| Metric | 12252355:solusd:triple_med_gx:lsma230_130 | 12252355:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 23.6% | 19.47% |
| Max Drawdown | -30.82% | -64.93% |
| Sharpe | 0.32 | 0.29 |
| Sortino | 0.51 | 0.44 |
| Payoff Ratio | 1.22 | 1.2 |
| Profit Factor | 1.16 | 1.05 |
| Common Sense Ratio | 1.9 | 1.07 |
| CPC Index | 0.68 | 0.62 |
| Tail Ratio | 1.64 | 1.03 |
| Outlier Win Ratio | 34.38 | 2.74 |
| Outlier Loss Ratio | 2.92 | 2.78 |
| Volatility (ann.) | 18.73% | 42.69% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.6 | 0.24 |
| Skew | 3.43 | 0.62 |
| Kurtosis | 110.95 | 8.27 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.33% | 1.12% |
| Expected Yearly % | 11.18% | 9.3% |
| Kelly Criterion | 5.46% | 7.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.6% | -3.64% |
| Expected Shortfall (cVaR) | -1.6% | -3.64% |
| Year | 12252355:SOLUSD | 12252355:solusd:triple_med_gx:lsma230_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 13.20 | 1.01 | + |
| 2025 | 5.60 | 9.19 | 1.64 | + |
| Metric | 12252355:solusd:triple_med_gx:lsma230_130 | 12252355:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -7.84% | 26.39% |
| 6M | 20.13% | 38.87% |
| YTD | 9.19% | 5.6% |
| 1Y | 36.73% | 47.35% |
| 3Y (ann.) | 18.44% | 15.27% |
| 5Y (ann.) | 18.44% | 15.27% |
| Metric | 12252355:solusd:triple_med_gx:lsma230_130 | 12252355:SOLUSD |
|---|---|---|
| Max Drawdown | -30.82% | -64.93% |
| Longest DD Days | 160.0 | 224.0 |
| Avg. Drawdown | -6.52% | -11.98% |
| Avg. Drawdown Days | 32.0 | 26.0 |
| Recovery Factor | 0.77 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-29 | 2025-05-08 | -30.82 | 160 |
| 2024-06-05 | 2024-11-07 | -25.40 | 154 |
| 2025-05-14 | 2025-09-01 | -14.76 | 110 |
| 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 |
| 2024-11-12 | 2024-11-29 | -3.03 | 17 |
| 2024-11-08 | 2024-11-10 | -2.52 | 1 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| 2025-05-09 | 2025-05-09 | -0.99 | 0 |
| Metric | 12252355:solusd:triple_med_gx:lsma230_130 | 12252355:SOLUSD |
|---|---|---|
| Best Day | 15.74% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.07% | 21.25% |
| Worst Week | -12.01% | -17.1% |
| Best Month | 35.21% | 41.15% |
| Worst Month | -12.01% | -36.08% |
| Best Year | 13.2% | 13.13% |
| Worst Year | 9.19% | 5.6% |
| Avg. Up Day | 1.81% | 1.81% |
| Avg. Down Day | -1.48% | -1.51% |
| Avg. Up Week | 11.1% | 11.17% |
| Avg. Down Week | -5.13% | -7.69% |
| Avg. Up Month | 16.7% | 19.02% |
| Avg. Down Month | -6.84% | -19.61% |
| Win Days % | 48.0% | 49.56% |
| Win Month % | 41.67% | 56.25% |
| Win Week % | 50.0% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |