| Metric | 12246552:solusd:triple_med_gx:lsma240_115 | 12246552:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 95.44% | 15.38% |
| Max Drawdown | -32.8% | -61.75% |
| Sharpe | 1.3 | 0.55 |
| Sortino | 2.22 | 0.81 |
| Payoff Ratio | 1.48 | 1.41 |
| Profit Factor | 1.54 | 1.08 |
| Common Sense Ratio | 2.11 | 1.17 |
| CPC Index | 1.14 | 0.75 |
| Tail Ratio | 1.37 | 1.08 |
| Outlier Win Ratio | 20.38 | 3.07 |
| Outlier Loss Ratio | 3.08 | 2.47 |
| Volatility (ann.) | 45.27% | 85.83% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.91 | 0.18 |
| Skew | 1.74 | 0.14 |
| Kurtosis | 30.91 | 3.01 |
| Expected Daily % | 0.13% | 0.03% |
| Expected Monthly % | 4.02% | 0.85% |
| Expected Yearly % | 39.8% | 7.42% |
| Kelly Criterion | 16.22% | 12.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.74% | -7.26% |
| Expected Shortfall (cVaR) | -3.74% | -7.26% |
| Year | 12246552:SOLUSD | 12246552:solusd:triple_med_gx:lsma240_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 40.85 | 3.20 | + |
| 2025 | 2.31 | 38.76 | 16.81 | + |
| Metric | 12246552:solusd:triple_med_gx:lsma240_115 | 12246552:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | 16.45% | 20.18% |
| 6M | 28.09% | 46.71% |
| YTD | 38.76% | 2.31% |
| 1Y | 75.38% | 24.83% |
| 3Y (ann.) | 62.78% | 10.96% |
| 5Y (ann.) | 62.78% | 10.96% |
| Metric | 12246552:solusd:triple_med_gx:lsma240_115 | 12246552:SOLUSD |
|---|---|---|
| Max Drawdown | -32.8% | -61.75% |
| Longest DD Days | 154.0 | 269.0 |
| Avg. Drawdown | -10.9% | -16.47% |
| Avg. Drawdown Days | 52.0 | 44.0 |
| Recovery Factor | 2.91 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-05-09 | -32.80 | 109 |
| 2024-06-06 | 2024-10-07 | -26.89 | 123 |
| 2025-05-15 | 2025-10-16 | -16.44 | 154 |
| 2024-12-01 | 2025-01-19 | -7.82 | 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 |
| 2024-10-17 | 2024-10-21 | -2.24 | 4 |
| 2024-06-02 | 2024-06-05 | -0.26 | 3 |
| Metric | 12246552:solusd:triple_med_gx:lsma240_115 | 12246552:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 23.83% | 25.06% |
| Worst Week | -7.81% | -26.95% |
| Best Month | 33.5% | 39.21% |
| Worst Month | -8.53% | -46.12% |
| Best Year | 40.85% | 12.78% |
| Worst Year | 38.76% | 2.31% |
| Avg. Up Day | 4.03% | 4.19% |
| Avg. Down Day | -2.72% | -2.97% |
| Avg. Up Week | 6.54% | 9.8% |
| Avg. Down Week | -4.0% | -9.04% |
| Avg. Up Month | 10.15% | 18.02% |
| Avg. Down Month | -6.5% | -22.03% |
| Win Days % | 50.0% | 48.8% |
| Win Month % | 73.33% | 58.82% |
| Win Week % | 61.76% | 50.68% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |