| Metric | 12256503:solusd:triple_med_gx:lsma230_140 | 12256503:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 59.6% | 19.47% |
| Max Drawdown | -20.25% | -64.93% |
| Sharpe | 0.61 | 0.29 |
| Sortino | 1.04 | 0.44 |
| Payoff Ratio | 1.34 | 1.27 |
| Profit Factor | 1.35 | 1.05 |
| Common Sense Ratio | 3.76 | 1.07 |
| CPC Index | 0.9 | 0.66 |
| Tail Ratio | 2.79 | 1.03 |
| Outlier Win Ratio | 35.42 | 2.74 |
| Outlier Loss Ratio | 2.99 | 2.72 |
| Volatility (ann.) | 18.02% | 42.69% |
| R^2 | 0.18 | 0.18 |
| Calmar | 2.24 | 0.24 |
| Skew | 4.27 | 0.62 |
| Kurtosis | 127.06 | 8.27 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 2.97% | 1.12% |
| Expected Yearly % | 26.33% | 9.3% |
| Kelly Criterion | 11.93% | 9.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.52% | -3.64% |
| Expected Shortfall (cVaR) | -1.52% | -3.64% |
| Year | 12256503:SOLUSD | 12256503:solusd:triple_med_gx:lsma230_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 20.79 | 1.58 | + |
| 2025 | 5.60 | 32.13 | 5.74 | + |
| Metric | 12256503:solusd:triple_med_gx:lsma230_140 | 12256503:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -6.26% | 26.39% |
| 6M | 45.38% | 38.87% |
| YTD | 32.13% | 5.6% |
| 1Y | 65.15% | 47.35% |
| 3Y (ann.) | 45.27% | 15.27% |
| 5Y (ann.) | 45.27% | 15.27% |
| Metric | 12256503:solusd:triple_med_gx:lsma230_140 | 12256503:SOLUSD |
|---|---|---|
| Max Drawdown | -20.25% | -64.93% |
| Longest DD Days | 153.0 | 224.0 |
| Avg. Drawdown | -4.26% | -11.98% |
| Avg. Drawdown Days | 20.0 | 26.0 |
| Recovery Factor | 2.94 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -20.25 | 153 |
| 2024-11-29 | 2025-04-12 | -18.33 | 133 |
| 2025-05-14 | 2025-09-01 | -15.58 | 110 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2025-05-05 | 2025-05-07 | -3.05 | 2 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2025-04-13 | 2025-04-14 | -2.95 | 1 |
| 2024-11-08 | 2024-11-10 | -2.52 | 1 |
| Metric | 12256503:solusd:triple_med_gx:lsma230_140 | 12256503:SOLUSD |
|---|---|---|
| Best Day | 15.74% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.39% | 21.25% |
| Worst Week | -9.11% | -17.1% |
| Best Month | 35.18% | 41.15% |
| Worst Month | -9.11% | -36.08% |
| Best Year | 32.13% | 13.13% |
| Worst Year | 20.79% | 5.6% |
| Avg. Up Day | 1.88% | 1.88% |
| Avg. Down Day | -1.4% | -1.49% |
| Avg. Up Week | 13.68% | 12.62% |
| Avg. Down Week | -6.23% | -8.92% |
| Avg. Up Month | 21.97% | 19.02% |
| Avg. Down Month | -6.89% | -25.95% |
| Win Days % | 49.56% | 49.56% |
| Win Month % | 45.45% | 56.25% |
| Win Week % | 50.0% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |