| Metric | 12252310:solusd:triple_med_gx:lsma285_130 | 12252310:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 37.58% | 19.47% |
| Max Drawdown | -35.67% | -64.93% |
| Sharpe | 0.41 | 0.29 |
| Sortino | 0.68 | 0.44 |
| Payoff Ratio | 1.27 | 1.25 |
| Profit Factor | 1.19 | 1.05 |
| Common Sense Ratio | 1.46 | 1.07 |
| CPC Index | 0.72 | 0.65 |
| Tail Ratio | 1.23 | 1.03 |
| Outlier Win Ratio | 28.21 | 2.84 |
| Outlier Loss Ratio | 3.2 | 2.94 |
| Volatility (ann.) | 20.25% | 42.69% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.81 | 0.24 |
| Skew | 3.26 | 0.62 |
| Kurtosis | 87.37 | 8.27 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.01% | 1.12% |
| Expected Yearly % | 17.3% | 9.3% |
| Kelly Criterion | 6.6% | 9.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.72% | -3.64% |
| Expected Shortfall (cVaR) | -1.72% | -3.64% |
| Year | 12252310:SOLUSD | 12252310:solusd:triple_med_gx:lsma285_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 16.92 | 1.29 | + |
| 2025 | 5.60 | 17.68 | 3.15 | + |
| Metric | 12252310:solusd:triple_med_gx:lsma285_130 | 12252310:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -6.67% | 26.39% |
| 6M | 16.37% | 38.87% |
| YTD | 17.68% | 5.6% |
| 1Y | 63.44% | 47.35% |
| 3Y (ann.) | 29.03% | 15.27% |
| 5Y (ann.) | 29.03% | 15.27% |
| Metric | 12252310:solusd:triple_med_gx:lsma285_130 | 12252310:SOLUSD |
|---|---|---|
| Max Drawdown | -35.67% | -64.93% |
| Longest DD Days | 154.0 | 224.0 |
| Avg. Drawdown | -6.87% | -11.98% |
| Avg. Drawdown Days | 25.0 | 26.0 |
| Recovery Factor | 1.05 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-07 | -35.67 | 154 |
| 2025-02-04 | 2025-04-12 | -21.07 | 67 |
| 2025-05-14 | 2025-09-01 | -17.19 | 110 |
| 2024-11-29 | 2025-02-03 | -10.11 | 66 |
| 2025-04-14 | 2025-05-08 | -9.53 | 24 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-11-27 | 2024-11-29 | -3.06 | 1 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2025-04-13 | 2025-04-14 | -2.95 | 1 |
| Metric | 12252310:solusd:triple_med_gx:lsma285_130 | 12252310:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 22.05% | 21.25% |
| Worst Week | -10.16% | -17.1% |
| Best Month | 32.73% | 41.15% |
| Worst Month | -11.73% | -36.08% |
| Best Year | 17.68% | 13.13% |
| Worst Year | 16.92% | 5.6% |
| Avg. Up Day | 1.8% | 1.81% |
| Avg. Down Day | -1.42% | -1.44% |
| Avg. Up Week | 7.83% | 9.99% |
| Avg. Down Week | -4.41% | -7.19% |
| Avg. Up Month | 15.26% | 19.02% |
| Avg. Down Month | -4.25% | -13.67% |
| Win Days % | 47.76% | 49.56% |
| Win Month % | 45.45% | 56.25% |
| Win Week % | 63.16% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |