| Metric | 12241610:solusd:triple_med_gx:lsma220_100 | 12241610:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 16.64% | 19.47% |
| Max Drawdown | -21.24% | -64.93% |
| Sharpe | 0.3 | 0.29 |
| Sortino | 0.48 | 0.44 |
| Payoff Ratio | 1.27 | 1.23 |
| Profit Factor | 1.13 | 1.05 |
| Common Sense Ratio | 1.78 | 1.07 |
| CPC Index | 0.65 | 0.64 |
| Tail Ratio | 1.57 | 1.03 |
| Outlier Win Ratio | 42.21 | 2.61 |
| Outlier Loss Ratio | 3.63 | 2.73 |
| Volatility (ann.) | 13.07% | 42.69% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.62 | 0.24 |
| Skew | 3.05 | 0.62 |
| Kurtosis | 60.25 | 8.27 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.97% | 1.12% |
| Expected Yearly % | 8.0% | 9.3% |
| Kelly Criterion | 2.75% | 8.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -3.64% |
| Expected Shortfall (cVaR) | -1.11% | -3.64% |
| Year | 12241610:SOLUSD | 12241610:solusd:triple_med_gx:lsma220_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 21.65 | 1.65 | + |
| 2025 | 5.60 | -4.12 | -0.74 | - |
| Metric | 12241610:solusd:triple_med_gx:lsma220_100 | 12241610:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -4.99% | 26.39% |
| 6M | 3.51% | 38.87% |
| YTD | -4.12% | 5.6% |
| 1Y | 14.86% | 47.35% |
| 3Y (ann.) | 13.08% | 15.27% |
| 5Y (ann.) | 13.08% | 15.27% |
| Metric | 12241610:solusd:triple_med_gx:lsma220_100 | 12241610:SOLUSD |
|---|---|---|
| Max Drawdown | -21.24% | -64.93% |
| Longest DD Days | 125.0 | 224.0 |
| Avg. Drawdown | -5.34% | -11.98% |
| Avg. Drawdown Days | 30.0 | 26.0 |
| Recovery Factor | 0.78 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-03-17 | -21.24 | 125 |
| 2025-07-03 | 2025-09-01 | -15.12 | 60 |
| 2024-07-07 | 2024-07-10 | -7.99 | 3 |
| 2024-09-14 | 2024-11-06 | -7.05 | 53 |
| 2024-07-10 | 2024-07-14 | -5.85 | 3 |
| 2025-03-17 | 2025-07-02 | -5.00 | 107 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-09-10 | 2024-09-12 | -3.21 | 2 |
| 2024-09-13 | 2024-09-13 | -2.55 | 0 |
| 2024-09-09 | 2024-09-09 | -1.78 | 0 |
| Metric | 12241610:solusd:triple_med_gx:lsma220_100 | 12241610:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -5.1% | -14.23% |
| Best Week | 10.04% | 21.25% |
| Worst Week | -14.22% | -17.1% |
| Best Month | 14.54% | 41.15% |
| Worst Month | -7.37% | -36.08% |
| Best Year | 21.65% | 13.13% |
| Worst Year | -4.12% | 5.6% |
| Avg. Up Day | 1.53% | 1.54% |
| Avg. Down Day | -1.2% | -1.25% |
| Avg. Up Week | 4.83% | 12.58% |
| Avg. Down Week | -4.85% | -7.42% |
| Avg. Up Month | 4.69% | 20.01% |
| Avg. Down Month | -0.61% | -0.61% |
| Win Days % | 45.64% | 49.56% |
| Win Month % | 60.0% | 56.25% |
| Win Week % | 45.0% | 53.73% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |