| Metric | 12244406:solusd:triple_med_gx:lsma225_110 | 12244406:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 134.75% | -8.78% |
| Max Drawdown | -34.06% | -64.93% |
| Sharpe | 1.02 | 0.17 |
| Sortino | 1.67 | 0.25 |
| Payoff Ratio | 1.37 | 1.31 |
| Profit Factor | 1.46 | 1.03 |
| Common Sense Ratio | 2.4 | 1.04 |
| CPC Index | 1.02 | 0.66 |
| Tail Ratio | 1.64 | 1.01 |
| Outlier Win Ratio | 23.4 | 2.99 |
| Outlier Loss Ratio | 3.19 | 2.89 |
| Volatility (ann.) | 21.06% | 43.37% |
| R^2 | 0.24 | 0.24 |
| Calmar | 3.44 | -0.12 |
| Skew | 1.55 | 0.65 |
| Kurtosis | 57.95 | 8.65 |
| Expected Daily % | 0.05% | -0.01% |
| Expected Monthly % | 6.29% | -0.65% |
| Expected Yearly % | 53.22% | -4.49% |
| Kelly Criterion | 14.75% | 10.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.75% | -3.71% |
| Expected Shortfall (cVaR) | -1.75% | -3.71% |
| Year | 12244406:SOLUSD | 12244406:solusd:triple_med_gx:lsma225_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 10.06 | 0.77 | - |
| 2025 | -19.37 | 113.29 | -5.85 | + |
| Metric | 12244406:solusd:triple_med_gx:lsma225_110 | 12244406:SOLUSD |
|---|---|---|
| MTD | 0.13% | -1.7% |
| 3M | 44.34% | 42.36% |
| 6M | 113.29% | -30.27% |
| YTD | 113.29% | -19.37% |
| 1Y | 127.37% | 15.68% |
| 3Y (ann.) | 117.02% | -8.01% |
| 5Y (ann.) | 117.02% | -8.01% |
| Metric | 12244406:solusd:triple_med_gx:lsma225_110 | 12244406:SOLUSD |
|---|---|---|
| Max Drawdown | -34.06% | -64.93% |
| Longest DD Days | 166.0 | 170.0 |
| Avg. Drawdown | -4.43% | -11.98% |
| Avg. Drawdown Days | 14.0 | 23.0 |
| Recovery Factor | 3.96 | -0.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-01-15 | -34.06 | 166 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-04-14 | 2025-05-08 | -10.58 | 24 |
| 2025-01-19 | 2025-03-24 | -10.47 | 63 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-07-16 | 2024-07-19 | -4.14 | 2 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2025-04-13 | 2025-04-14 | -2.95 | 1 |
| 2024-07-16 | 2024-07-16 | -2.48 | 0 |
| 2025-05-14 | 2025-05-25 | -2.38 | 11 |
| Metric | 12244406:solusd:triple_med_gx:lsma225_110 | 12244406:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -14.38% | -14.23% |
| Best Week | 23.62% | 21.25% |
| Worst Week | -22.42% | -17.1% |
| Best Month | 44.91% | 41.15% |
| Worst Month | -27.19% | -36.08% |
| Best Year | 113.29% | 13.13% |
| Worst Year | 10.06% | -19.37% |
| Avg. Up Day | 1.97% | 1.97% |
| Avg. Down Day | -1.43% | -1.5% |
| Avg. Up Week | 12.67% | 12.81% |
| Avg. Down Week | -2.08% | -7.19% |
| Avg. Up Month | 25.61% | 21.15% |
| Avg. Down Month | -9.66% | -25.95% |
| Win Days % | 50.66% | 49.16% |
| Win Month % | 61.54% | 50.0% |
| Win Week % | 62.5% | 50.85% |
| Win Quarter % | 83.33% | 50.0% |
| Win Year % | 100.0% | 50.0% |