| Metric | 12242692:solusd:triple_med_gx:lsma230_105 | 12242692:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 29.24% | -16.12% |
| Max Drawdown | -32.1% | -64.93% |
| Sharpe | 0.31 | 0.14 |
| Sortino | 0.5 | 0.2 |
| Payoff Ratio | 1.2 | 1.17 |
| Profit Factor | 1.12 | 1.02 |
| Common Sense Ratio | 1.22 | 1.03 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.1 | 1.0 |
| Outlier Win Ratio | 24.07 | 3.02 |
| Outlier Loss Ratio | 3.4 | 3.02 |
| Volatility (ann.) | 21.18% | 42.06% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.6 | -0.17 |
| Skew | 2.59 | 0.52 |
| Kurtosis | 64.56 | 7.81 |
| Expected Daily % | 0.01% | -0.01% |
| Expected Monthly % | 1.44% | -0.97% |
| Expected Yearly % | 13.69% | -8.42% |
| Kelly Criterion | 1.98% | 6.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.81% | -3.61% |
| Expected Shortfall (cVaR) | -1.81% | -3.61% |
| Year | 12242692:SOLUSD | 12242692:solusd:triple_med_gx:lsma230_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -1.10 | -0.08 | - |
| 2025 | -25.86 | 30.68 | -1.19 | + |
| Metric | 12242692:solusd:triple_med_gx:lsma230_105 | 12242692:SOLUSD |
|---|---|---|
| MTD | -2.86% | -25.19% |
| 3M | -14.37% | -23.51% |
| 6M | -24.79% | -16.12% |
| YTD | 30.68% | -25.86% |
| 1Y | 22.46% | -41.06% |
| 3Y (ann.) | 19.13% | -11.3% |
| 5Y (ann.) | 19.13% | -11.3% |
| Metric | 12242692:solusd:triple_med_gx:lsma230_105 | 12242692:SOLUSD |
|---|---|---|
| Max Drawdown | -32.1% | -64.93% |
| Longest DD Days | 188.0 | 303.0 |
| Avg. Drawdown | -7.54% | -11.98% |
| Avg. Drawdown Days | 32.0 | 31.0 |
| Recovery Factor | 0.91 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-11 | -32.10 | 159 |
| 2025-05-14 | 2025-11-18 | -29.70 | 188 |
| 2025-02-04 | 2025-05-08 | -27.97 | 93 |
| 2024-11-29 | 2025-01-15 | -10.11 | 47 |
| 2024-11-12 | 2024-11-29 | -7.92 | 17 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2025-01-16 | 2025-01-16 | -1.43 | 0 |
| 2025-05-09 | 2025-05-09 | -0.99 | 0 |
| Metric | 12242692:solusd:triple_med_gx:lsma230_105 | 12242692:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.07% | 21.25% |
| Worst Week | -9.47% | -18.95% |
| Best Month | 42.44% | 41.15% |
| Worst Month | -15.4% | -36.08% |
| Best Year | 30.68% | 13.13% |
| Worst Year | -1.1% | -25.86% |
| Avg. Up Day | 1.72% | 1.73% |
| Avg. Down Day | -1.44% | -1.48% |
| Avg. Up Week | 7.46% | 11.73% |
| Avg. Down Week | -3.4% | -7.14% |
| Avg. Up Month | 15.75% | 19.34% |
| Avg. Down Month | -5.65% | -23.07% |
| Win Days % | 46.55% | 49.63% |
| Win Month % | 43.75% | 55.56% |
| Win Week % | 42.11% | 51.28% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 50.0% |