| Metric | 12246441:solusd:triple_med_gx:lsma235_115 | 12246441:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 65.26% | 15.38% |
| Max Drawdown | -27.95% | -61.75% |
| Sharpe | 1.03 | 0.55 |
| Sortino | 1.74 | 0.81 |
| Payoff Ratio | 1.56 | 1.47 |
| Profit Factor | 1.43 | 1.08 |
| Common Sense Ratio | 2.42 | 1.17 |
| CPC Index | 1.05 | 0.78 |
| Tail Ratio | 1.7 | 1.08 |
| Outlier Win Ratio | 22.18 | 3.07 |
| Outlier Loss Ratio | 2.97 | 2.5 |
| Volatility (ann.) | 44.99% | 85.83% |
| R^2 | 0.24 | 0.24 |
| Calmar | 1.58 | 0.18 |
| Skew | 1.74 | 0.14 |
| Kurtosis | 31.42 | 3.01 |
| Expected Daily % | 0.1% | 0.03% |
| Expected Monthly % | 3.0% | 0.85% |
| Expected Yearly % | 28.55% | 7.42% |
| Kelly Criterion | 13.43% | 13.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.75% | -7.26% |
| Expected Shortfall (cVaR) | -3.75% | -7.26% |
| Year | 12246441:SOLUSD | 12246441:solusd:triple_med_gx:lsma235_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 19.47 | 1.52 | + |
| 2025 | 2.31 | 38.33 | 16.62 | + |
| Metric | 12246441:solusd:triple_med_gx:lsma235_115 | 12246441:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | -17.3% | 20.18% |
| 6M | -3.48% | 46.71% |
| YTD | 38.33% | 2.31% |
| 1Y | 77.56% | 24.83% |
| 3Y (ann.) | 44.09% | 10.96% |
| 5Y (ann.) | 44.09% | 10.96% |
| Metric | 12246441:solusd:triple_med_gx:lsma235_115 | 12246441:SOLUSD |
|---|---|---|
| Max Drawdown | -27.95% | -61.75% |
| Longest DD Days | 154.0 | 269.0 |
| Avg. Drawdown | -9.3% | -16.47% |
| Avg. Drawdown Days | 39.0 | 44.0 |
| Recovery Factor | 2.33 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-03 | 2024-11-06 | -27.95 | 95 |
| 2025-05-15 | 2025-10-16 | -23.65 | 154 |
| 2025-02-04 | 2025-04-13 | -19.59 | 68 |
| 2024-12-01 | 2025-01-19 | -11.17 | 49 |
| 2025-04-15 | 2025-04-17 | -5.65 | 2 |
| 2024-06-06 | 2024-07-20 | -5.05 | 44 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2025-05-03 | 2025-05-08 | -2.61 | 5 |
| 2024-11-28 | 2024-11-30 | -1.70 | 2 |
| 2024-06-03 | 2024-06-05 | -1.02 | 2 |
| Metric | 12246441:solusd:triple_med_gx:lsma235_115 | 12246441:SOLUSD |
|---|---|---|
| Best Day | 20.59% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 34.26% | 25.06% |
| Worst Week | -13.11% | -26.95% |
| Best Month | 38.31% | 39.21% |
| Worst Month | -14.71% | -46.12% |
| Best Year | 38.33% | 12.78% |
| Worst Year | 19.47% | 2.31% |
| Avg. Up Day | 4.22% | 4.24% |
| Avg. Down Day | -2.71% | -2.89% |
| Avg. Up Week | 8.48% | 11.09% |
| Avg. Down Week | -5.59% | -7.39% |
| Avg. Up Month | 20.39% | 21.8% |
| Avg. Down Month | -7.84% | -27.7% |
| Win Days % | 47.27% | 48.8% |
| Win Month % | 46.67% | 58.82% |
| Win Week % | 50.0% | 50.68% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |