14.31% |
| Avg. Down Week | -4.22% | -8.14% |
| Avg. Up Month | 18.99% | 21.15% |
| Avg. Down Month | -5.14% | -18.87% |
| Win Days % | 47.81% | 49.56% |
| Win Month % | 40.0% | 56.25% |
| Win Week % | 50.0% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |