| Metric | 12246500:solusd:triple_med_gx:lsma265_115 | 12246500:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 72.58% | 15.38% |
| Max Drawdown | -31.73% | -64.93% |
| Sharpe | 0.57 | 0.27 |
| Sortino | 0.94 | 0.4 |
| Payoff Ratio | 1.32 | 1.3 |
| Profit Factor | 1.23 | 1.04 |
| Common Sense Ratio | 1.49 | 1.08 |
| CPC Index | 0.76 | 0.67 |
| Tail Ratio | 1.21 | 1.04 |
| Outlier Win Ratio | 23.33 | 2.98 |
| Outlier Loss Ratio | 3.46 | 2.99 |
| Volatility (ann.) | 21.42% | 42.23% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.54 | 0.17 |
| Skew | 2.79 | 0.58 |
| Kurtosis | 65.9 | 8.14 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.26% | 0.85% |
| Expected Yearly % | 31.37% | 7.42% |
| Kelly Criterion | 6.71% | 10.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.81% | -3.6% |
| Expected Shortfall (cVaR) | -1.81% | -3.6% |
| Year | 12246500:SOLUSD | 12246500:solusd:triple_med_gx:lsma265_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 37.66 | 2.87 | + |
| 2025 | 1.99 | 25.37 | 12.78 | + |
| Metric | 12246500:solusd:triple_med_gx:lsma265_115 | 12246500:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -6.43% | 17.41% |
| 6M | 4.98% | 52.72% |
| YTD | 25.37% | 1.99% |
| 1Y | 72.61% | 24.46% |
| 3Y (ann.) | 48.7% | 10.96% |
| 5Y (ann.) | 48.7% | 10.96% |
| Metric | 12246500:solusd:triple_med_gx:lsma265_115 | 12246500:SOLUSD |
|---|---|---|
| Max Drawdown | -31.73% | -64.93% |
| Longest DD Days | 155.0 | 269.0 |
| Avg. Drawdown | -7.11% | -11.98% |
| Avg. Drawdown Days | 29.0 | 29.0 |
| Recovery Factor | 2.29 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-20 | -31.73 | 137 |
| 2025-05-14 | 2025-10-16 | -29.09 | 155 |
| 2025-01-19 | 2025-05-08 | -28.65 | 108 |
| 2024-11-29 | 2025-01-18 | -10.11 | 49 |
| 2024-10-21 | 2024-11-06 | -6.28 | 15 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-11-08 | 2024-11-10 | -2.52 | 1 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| 2024-11-10 | 2024-11-29 | -1.73 | 18 |
| 2024-11-07 | 2024-11-07 | -1.48 | 0 |
| Metric | 12246500:solusd:triple_med_gx:lsma265_115 | 12246500:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 23.62% | 21.25% |
| Worst Week | -8.43% | -18.95% |
| Best Month | 28.88% | 41.15% |
| Worst Month | -12.08% | -36.08% |
| Best Year | 37.66% | 13.13% |
| Worst Year | 25.37% | 1.99% |
| Avg. Up Day | 1.79% | 1.8% |
| Avg. Down Day | -1.36% | -1.39% |
| Avg. Up Week | 7.98% | 12.38% |
| Avg. Down Week | -4.37% | -8.67% |
| Avg. Up Month | 15.57% | 17.16% |
| Avg. Down Month | -5.5% | -21.21% |
| Win Days % | 46.96% | 49.58% |
| Win Month % | 50.0% | 58.82% |
| Win Week % | 54.55% | 53.42% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |