| Metric | 12248344:solusd:triple_med_gx:lsma250_120 | 12248344:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 64.79% | 19.47% |
| Max Drawdown | -25.93% | -64.93% |
| Sharpe | 0.58 | 0.29 |
| Sortino | 0.97 | 0.44 |
| Payoff Ratio | 1.32 | 1.26 |
| Profit Factor | 1.26 | 1.05 |
| Common Sense Ratio | 1.48 | 1.07 |
| CPC Index | 0.8 | 0.65 |
| Tail Ratio | 1.17 | 1.03 |
| Outlier Win Ratio | 26.72 | 2.92 |
| Outlier Loss Ratio | 3.16 | 2.91 |
| Volatility (ann.) | 20.89% | 42.69% |
| R^2 | 0.24 | 0.24 |
| Calmar | 1.89 | 0.24 |
| Skew | 3.26 | 0.62 |
| Kurtosis | 78.22 | 8.27 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.17% | 1.12% |
| Expected Yearly % | 28.37% | 9.3% |
| Kelly Criterion | 8.3% | 9.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.77% | -3.64% |
| Expected Shortfall (cVaR) | -1.77% | -3.64% |
| Year | 12248344:SOLUSD | 12248344:solusd:triple_med_gx:lsma250_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 25.07 | 1.91 | + |
| 2025 | 5.60 | 31.75 | 5.67 | + |
| Metric | 12248344:solusd:triple_med_gx:lsma250_120 | 12248344:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -17.43% | 26.39% |
| 6M | 2.22% | 38.87% |
| YTD | 31.75% | 5.6% |
| 1Y | 72.34% | 47.35% |
| 3Y (ann.) | 49.02% | 15.27% |
| 5Y (ann.) | 49.02% | 15.27% |
| Metric | 12248344:solusd:triple_med_gx:lsma250_120 | 12248344:SOLUSD |
|---|---|---|
| Max Drawdown | -25.93% | -64.93% |
| Longest DD Days | 153.0 | 224.0 |
| Avg. Drawdown | -5.99% | -11.98% |
| Avg. Drawdown Days | 22.0 | 26.0 |
| Recovery Factor | 2.5 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -25.93 | 153 |
| 2025-05-14 | 2025-09-01 | -24.53 | 110 |
| 2025-02-04 | 2025-04-12 | -23.63 | 67 |
| 2024-11-12 | 2025-01-18 | -11.09 | 67 |
| 2025-04-14 | 2025-05-08 | -6.25 | 23 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2025-04-13 | 2025-04-14 | -2.95 | 1 |
| 2024-11-08 | 2024-11-10 | -2.52 | 1 |
| Metric | 12248344:solusd:triple_med_gx:lsma250_120 | 12248344:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -10.19% | -17.1% |
| Best Month | 32.8% | 41.15% |
| Worst Month | -12.62% | -36.08% |
| Best Year | 31.75% | 13.13% |
| Worst Year | 25.07% | 5.6% |
| Avg. Up Day | 1.91% | 1.92% |
| Avg. Down Day | -1.45% | -1.52% |
| Avg. Up Week | 9.34% | 11.84% |
| Avg. Down Week | -3.12% | -8.18% |
| Avg. Up Month | 14.38% | 18.41% |
| Avg. Down Month | -3.61% | -17.78% |
| Win Days % | 47.8% | 49.56% |
| Win Month % | 46.67% | 56.25% |
| Win Week % | 50.0% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |