| Metric | 12252308:solusd:triple_med_gx:lsma270_130 | 12252308:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 28.66% | 19.47% |
| Max Drawdown | -29.34% | -64.93% |
| Sharpe | 0.35 | 0.29 |
| Sortino | 0.57 | 0.44 |
| Payoff Ratio | 1.26 | 1.24 |
| Profit Factor | 1.16 | 1.05 |
| Common Sense Ratio | 1.26 | 1.07 |
| CPC Index | 0.7 | 0.64 |
| Tail Ratio | 1.08 | 1.03 |
| Outlier Win Ratio | 29.58 | 2.76 |
| Outlier Loss Ratio | 3.15 | 2.9 |
| Volatility (ann.) | 19.84% | 42.69% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.76 | 0.24 |
| Skew | 3.45 | 0.62 |
| Kurtosis | 94.76 | 8.27 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.59% | 1.12% |
| Expected Yearly % | 13.43% | 9.3% |
| Kelly Criterion | 5.95% | 8.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -3.64% |
| Expected Shortfall (cVaR) | -1.69% | -3.64% |
| Year | 12252308:SOLUSD | 12252308:solusd:triple_med_gx:lsma270_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 14.87 | 1.13 | + |
| 2025 | 5.60 | 12.01 | 2.14 | + |
| Metric | 12252308:solusd:triple_med_gx:lsma270_130 | 12252308:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -8.3% | 26.39% |
| 6M | 13.9% | 38.87% |
| YTD | 12.01% | 5.6% |
| 1Y | 44.86% | 47.35% |
| 3Y (ann.) | 22.3% | 15.27% |
| 5Y (ann.) | 22.3% | 15.27% |
| Metric | 12252308:solusd:triple_med_gx:lsma270_130 | 12252308:SOLUSD |
|---|---|---|
| Max Drawdown | -29.34% | -64.93% |
| Longest DD Days | 154.0 | 224.0 |
| Avg. Drawdown | -6.16% | -11.98% |
| Avg. Drawdown Days | 25.0 | 26.0 |
| Recovery Factor | 0.98 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-07 | -29.34 | 154 |
| 2024-11-29 | 2025-04-12 | -23.71 | 134 |
| 2025-05-14 | 2025-09-01 | -17.51 | 110 |
| 2025-04-14 | 2025-05-08 | -9.53 | 24 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-11-27 | 2024-11-29 | -3.06 | 1 |
| 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 | 12252308:solusd:triple_med_gx:lsma270_130 | 12252308:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 22.05% | 21.25% |
| Worst Week | -10.16% | -17.1% |
| Best Month | 32.73% | 41.15% |
| Worst Month | -8.4% | -36.08% |
| Best Year | 14.87% | 13.13% |
| Worst Year | 12.01% | 5.6% |
| Avg. Up Day | 1.77% | 1.78% |
| Avg. Down Day | -1.41% | -1.44% |
| Avg. Up Week | 8.57% | 10.49% |
| Avg. Down Week | -3.58% | -8.61% |
| Avg. Up Month | 14.81% | 19.02% |
| Avg. Down Month | -3.88% | -18.15% |
| Win Days % | 47.64% | 49.56% |
| Win Month % | 36.36% | 56.25% |
| Win Week % | 52.63% | 53.73% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |