| Metric | 12244519:solusd:triple_med_gx:lsma230_110 | 12244519:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 126.12% | 15.38% |
| Max Drawdown | -25.57% | -64.93% |
| Sharpe | 0.81 | 0.27 |
| Sortino | 1.37 | 0.4 |
| Payoff Ratio | 1.35 | 1.26 |
| Profit Factor | 1.34 | 1.04 |
| Common Sense Ratio | 1.71 | 1.08 |
| CPC Index | 0.88 | 0.65 |
| Tail Ratio | 1.28 | 1.04 |
| Outlier Win Ratio | 24.15 | 3.11 |
| Outlier Loss Ratio | 3.36 | 2.93 |
| Volatility (ann.) | 21.01% | 42.23% |
| R^2 | 0.25 | 0.25 |
| Calmar | 3.17 | 0.17 |
| Skew | 2.81 | 0.58 |
| Kurtosis | 67.55 | 8.14 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.92% | 0.85% |
| Expected Yearly % | 50.37% | 7.42% |
| Kelly Criterion | 10.85% | 9.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.76% | -3.6% |
| Expected Shortfall (cVaR) | -1.76% | -3.6% |
| Year | 12244519:SOLUSD | 12244519:solusd:triple_med_gx:lsma230_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 22.56 | 1.72 | + |
| 2025 | 1.99 | 84.50 | 42.55 | + |
| Metric | 12244519:solusd:triple_med_gx:lsma230_110 | 12244519:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -12.5% | 17.41% |
| 6M | 11.73% | 52.72% |
| YTD | 84.5% | 1.99% |
| 1Y | 133.96% | 24.46% |
| 3Y (ann.) | 80.98% | 10.96% |
| 5Y (ann.) | 80.98% | 10.96% |
| Metric | 12244519:solusd:triple_med_gx:lsma230_110 | 12244519:SOLUSD |
|---|---|---|
| Max Drawdown | -25.57% | -64.93% |
| Longest DD Days | 109.0 | 269.0 |
| Avg. Drawdown | -5.15% | -11.98% |
| Avg. Drawdown Days | 16.0 | 29.0 |
| Recovery Factor | 4.93 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-20 | 2024-11-07 | -25.57 | 109 |
| 2025-04-04 | 2025-04-12 | -18.54 | 7 |
| 2025-07-18 | 2025-10-16 | -17.52 | 89 |
| 2024-11-29 | 2025-01-16 | -10.43 | 47 |
| 2025-02-04 | 2025-03-24 | -9.37 | 48 |
| 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 | 12244519:solusd:triple_med_gx:lsma230_110 | 12244519:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.07% | 21.25% |
| Worst Week | -15.08% | -18.95% |
| Best Month | 41.95% | 41.15% |
| Worst Month | -16.16% | -36.08% |
| Best Year | 84.5% | 13.13% |
| Worst Year | 22.56% | 1.99% |
| Avg. Up Day | 1.84% | 1.85% |
| Avg. Down Day | -1.36% | -1.46% |
| Avg. Up Week | 8.52% | 10.18% |
| Avg. Down Week | -3.25% | -5.97% |
| Avg. Up Month | 22.16% | 19.34% |
| Avg. Down Month | -11.79% | -20.88% |
| Win Days % | 48.77% | 49.58% |
| Win Month % | 60.0% | 58.82% |
| Win Week % | 60.61% | 53.42% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |