| Metric | 12240741:solusd:triple_med_gx:lsma250_100 | 12240741:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 145.24% | 3.1% |
| Max Drawdown | -31.46% | -64.93% |
| Sharpe | 0.96 | 0.23 |
| Sortino | 1.63 | 0.34 |
| Payoff Ratio | 1.37 | 1.25 |
| Profit Factor | 1.39 | 1.04 |
| Common Sense Ratio | 1.81 | 1.06 |
| CPC Index | 0.94 | 0.64 |
| Tail Ratio | 1.31 | 1.02 |
| Outlier Win Ratio | 20.06 | 3.13 |
| Outlier Loss Ratio | 3.24 | 3.05 |
| Volatility (ann.) | 23.66% | 43.08% |
| R^2 | 0.3 | 0.3 |
| Calmar | 3.87 | 0.04 |
| Skew | 2.62 | 0.64 |
| Kurtosis | 53.41 | 8.72 |
| Expected Daily % | 0.05% | 0.0% |
| Expected Monthly % | 6.62% | 0.22% |
| Expected Yearly % | 56.6% | 1.54% |
| Kelly Criterion | 12.66% | 8.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.98% | -3.68% |
| Expected Shortfall (cVaR) | -1.98% | -3.68% |
| Year | 12240741:SOLUSD | 12240741:solusd:triple_med_gx:lsma250_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 13.61 | 1.04 | + |
| 2025 | -8.87 | 115.85 | -13.07 | + |
| Metric | 12240741:solusd:triple_med_gx:lsma250_100 | 12240741:SOLUSD |
|---|---|---|
| MTD | 7.47% | 11.11% |
| 3M | 26.6% | 36.47% |
| 6M | 103.35% | -8.22% |
| YTD | 115.85% | -8.87% |
| 1Y | 132.14% | 7.09% |
| 3Y (ann.) | 121.81% | 2.75% |
| 5Y (ann.) | 121.81% | 2.75% |
| Metric | 12240741:solusd:triple_med_gx:lsma250_100 | 12240741:SOLUSD |
|---|---|---|
| Max Drawdown | -31.46% | -64.93% |
| Longest DD Days | 110.0 | 178.0 |
| Avg. Drawdown | -5.18% | -11.98% |
| Avg. Drawdown Days | 13.0 | 23.0 |
| Recovery Factor | 4.62 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-19 | 2024-11-07 | -31.46 | 110 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2024-11-12 | 2025-01-15 | -13.20 | 64 |
| 2025-02-04 | 2025-03-24 | -9.37 | 48 |
| 2024-06-05 | 2024-07-15 | -9.00 | 40 |
| 2025-02-01 | 2025-02-03 | -7.66 | 2 |
| 2025-05-14 | 2025-07-16 | -7.19 | 63 |
| 2025-04-14 | 2025-05-08 | -7.18 | 23 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-07-16 | 2024-07-19 | -4.14 | 2 |
| Metric | 12240741:solusd:triple_med_gx:lsma250_100 | 12240741:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.31% | 21.25% |
| Worst Week | -8.92% | -17.1% |
| Best Month | 51.63% | 41.15% |
| Worst Month | -14.64% | -36.08% |
| Best Year | 115.85% | 13.13% |
| Worst Year | 13.61% | -8.87% |
| Avg. Up Day | 2.0% | 2.01% |
| Avg. Down Day | -1.47% | -1.6% |
| Avg. Up Week | 11.51% | 11.36% |
| Avg. Down Week | -3.16% | -8.28% |
| Avg. Up Month | 17.97% | 18.17% |
| Avg. Down Month | -7.38% | -22.53% |
| Win Days % | 49.59% | 49.3% |
| Win Month % | 66.67% | 57.14% |
| Win Week % | 60.0% | 51.67% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 50.0% |