| Metric | 12244407:solusd:triple_med_gx:lsma230_110 | 12244407:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 130.19% | 20.96% |
| Max Drawdown | -34.32% | -64.93% |
| Sharpe | 0.86 | 0.29 |
| Sortino | 1.38 | 0.43 |
| Payoff Ratio | 1.26 | 1.21 |
| Profit Factor | 1.37 | 1.04 |
| Common Sense Ratio | 1.96 | 1.08 |
| CPC Index | 0.88 | 0.63 |
| Tail Ratio | 1.43 | 1.04 |
| Outlier Win Ratio | 24.58 | 2.98 |
| Outlier Loss Ratio | 3.15 | 2.9 |
| Volatility (ann.) | 19.89% | 42.26% |
| R^2 | 0.22 | 0.22 |
| Calmar | 2.44 | 0.23 |
| Skew | 1.54 | 0.58 |
| Kurtosis | 58.65 | 8.13 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.03% | 1.13% |
| Expected Yearly % | 51.72% | 9.98% |
| Kelly Criterion | 12.07% | 8.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -3.6% |
| Expected Shortfall (cVaR) | -1.67% | -3.6% |
| Year | 12244407:SOLUSD | 12244407:solusd:triple_med_gx:lsma230_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 10.85 | 0.83 | - |
| 2025 | 6.92 | 107.66 | 15.57 | + |
| Metric | 12244407:solusd:triple_med_gx:lsma230_110 | 12244407:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | -2.9% | 24.43% |
| 6M | 16.15% | 56.02% |
| YTD | 107.66% | 6.92% |
| 1Y | 191.02% | 36.69% |
| 3Y (ann.) | 83.79% | 14.9% |
| 5Y (ann.) | 83.79% | 14.9% |
| Metric | 12244407:solusd:triple_med_gx:lsma230_110 | 12244407:SOLUSD |
|---|---|---|
| Max Drawdown | -34.32% | -64.93% |
| Longest DD Days | 166.0 | 268.0 |
| Avg. Drawdown | -4.72% | -11.98% |
| Avg. Drawdown Days | 14.0 | 29.0 |
| Recovery Factor | 3.79 | 0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-01-15 | -34.32 | 166 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-07-02 | 2025-09-12 | -13.18 | 72 |
| 2025-04-14 | 2025-05-08 | -10.58 | 24 |
| 2025-01-19 | 2025-03-24 | -10.47 | 63 |
| 2025-09-14 | 2025-10-14 | -6.68 | 29 |
| 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 |
| Metric | 12244407:solusd:triple_med_gx:lsma230_110 | 12244407:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 23.62% | 21.25% |
| Worst Week | -24.12% | -18.95% |
| Best Month | 44.91% | 41.15% |
| Worst Month | -28.79% | -36.08% |
| Best Year | 107.66% | 13.13% |
| Worst Year | 10.85% | 6.92% |
| Avg. Up Day | 1.82% | 1.83% |
| Avg. Down Day | -1.44% | -1.51% |
| Avg. Up Week | 12.63% | 13.27% |
| Avg. Down Week | -3.03% | -7.96% |
| Avg. Up Month | 19.56% | 17.16% |
| Avg. Down Month | -10.19% | -25.95% |
| Win Days % | 50.93% | 49.63% |
| Win Month % | 60.0% | 58.82% |
| Win Week % | 54.84% | 53.42% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |