| Metric | 12248392:solusd:triple_med_gx:lsma230_120 | 12248392:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 70.45% | 19.47% |
| Max Drawdown | -26.38% | -64.93% |
| Sharpe | 0.63 | 0.29 |
| Sortino | 1.06 | 0.44 |
| Payoff Ratio | 1.36 | 1.25 |
| Profit Factor | 1.3 | 1.05 |
| Common Sense Ratio | 1.73 | 1.07 |
| CPC Index | 0.84 | 0.65 |
| Tail Ratio | 1.33 | 1.03 |
| Outlier Win Ratio | 27.48 | 2.84 |
| Outlier Loss Ratio | 3.26 | 2.84 |
| Volatility (ann.) | 19.98% | 42.69% |
| R^2 | 0.22 | 0.22 |
| Calmar | 2.01 | 0.24 |
| Skew | 3.3 | 0.62 |
| Kurtosis | 88.57 | 8.27 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.39% | 1.12% |
| Expected Yearly % | 30.56% | 9.3% |
| Kelly Criterion | 9.51% | 9.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -3.64% |
| Expected Shortfall (cVaR) | -1.69% | -3.64% |
| Year | 12248392:SOLUSD | 12248392:solusd:triple_med_gx:lsma230_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 12.89 | 0.98 | - |
| 2025 | 5.60 | 50.99 | 9.10 | + |
| Metric | 12248392:solusd:triple_med_gx:lsma230_120 | 12248392:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -10.83% | 26.39% |
| 6M | 14.44% | 38.87% |
| YTD | 50.99% | 5.6% |
| 1Y | 82.15% | 47.35% |
| 3Y (ann.) | 53.1% | 15.27% |
| 5Y (ann.) | 53.1% | 15.27% |
| Metric | 12248392:solusd:triple_med_gx:lsma230_120 | 12248392:SOLUSD |
|---|---|---|
| Max Drawdown | -26.38% | -64.93% |
| Longest DD Days | 113.0 | 224.0 |
| Avg. Drawdown | -6.01% | -11.98% |
| Avg. Drawdown Days | 23.0 | 26.0 |
| Recovery Factor | 2.67 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-19 | 2024-11-10 | -26.38 | 113 |
| 2025-02-04 | 2025-04-12 | -22.25 | 66 |
| 2025-05-14 | 2025-09-01 | -17.86 | 110 |
| 2024-11-29 | 2025-01-18 | -10.43 | 49 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2025-04-17 | 2025-05-08 | -4.30 | 20 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2025-04-13 | 2025-04-14 | -2.95 | 1 |
| 2024-06-05 | 2024-07-18 | -2.66 | 43 |
| Metric | 12248392:solusd:triple_med_gx:lsma230_120 | 12248392:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -15.08% | -17.1% |
| Best Month | 36.6% | 41.15% |
| Worst Month | -16.16% | -36.08% |
| Best Year | 50.99% | 13.13% |
| Worst Year | 12.89% | 5.6% |
| Avg. Up Day | 1.85% | 1.85% |
| Avg. Down Day | -1.36% | -1.48% |
| Avg. Up Week | 10.65% | 12.25% |
| Avg. Down Week | -3.72% | -9.18% |
| Avg. Up Month | 18.45% | 19.34% |
| Avg. Down Month | -5.67% | -18.87% |
| Win Days % | 47.91% | 49.56% |
| Win Month % | 46.67% | 56.25% |
| Win Week % | 52.0% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |