| Metric | 12246550:solusd:triple_med_gx:lsma250_115 | 12246550:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 106.54% | 15.38% |
| Max Drawdown | -34.33% | -61.75% |
| Sharpe | 1.38 | 0.55 |
| Sortino | 2.38 | 0.81 |
| Payoff Ratio | 1.54 | 1.44 |
| Profit Factor | 1.58 | 1.08 |
| Common Sense Ratio | 2.32 | 1.17 |
| CPC Index | 1.21 | 0.76 |
| Tail Ratio | 1.47 | 1.08 |
| Outlier Win Ratio | 20.03 | 3.07 |
| Outlier Loss Ratio | 3.21 | 2.5 |
| Volatility (ann.) | 45.41% | 85.83% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.02 | 0.18 |
| Skew | 1.73 | 0.14 |
| Kurtosis | 30.57 | 3.01 |
| Expected Daily % | 0.14% | 0.03% |
| Expected Monthly % | 4.36% | 0.85% |
| Expected Yearly % | 43.72% | 7.42% |
| Kelly Criterion | 16.84% | 13.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.74% | -7.26% |
| Expected Shortfall (cVaR) | -3.74% | -7.26% |
| Year | 12246550:SOLUSD | 12246550:solusd:triple_med_gx:lsma250_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 50.24 | 3.93 | + |
| 2025 | 2.31 | 37.47 | 16.25 | + |
| Metric | 12246550:solusd:triple_med_gx:lsma250_115 | 12246550:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | 14.08% | 20.18% |
| 6M | 29.85% | 46.71% |
| YTD | 37.47% | 2.31% |
| 1Y | 81.47% | 24.83% |
| 3Y (ann.) | 69.45% | 10.96% |
| 5Y (ann.) | 69.45% | 10.96% |
| Metric | 12246550:solusd:triple_med_gx:lsma250_115 | 12246550:SOLUSD |
|---|---|---|
| Max Drawdown | -34.33% | -61.75% |
| Longest DD Days | 154.0 | 269.0 |
| Avg. Drawdown | -9.5% | -16.47% |
| Avg. Drawdown Days | 46.0 | 44.0 |
| Recovery Factor | 3.1 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-05-10 | -34.33 | 110 |
| 2024-06-06 | 2024-10-05 | -25.40 | 121 |
| 2025-05-15 | 2025-10-16 | -13.53 | 154 |
| 2024-12-01 | 2025-01-19 | -8.17 | 49 |
| 2024-10-08 | 2024-10-14 | -5.67 | 6 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2024-10-22 | 2024-11-06 | -2.36 | 15 |
| 2024-10-16 | 2024-10-19 | -1.06 | 3 |
| 2024-10-06 | 2024-10-07 | -0.63 | 1 |
| 2024-06-02 | 2024-06-05 | -0.26 | 3 |
| Metric | 12246550:solusd:triple_med_gx:lsma250_115 | 12246550:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 23.83% | 25.06% |
| Worst Week | -6.87% | -26.95% |
| Best Month | 33.5% | 39.21% |
| Worst Month | -8.53% | -46.12% |
| Best Year | 50.24% | 12.78% |
| Worst Year | 37.47% | 2.31% |
| Avg. Up Day | 3.99% | 4.11% |
| Avg. Down Day | -2.6% | -2.85% |
| Avg. Up Week | 7.97% | 10.42% |
| Avg. Down Week | -3.8% | -8.38% |
| Avg. Up Month | 12.95% | 18.55% |
| Avg. Down Month | -6.28% | -22.47% |
| Win Days % | 49.59% | 48.8% |
| Win Month % | 60.0% | 58.82% |
| Win Week % | 54.55% | 50.68% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |