| Metric | 12244518:solusd:triple_med_gx:lsma225_110 | 12244518:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 149.15% | 20.96% |
| Max Drawdown | -25.57% | -64.93% |
| Sharpe | 0.9 | 0.29 |
| Sortino | 1.52 | 0.43 |
| Payoff Ratio | 1.38 | 1.3 |
| Profit Factor | 1.38 | 1.04 |
| Common Sense Ratio | 1.83 | 1.08 |
| CPC Index | 0.94 | 0.67 |
| Tail Ratio | 1.32 | 1.04 |
| Outlier Win Ratio | 23.76 | 3.11 |
| Outlier Loss Ratio | 3.38 | 2.93 |
| Volatility (ann.) | 21.01% | 42.26% |
| R^2 | 0.25 | 0.25 |
| Calmar | 3.7 | 0.23 |
| Skew | 2.78 | 0.58 |
| Kurtosis | 66.46 | 8.13 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 5.52% | 1.13% |
| Expected Yearly % | 57.84% | 9.98% |
| Kelly Criterion | 12.22% | 10.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.76% | -3.6% |
| Expected Shortfall (cVaR) | -1.76% | -3.6% |
| Year | 12244518:SOLUSD | 12244518:solusd:triple_med_gx:lsma225_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 29.20 | 2.22 | + |
| 2025 | 6.92 | 92.84 | 13.42 | + |
| Metric | 12244518:solusd:triple_med_gx:lsma225_110 | 12244518:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | -12.5% | 24.43% |
| 6M | 13.02% | 56.02% |
| YTD | 92.84% | 6.92% |
| 1Y | 149.3% | 36.69% |
| 3Y (ann.) | 94.72% | 14.9% |
| 5Y (ann.) | 94.72% | 14.9% |
| Metric | 12244518:solusd:triple_med_gx:lsma225_110 | 12244518:SOLUSD |
|---|---|---|
| Max Drawdown | -25.57% | -64.93% |
| Longest DD Days | 108.0 | 268.0 |
| Avg. Drawdown | -4.72% | -11.98% |
| Avg. Drawdown Days | 14.0 | 29.0 |
| Recovery Factor | 5.83 | 0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-20 | 2024-11-06 | -25.57 | 108 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-07-18 | 2025-10-14 | -17.52 | 88 |
| 2025-02-04 | 2025-03-24 | -9.37 | 48 |
| 2024-11-29 | 2025-01-15 | -8.69 | 47 |
| 2024-11-12 | 2024-11-27 | -7.92 | 15 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2025-05-02 | 2025-05-08 | -5.63 | 6 |
| 2025-03-25 | 2025-04-04 | -5.19 | 9 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| Metric | 12244518:solusd:triple_med_gx:lsma225_110 | 12244518:SOLUSD |
|---|---|---|
| Best Day | 15.74% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.07% | 21.25% |
| Worst Week | -12.02% | -18.95% |
| Best Month | 41.95% | 41.15% |
| Worst Month | -13.15% | -36.08% |
| Best Year | 92.84% | 13.13% |
| Worst Year | 29.2% | 6.92% |
| Avg. Up Day | 1.86% | 1.87% |
| Avg. Down Day | -1.35% | -1.44% |
| Avg. Up Week | 8.27% | 10.26% |
| Avg. Down Week | -3.37% | -5.36% |
| Avg. Up Month | 22.19% | 19.34% |
| Avg. Down Month | -9.38% | -20.88% |
| Win Days % | 49.14% | 49.63% |
| Win Month % | 60.0% | 58.82% |
| Win Week % | 63.64% | 53.42% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |