| Metric | 12246441:solusd:triple_med_gx:lsma235_115 | 12246441:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 65.26% | 15.38% |
| Max Drawdown | -29.53% | -64.93% |
| Sharpe | 0.54 | 0.27 |
| Sortino | 0.89 | 0.4 |
| Payoff Ratio | 1.27 | 1.25 |
| Profit Factor | 1.23 | 1.04 |
| Common Sense Ratio | 1.37 | 1.08 |
| CPC Index | 0.75 | 0.65 |
| Tail Ratio | 1.11 | 1.04 |
| Outlier Win Ratio | 25.94 | 2.96 |
| Outlier Loss Ratio | 3.24 | 2.97 |
| Volatility (ann.) | 20.82% | 42.23% |
| R^2 | 0.24 | 0.24 |
| Calmar | 1.49 | 0.17 |
| Skew | 2.95 | 0.58 |
| Kurtosis | 73.25 | 8.14 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.0% | 0.85% |
| Expected Yearly % | 28.55% | 7.42% |
| Kelly Criterion | 6.8% | 9.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.76% | -3.6% |
| Expected Shortfall (cVaR) | -1.76% | -3.6% |
| Year | 12246441:SOLUSD | 12246441:solusd:triple_med_gx:lsma235_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 19.47 | 1.48 | + |
| 2025 | 1.99 | 38.33 | 19.30 | + |
| Metric | 12246441:solusd:triple_med_gx:lsma235_115 | 12246441:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -17.3% | 17.41% |
| 6M | 0.48% | 52.72% |
| YTD | 38.33% | 1.99% |
| 1Y | 77.56% | 24.46% |
| 3Y (ann.) | 44.09% | 10.96% |
| 5Y (ann.) | 44.09% | 10.96% |
| Metric | 12246441:solusd:triple_med_gx:lsma235_115 | 12246441:SOLUSD |
|---|---|---|
| Max Drawdown | -29.53% | -64.93% |
| Longest DD Days | 155.0 | 269.0 |
| Avg. Drawdown | -6.43% | -11.98% |
| Avg. Drawdown Days | 20.0 | 29.0 |
| Recovery Factor | 2.21 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-06 | -29.53 | 95 |
| 2025-05-14 | 2025-10-16 | -25.09 | 155 |
| 2025-03-25 | 2025-04-12 | -21.24 | 17 |
| 2024-11-29 | 2025-01-18 | -11.71 | 49 |
| 2025-02-03 | 2025-03-25 | -9.54 | 49 |
| 2024-06-05 | 2024-07-19 | -7.62 | 43 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 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 | 12246441:solusd:triple_med_gx:lsma235_115 | 12246441:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -10.16% | -18.95% |
| Best Month | 38.31% | 41.15% |
| Worst Month | -13.11% | -36.08% |
| Best Year | 38.33% | 13.13% |
| Worst Year | 19.47% | 1.99% |
| Avg. Up Day | 1.84% | 1.85% |
| Avg. Down Day | -1.45% | -1.48% |
| Avg. Up Week | 9.72% | 11.15% |
| Avg. Down Week | -4.32% | -6.58% |
| Avg. Up Month | 19.83% | 19.34% |
| Avg. Down Month | -7.27% | -22.53% |
| Win Days % | 47.85% | 49.58% |
| Win Month % | 46.67% | 58.82% |
| Win Week % | 51.61% | 53.42% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |