| Metric | 12246280:solusd:triple_med_gx:lsma280_115 | 12246280:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 63.81% | 19.47% |
| Max Drawdown | -34.1% | -64.93% |
| Sharpe | 0.55 | 0.29 |
| Sortino | 0.91 | 0.44 |
| Payoff Ratio | 1.29 | 1.23 |
| Profit Factor | 1.22 | 1.05 |
| Common Sense Ratio | 1.43 | 1.07 |
| CPC Index | 0.75 | 0.64 |
| Tail Ratio | 1.17 | 1.03 |
| Outlier Win Ratio | 22.79 | 2.93 |
| Outlier Loss Ratio | 3.2 | 3.0 |
| Volatility (ann.) | 22.14% | 42.69% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.42 | 0.24 |
| Skew | 2.72 | 0.62 |
| Kurtosis | 63.19 | 8.27 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.13% | 1.12% |
| Expected Yearly % | 27.99% | 9.3% |
| Kelly Criterion | 7.27% | 8.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.87% | -3.64% |
| Expected Shortfall (cVaR) | -1.87% | -3.64% |
| Year | 12246280:SOLUSD | 12246280:solusd:triple_med_gx:lsma280_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 10.03 | 0.76 | - |
| 2025 | 5.60 | 48.88 | 8.72 | + |
| Metric | 12246280:solusd:triple_med_gx:lsma280_115 | 12246280:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -6.45% | 26.39% |
| 6M | 23.86% | 38.87% |
| YTD | 48.88% | 5.6% |
| 1Y | 92.57% | 47.35% |
| 3Y (ann.) | 48.32% | 15.27% |
| 5Y (ann.) | 48.32% | 15.27% |
| Metric | 12246280:solusd:triple_med_gx:lsma280_115 | 12246280:SOLUSD |
|---|---|---|
| Max Drawdown | -34.1% | -64.93% |
| Longest DD Days | 157.0 | 224.0 |
| Avg. Drawdown | -6.04% | -11.98% |
| Avg. Drawdown Days | 22.0 | 26.0 |
| Recovery Factor | 1.87 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-10 | -34.10 | 157 |
| 2025-01-19 | 2025-04-14 | -24.27 | 84 |
| 2025-05-27 | 2025-09-01 | -14.70 | 96 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| 2025-04-14 | 2025-05-08 | -8.56 | 24 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2024-11-28 | 2024-11-29 | -2.89 | 1 |
| 2025-05-26 | 2025-05-27 | -2.47 | 1 |
| Metric | 12246280:solusd:triple_med_gx:lsma280_115 | 12246280:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 23.62% | 21.25% |
| Worst Week | -10.31% | -17.1% |
| Best Month | 37.95% | 41.15% |
| Worst Month | -11.94% | -36.08% |
| Best Year | 48.88% | 13.13% |
| Worst Year | 10.03% | 5.6% |
| Avg. Up Day | 1.89% | 1.9% |
| Avg. Down Day | -1.47% | -1.54% |
| Avg. Up Week | 10.66% | 13.5% |
| Avg. Down Week | -4.68% | -7.99% |
| Avg. Up Month | 21.31% | 21.15% |
| Avg. Down Month | -6.11% | -17.78% |
| Win Days % | 47.85% | 49.56% |
| Win Month % | 35.71% | 56.25% |
| Win Week % | 48.15% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |