| Metric | 12244519:solusd:triple_med_gx:lsma230_110 | 12244519:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 126.12% | 15.38% |
| Max Drawdown | -23.28% | -61.75% |
| Sharpe | 1.61 | 0.55 |
| Sortino | 2.69 | 0.81 |
| Payoff Ratio | 1.47 | 1.44 |
| Profit Factor | 1.69 | 1.08 |
| Common Sense Ratio | 3.14 | 1.17 |
| CPC Index | 1.32 | 0.76 |
| Tail Ratio | 1.85 | 1.08 |
| Outlier Win Ratio | 20.91 | 3.07 |
| Outlier Loss Ratio | 2.87 | 2.39 |
| Volatility (ann.) | 42.34% | 85.83% |
| R^2 | 0.26 | 0.26 |
| Calmar | 3.48 | 0.18 |
| Skew | 0.8 | 0.14 |
| Kurtosis | 26.38 | 3.01 |
| Expected Daily % | 0.16% | 0.03% |
| Expected Monthly % | 4.92% | 0.85% |
| Expected Yearly % | 50.37% | 7.42% |
| Kelly Criterion | 21.21% | 13.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.46% | -7.26% |
| Expected Shortfall (cVaR) | -3.46% | -7.26% |
| Year | 12244519:SOLUSD | 12244519:solusd:triple_med_gx:lsma230_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 22.56 | 1.77 | + |
| 2025 | 2.31 | 84.50 | 36.65 | + |
| Metric | 12244519:solusd:triple_med_gx:lsma230_110 | 12244519:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | -12.5% | 20.18% |
| 6M | 7.33% | 46.71% |
| YTD | 84.5% | 2.31% |
| 1Y | 133.96% | 24.83% |
| 3Y (ann.) | 80.98% | 10.96% |
| 5Y (ann.) | 80.98% | 10.96% |
| Metric | 12244519:solusd:triple_med_gx:lsma230_110 | 12244519:SOLUSD |
|---|---|---|
| Max Drawdown | -23.28% | -61.75% |
| Longest DD Days | 97.0 | 269.0 |
| Avg. Drawdown | -6.53% | -16.47% |
| Avg. Drawdown Days | 28.0 | 44.0 |
| Recovery Factor | 5.42 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-03 | 2024-11-08 | -23.28 | 97 |
| 2025-07-19 | 2025-10-16 | -16.37 | 89 |
| 2025-04-06 | 2025-04-12 | -15.57 | 6 |
| 2024-12-01 | 2025-01-17 | -9.72 | 47 |
| 2024-11-13 | 2024-11-14 | -6.07 | 1 |
| 2025-04-15 | 2025-04-17 | -5.65 | 2 |
| 2025-05-03 | 2025-05-09 | -4.34 | 6 |
| 2025-03-27 | 2025-04-05 | -3.71 | 9 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2025-02-06 | 2025-03-24 | -3.35 | 46 |
| Metric | 12244519:solusd:triple_med_gx:lsma230_110 | 12244519:SOLUSD |
|---|---|---|
| Best Day | 17.57% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 25.11% | 25.06% |
| Worst Week | -16.16% | -26.95% |
| Best Month | 41.95% | 39.21% |
| Worst Month | -16.16% | -46.12% |
| Best Year | 84.5% | 12.78% |
| Worst Year | 22.56% | 2.31% |
| Avg. Up Day | 4.08% | 4.4% |
| Avg. Down Day | -2.78% | -3.06% |
| Avg. Up Week | 8.87% | 10.8% |
| Avg. Down Week | -5.66% | -5.71% |
| Avg. Up Month | 19.71% | 21.46% |
| Avg. Down Month | -12.94% | -23.51% |
| Win Days % | 53.1% | 48.8% |
| Win Month % | 66.67% | 58.82% |
| Win Week % | 64.52% | 50.68% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |