| Metric | 12258633:solusd:triple_med_gx:lsma250_145 | 12258633:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 81.36% | 19.47% |
| Max Drawdown | -25.53% | -64.93% |
| Sharpe | 0.73 | 0.29 |
| Sortino | 1.28 | 0.44 |
| Payoff Ratio | 1.42 | 1.39 |
| Profit Factor | 1.42 | 1.05 |
| Common Sense Ratio | 4.24 | 1.07 |
| CPC Index | 0.99 | 0.72 |
| Tail Ratio | 2.98 | 1.03 |
| Outlier Win Ratio | 32.93 | 2.76 |
| Outlier Loss Ratio | 3.15 | 2.75 |
| Volatility (ann.) | 18.68% | 42.69% |
| R^2 | 0.19 | 0.19 |
| Calmar | 2.38 | 0.24 |
| Skew | 4.35 | 0.62 |
| Kurtosis | 116.63 | 8.27 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.79% | 1.12% |
| Expected Yearly % | 34.67% | 9.3% |
| Kelly Criterion | 13.02% | 13.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -3.64% |
| Expected Shortfall (cVaR) | -1.57% | -3.64% |
| Year | 12258633:SOLUSD | 12258633:solusd:triple_med_gx:lsma250_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 32.23 | 2.45 | + |
| 2025 | 5.60 | 37.15 | 6.63 | + |
| Metric | 12258633:solusd:triple_med_gx:lsma250_145 | 12258633:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -4.3% | 26.39% |
| 6M | 41.32% | 38.87% |
| YTD | 37.15% | 5.6% |
| 1Y | 88.67% | 47.35% |
| 3Y (ann.) | 60.88% | 15.27% |
| 5Y (ann.) | 60.88% | 15.27% |
| Metric | 12258633:solusd:triple_med_gx:lsma250_145 | 12258633:SOLUSD |
|---|---|---|
| Max Drawdown | -25.53% | -64.93% |
| Longest DD Days | 137.0 | 224.0 |
| Avg. Drawdown | -3.76% | -11.98% |
| Avg. Drawdown Days | 18.0 | 26.0 |
| Recovery Factor | 3.19 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-20 | -25.53 | 137 |
| 2024-11-29 | 2025-04-11 | -14.11 | 133 |
| 2025-05-14 | 2025-09-01 | -13.56 | 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 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2025-04-13 | 2025-04-14 | -2.95 | 1 |
| 2025-05-06 | 2025-05-06 | -2.82 | 0 |
| 2024-10-21 | 2024-11-05 | -2.67 | 15 |
| Metric | 12258633:solusd:triple_med_gx:lsma250_145 | 12258633:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.25% | 21.25% |
| Worst Week | -7.43% | -17.1% |
| Best Month | 31.7% | 41.15% |
| Worst Month | -5.2% | -36.08% |
| Best Year | 37.15% | 13.13% |
| Worst Year | 32.23% | 5.6% |
| Avg. Up Day | 1.96% | 1.96% |
| Avg. Down Day | -1.38% | -1.41% |
| Avg. Up Week | 8.28% | 8.78% |
| Avg. Down Week | -2.64% | -8.24% |
| Avg. Up Month | 16.98% | 17.78% |
| Avg. Down Month | -4.07% | -22.99% |
| Win Days % | 48.95% | 49.56% |
| Win Month % | 60.0% | 56.25% |
| Win Week % | 52.63% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |