| Metric | 12246504:solusd:triple_med_gx:lsma260_115 | 12246504:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 83.34% | 15.38% |
| Max Drawdown | -28.46% | -61.75% |
| Sharpe | 1.2 | 0.55 |
| Sortino | 2.03 | 0.81 |
| Payoff Ratio | 1.43 | 1.41 |
| Profit Factor | 1.49 | 1.08 |
| Common Sense Ratio | 1.89 | 1.17 |
| CPC Index | 1.06 | 0.75 |
| Tail Ratio | 1.27 | 1.08 |
| Outlier Win Ratio | 20.85 | 3.07 |
| Outlier Loss Ratio | 2.94 | 2.47 |
| Volatility (ann.) | 45.12% | 85.83% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.95 | 0.18 |
| Skew | 1.75 | 0.14 |
| Kurtosis | 31.34 | 3.01 |
| Expected Daily % | 0.12% | 0.03% |
| Expected Monthly % | 3.63% | 0.85% |
| Expected Yearly % | 35.4% | 7.42% |
| Kelly Criterion | 15.03% | 12.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.74% | -7.26% |
| Expected Shortfall (cVaR) | -3.74% | -7.26% |
| Year | 12246504:SOLUSD | 12246504:solusd:triple_med_gx:lsma260_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 42.33 | 3.31 | + |
| 2025 | 2.31 | 28.81 | 12.50 | + |
| Metric | 12246504:solusd:triple_med_gx:lsma260_115 | 12246504:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | -7.63% | 20.18% |
| 6M | 1.26% | 46.71% |
| YTD | 28.81% | 2.31% |
| 1Y | 74.86% | 24.83% |
| 3Y (ann.) | 55.38% | 10.96% |
| 5Y (ann.) | 55.38% | 10.96% |
| Metric | 12246504:solusd:triple_med_gx:lsma260_115 | 12246504:SOLUSD |
|---|---|---|
| Max Drawdown | -28.46% | -61.75% |
| Longest DD Days | 154.0 | 269.0 |
| Avg. Drawdown | -12.43% | -16.47% |
| Avg. Drawdown Days | 55.0 | 44.0 |
| Recovery Factor | 2.93 | 0.25 |
| Ulcer Index | 1.02 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-10-19 | -28.46 | 135 |
| 2025-05-15 | 2025-10-16 | -26.70 | 154 |
| 2025-02-05 | 2025-04-14 | -21.87 | 68 |
| 2024-12-01 | 2025-01-18 | -6.41 | 48 |
| 2025-04-15 | 2025-04-17 | -5.65 | 2 |
| 2024-10-22 | 2024-11-06 | -4.62 | 15 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2025-04-19 | 2025-05-08 | -2.15 | 19 |
| Metric | 12246504:solusd:triple_med_gx:lsma260_115 | 12246504:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 27.74% | 25.06% |
| Worst Week | -11.42% | -26.95% |
| Best Month | 32.16% | 39.21% |
| Worst Month | -12.24% | -46.12% |
| Best Year | 42.33% | 12.78% |
| Worst Year | 28.81% | 2.31% |
| Avg. Up Day | 4.13% | 4.21% |
| Avg. Down Day | -2.89% | -2.98% |
| Avg. Up Week | 7.78% | 10.19% |
| Avg. Down Week | -4.21% | -8.29% |
| Avg. Up Month | 14.08% | 18.44% |
| Avg. Down Month | -5.43% | -22.47% |
| Win Days % | 50.0% | 48.8% |
| Win Month % | 53.33% | 58.82% |
| Win Week % | 48.57% | 50.68% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |