| Metric | 12246547:solusd:triple_med_gx:lsma205_115 | 12246547:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 37.64% | 19.47% |
| Max Drawdown | -37.19% | -64.93% |
| Sharpe | 0.41 | 0.29 |
| Sortino | 0.64 | 0.44 |
| Payoff Ratio | 1.16 | 1.13 |
| Profit Factor | 1.17 | 1.05 |
| Common Sense Ratio | 1.37 | 1.07 |
| CPC Index | 0.66 | 0.59 |
| Tail Ratio | 1.18 | 1.03 |
| Outlier Win Ratio | 25.08 | 2.83 |
| Outlier Loss Ratio | 3.29 | 3.0 |
| Volatility (ann.) | 20.92% | 42.69% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.78 | 0.24 |
| Skew | 2.54 | 0.62 |
| Kurtosis | 75.32 | 8.27 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.02% | 1.12% |
| Expected Yearly % | 17.32% | 9.3% |
| Kelly Criterion | 4.74% | 4.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.78% | -3.64% |
| Expected Shortfall (cVaR) | -1.78% | -3.64% |
| Year | 12246547:SOLUSD | 12246547:solusd:triple_med_gx:lsma205_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 16.59 | 1.26 | + |
| 2025 | 5.60 | 18.05 | 3.22 | + |
| Metric | 12246547:solusd:triple_med_gx:lsma205_115 | 12246547:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -2.41% | 26.39% |
| 6M | 6.54% | 38.87% |
| YTD | 18.05% | 5.6% |
| 1Y | 54.63% | 47.35% |
| 3Y (ann.) | 29.06% | 15.27% |
| 5Y (ann.) | 29.06% | 15.27% |
| Metric | 12246547:solusd:triple_med_gx:lsma205_115 | 12246547:SOLUSD |
|---|---|---|
| Max Drawdown | -37.19% | -64.93% |
| Longest DD Days | 114.0 | 224.0 |
| Avg. Drawdown | -8.07% | -11.98% |
| Avg. Drawdown Days | 37.0 | 26.0 |
| Recovery Factor | 1.01 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-05-13 | -37.19 | 114 |
| 2024-07-22 | 2024-11-06 | -25.96 | 107 |
| 2025-05-14 | 2025-09-01 | -13.38 | 110 |
| 2024-11-29 | 2025-01-18 | -10.43 | 49 |
| 2024-06-05 | 2024-07-21 | -2.69 | 46 |
| 2024-11-08 | 2024-11-10 | -2.52 | 1 |
| 2024-11-10 | 2024-11-29 | -1.73 | 18 |
| 2024-11-07 | 2024-11-07 | -1.48 | 0 |
| 2024-11-06 | 2024-11-06 | -0.51 | 0 |
| 2024-06-01 | 2024-06-04 | -0.44 | 3 |
| Metric | 12246547:solusd:triple_med_gx:lsma205_115 | 12246547:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.25% | 21.25% |
| Worst Week | -14.75% | -17.1% |
| Best Month | 30.18% | 41.15% |
| Worst Month | -15.95% | -36.08% |
| Best Year | 18.05% | 13.13% |
| Worst Year | 16.59% | 5.6% |
| Avg. Up Day | 1.68% | 1.68% |
| Avg. Down Day | -1.45% | -1.49% |
| Avg. Up Week | 7.02% | 10.54% |
| Avg. Down Week | -4.26% | -7.98% |
| Avg. Up Month | 9.93% | 17.51% |
| Avg. Down Month | -6.14% | -15.9% |
| Win Days % | 48.9% | 49.56% |
| Win Month % | 56.25% | 56.25% |
| Win Week % | 56.67% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |