| Metric | 12254412:solusd:triple_med_gx:lsma250_135 | 12254412:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 44.33% | 19.47% |
| Max Drawdown | -28.83% | -64.93% |
| Sharpe | 0.47 | 0.29 |
| Sortino | 0.79 | 0.44 |
| Payoff Ratio | 1.28 | 1.21 |
| Profit Factor | 1.24 | 1.05 |
| Common Sense Ratio | 2.13 | 1.07 |
| CPC Index | 0.77 | 0.63 |
| Tail Ratio | 1.71 | 1.03 |
| Outlier Win Ratio | 31.38 | 2.75 |
| Outlier Loss Ratio | 2.99 | 2.84 |
| Volatility (ann.) | 19.42% | 42.69% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.18 | 0.24 |
| Skew | 3.79 | 0.62 |
| Kurtosis | 102.01 | 8.27 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.32% | 1.12% |
| Expected Yearly % | 20.14% | 9.3% |
| Kelly Criterion | 8.31% | 8.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.65% | -3.64% |
| Expected Shortfall (cVaR) | -1.65% | -3.64% |
| Year | 12254412:SOLUSD | 12254412:solusd:triple_med_gx:lsma250_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 31.73 | 2.42 | + |
| 2025 | 5.60 | 9.57 | 1.71 | + |
| Metric | 12254412:solusd:triple_med_gx:lsma250_135 | 12254412:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -8.74% | 26.39% |
| 6M | 18.0% | 38.87% |
| YTD | 9.57% | 5.6% |
| 1Y | 50.05% | 47.35% |
| 3Y (ann.) | 34.05% | 15.27% |
| 5Y (ann.) | 34.05% | 15.27% |
| Metric | 12254412:solusd:triple_med_gx:lsma250_135 | 12254412:SOLUSD |
|---|---|---|
| Max Drawdown | -28.83% | -64.93% |
| Longest DD Days | 177.0 | 224.0 |
| Avg. Drawdown | -5.23% | -11.98% |
| Avg. Drawdown Days | 24.0 | 26.0 |
| Recovery Factor | 1.54 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-05-08 | -28.83 | 177 |
| 2024-06-05 | 2024-10-21 | -25.49 | 137 |
| 2025-05-14 | 2025-09-01 | -16.77 | 110 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-11-04 | 2024-11-05 | -3.71 | 1 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2024-11-08 | 2024-11-10 | -2.52 | 1 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| 2024-11-07 | 2024-11-07 | -1.48 | 0 |
| Metric | 12254412:solusd:triple_med_gx:lsma250_135 | 12254412:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 23.7% | 21.25% |
| Worst Week | -7.43% | -17.1% |
| Best Month | 31.76% | 41.15% |
| Worst Month | -8.01% | -36.08% |
| Best Year | 31.73% | 13.13% |
| Worst Year | 9.57% | 5.6% |
| Avg. Up Day | 1.89% | 1.89% |
| Avg. Down Day | -1.47% | -1.56% |
| Avg. Up Week | 8.66% | 9.2% |
| Avg. Down Week | -4.26% | -8.61% |
| Avg. Up Month | 17.78% | 19.02% |
| Avg. Down Month | -4.26% | -17.39% |
| Win Days % | 48.46% | 49.56% |
| Win Month % | 41.67% | 56.25% |
| Win Week % | 55.0% | 53.73% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |