| Metric | 12246390:solusd:triple_med_gx:lsma250_115 | 12246390:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 89.35% | 19.47% |
| Max Drawdown | -32.58% | -64.93% |
| Sharpe | 0.69 | 0.29 |
| Sortino | 1.16 | 0.44 |
| Payoff Ratio | 1.29 | 1.28 |
| Profit Factor | 1.3 | 1.05 |
| Common Sense Ratio | 1.56 | 1.07 |
| CPC Index | 0.82 | 0.66 |
| Tail Ratio | 1.2 | 1.03 |
| Outlier Win Ratio | 24.29 | 3.0 |
| Outlier Loss Ratio | 3.15 | 2.97 |
| Volatility (ann.) | 21.78% | 42.69% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.04 | 0.24 |
| Skew | 2.87 | 0.62 |
| Kurtosis | 67.01 | 8.27 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 4.07% | 1.12% |
| Expected Yearly % | 37.61% | 9.3% |
| Kelly Criterion | 8.86% | 10.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.83% | -3.64% |
| Expected Shortfall (cVaR) | -1.83% | -3.64% |
| Year | 12246390:SOLUSD | 12246390:solusd:triple_med_gx:lsma250_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 23.46 | 1.79 | + |
| 2025 | 5.60 | 53.37 | 9.53 | + |
| Metric | 12246390:solusd:triple_med_gx:lsma250_115 | 12246390:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -15.0% | 26.39% |
| 6M | 10.69% | 38.87% |
| YTD | 53.37% | 5.6% |
| 1Y | 116.8% | 47.35% |
| 3Y (ann.) | 66.51% | 15.27% |
| 5Y (ann.) | 66.51% | 15.27% |
| Metric | 12246390:solusd:triple_med_gx:lsma250_115 | 12246390:SOLUSD |
|---|---|---|
| Max Drawdown | -32.58% | -64.93% |
| Longest DD Days | 153.0 | 224.0 |
| Avg. Drawdown | -5.93% | -11.98% |
| Avg. Drawdown Days | 18.0 | 26.0 |
| Recovery Factor | 2.74 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -32.58 | 153 |
| 2025-05-14 | 2025-09-01 | -23.18 | 110 |
| 2025-04-04 | 2025-04-12 | -18.69 | 7 |
| 2024-11-29 | 2025-01-17 | -10.11 | 48 |
| 2025-02-04 | 2025-03-25 | -9.37 | 49 |
| 2025-04-14 | 2025-05-02 | -6.25 | 17 |
| 2025-05-02 | 2025-05-08 | -5.46 | 5 |
| 2025-01-19 | 2025-02-03 | -5.20 | 15 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| Metric | 12246390:solusd:triple_med_gx:lsma250_115 | 12246390:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 23.62% | 21.25% |
| Worst Week | -8.67% | -17.1% |
| Best Month | 38.16% | 41.15% |
| Worst Month | -13.11% | -36.08% |
| Best Year | 53.37% | 13.13% |
| Worst Year | 23.46% | 5.6% |
| Avg. Up Day | 1.95% | 1.96% |
| Avg. Down Day | -1.51% | -1.53% |
| Avg. Up Week | 8.68% | 10.71% |
| Avg. Down Week | -3.28% | -6.46% |
| Avg. Up Month | 15.24% | 18.41% |
| Avg. Down Month | -5.66% | -13.67% |
| Win Days % | 48.7% | 49.56% |
| Win Month % | 60.0% | 56.25% |
| Win Week % | 53.33% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |