| Metric | 12246437:solusd:triple_med_gx:lsma225_115 | 12246437:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 62.86% | 19.47% |
| Max Drawdown | -29.53% | -64.93% |
| Sharpe | 0.57 | 0.29 |
| Sortino | 0.93 | 0.44 |
| Payoff Ratio | 1.29 | 1.28 |
| Profit Factor | 1.25 | 1.05 |
| Common Sense Ratio | 1.35 | 1.07 |
| CPC Index | 0.77 | 0.66 |
| Tail Ratio | 1.08 | 1.03 |
| Outlier Win Ratio | 25.8 | 2.93 |
| Outlier Loss Ratio | 3.2 | 2.91 |
| Volatility (ann.) | 20.83% | 42.69% |
| R^2 | 0.24 | 0.24 |
| Calmar | 1.61 | 0.24 |
| Skew | 2.78 | 0.62 |
| Kurtosis | 74.75 | 8.27 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.1% | 1.12% |
| Expected Yearly % | 27.62% | 9.3% |
| Kelly Criterion | 7.21% | 10.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.76% | -3.64% |
| Expected Shortfall (cVaR) | -1.76% | -3.64% |
| Year | 12246437:SOLUSD | 12246437:solusd:triple_med_gx:lsma225_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 13.38 | 1.02 | + |
| 2025 | 5.60 | 43.64 | 7.79 | + |
| Metric | 12246437:solusd:triple_med_gx:lsma225_115 | 12246437:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -15.37% | 26.39% |
| 6M | 11.85% | 38.87% |
| YTD | 43.64% | 5.6% |
| 1Y | 79.06% | 47.35% |
| 3Y (ann.) | 47.63% | 15.27% |
| 5Y (ann.) | 47.63% | 15.27% |
| Metric | 12246437:solusd:triple_med_gx:lsma225_115 | 12246437:SOLUSD |
|---|---|---|
| Max Drawdown | -29.53% | -64.93% |
| Longest DD Days | 110.0 | 224.0 |
| Avg. Drawdown | -6.41% | -11.98% |
| Avg. Drawdown Days | 19.0 | 26.0 |
| Recovery Factor | 2.13 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-08 | -29.53 | 97 |
| 2025-05-14 | 2025-09-01 | -22.03 | 110 |
| 2025-03-25 | 2025-04-12 | -21.24 | 17 |
| 2024-11-29 | 2025-01-18 | -9.99 | 49 |
| 2025-02-03 | 2025-03-24 | -9.54 | 48 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2024-06-05 | 2024-07-19 | -4.90 | 43 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2025-04-17 | 2025-05-08 | -4.48 | 20 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| Metric | 12246437:solusd:triple_med_gx:lsma225_115 | 12246437:SOLUSD |
|---|---|---|
| Best Day | 15.74% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -12.02% | -17.1% |
| Best Month | 38.31% | 41.15% |
| Worst Month | -18.43% | -36.08% |
| Best Year | 43.64% | 13.13% |
| Worst Year | 13.38% | 5.6% |
| Avg. Up Day | 1.87% | 1.87% |
| Avg. Down Day | -1.45% | -1.47% |
| Avg. Up Week | 8.92% | 10.98% |
| Avg. Down Week | -5.27% | -8.14% |
| Avg. Up Month | 18.55% | 19.34% |
| Avg. Down Month | -7.95% | -19.61% |
| Win Days % | 47.77% | 49.56% |
| Win Month % | 53.33% | 56.25% |
| Win Week % | 60.71% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |