| Metric | 12246502:solusd:triple_med_gx:lsma270_115 | 12246502:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 52.78% | 19.47% |
| Max Drawdown | -30.98% | -64.93% |
| Sharpe | 0.49 | 0.29 |
| Sortino | 0.81 | 0.44 |
| Payoff Ratio | 1.3 | 1.29 |
| Profit Factor | 1.2 | 1.05 |
| Common Sense Ratio | 1.4 | 1.07 |
| CPC Index | 0.73 | 0.67 |
| Tail Ratio | 1.17 | 1.03 |
| Outlier Win Ratio | 22.99 | 2.94 |
| Outlier Loss Ratio | 3.46 | 3.08 |
| Volatility (ann.) | 22.05% | 42.69% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.3 | 0.24 |
| Skew | 2.74 | 0.62 |
| Kurtosis | 64.11 | 8.27 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.68% | 1.12% |
| Expected Yearly % | 23.6% | 9.3% |
| Kelly Criterion | 5.51% | 10.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.87% | -3.64% |
| Expected Shortfall (cVaR) | -1.87% | -3.64% |
| Year | 12246502:SOLUSD | 12246502:solusd:triple_med_gx:lsma270_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 39.25 | 2.99 | + |
| 2025 | 5.60 | 9.72 | 1.73 | + |
| Metric | 12246502:solusd:triple_med_gx:lsma270_115 | 12246502:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -15.39% | 26.39% |
| 6M | -5.7% | 38.87% |
| YTD | 9.72% | 5.6% |
| 1Y | 66.1% | 47.35% |
| 3Y (ann.) | 40.28% | 15.27% |
| 5Y (ann.) | 40.28% | 15.27% |
| Metric | 12246502:solusd:triple_med_gx:lsma270_115 | 12246502:SOLUSD |
|---|---|---|
| Max Drawdown | -30.98% | -64.93% |
| Longest DD Days | 137.0 | 224.0 |
| Avg. Drawdown | -7.14% | -11.98% |
| Avg. Drawdown Days | 26.0 | 26.0 |
| Recovery Factor | 1.7 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-14 | 2025-09-01 | -30.98 | 110 |
| 2024-06-05 | 2024-10-20 | -30.35 | 137 |
| 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 | 12246502:solusd:triple_med_gx:lsma270_115 | 12246502:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 23.62% | 21.25% |
| Worst Week | -10.66% | -17.1% |
| Best Month | 28.88% | 41.15% |
| Worst Month | -12.08% | -36.08% |
| Best Year | 39.25% | 13.13% |
| Worst Year | 9.72% | 5.6% |
| Avg. Up Day | 1.85% | 1.85% |
| Avg. Down Day | -1.42% | -1.43% |
| Avg. Up Week | 8.5% | 11.81% |
| Avg. Down Week | -4.79% | -8.89% |
| Avg. Up Month | 15.95% | 19.34% |
| Avg. Down Month | -4.5% | -17.78% |
| Win Days % | 46.51% | 49.56% |
| Win Month % | 42.86% | 56.25% |
| Win Week % | 50.0% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |