| Metric | 12258678:solusd:triple_med_gx:lsma230_145 | 12258678:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 49.97% | 19.47% |
| Max Drawdown | -20.67% | -64.93% |
| Sharpe | 0.55 | 0.29 |
| Sortino | 0.94 | 0.44 |
| Payoff Ratio | 1.36 | 1.35 |
| Profit Factor | 1.31 | 1.05 |
| Common Sense Ratio | 2.53 | 1.07 |
| CPC Index | 0.84 | 0.7 |
| Tail Ratio | 1.93 | 1.03 |
| Outlier Win Ratio | 36.64 | 2.73 |
| Outlier Loss Ratio | 3.3 | 2.71 |
| Volatility (ann.) | 17.59% | 42.69% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.85 | 0.24 |
| Skew | 4.55 | 0.62 |
| Kurtosis | 139.72 | 8.27 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.57% | 1.12% |
| Expected Yearly % | 22.46% | 9.3% |
| Kelly Criterion | 8.44% | 12.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -3.64% |
| Expected Shortfall (cVaR) | -1.49% | -3.64% |
| Year | 12258678:SOLUSD | 12258678:solusd:triple_med_gx:lsma230_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 17.99 | 1.37 | + |
| 2025 | 5.60 | 27.10 | 4.84 | + |
| Metric | 12258678:solusd:triple_med_gx:lsma230_145 | 12258678:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -4.4% | 26.39% |
| 6M | 32.31% | 38.87% |
| YTD | 27.1% | 5.6% |
| 1Y | 61.77% | 47.35% |
| 3Y (ann.) | 38.22% | 15.27% |
| 5Y (ann.) | 38.22% | 15.27% |
| Metric | 12258678:solusd:triple_med_gx:lsma230_145 | 12258678:SOLUSD |
|---|---|---|
| Max Drawdown | -20.67% | -64.93% |
| Longest DD Days | 153.0 | 224.0 |
| Avg. Drawdown | -4.57% | -11.98% |
| Avg. Drawdown Days | 22.0 | 26.0 |
| Recovery Factor | 2.42 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -20.67 | 153 |
| 2024-11-30 | 2025-04-12 | -19.01 | 133 |
| 2025-05-14 | 2025-09-01 | -14.83 | 110 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2025-04-17 | 2025-05-08 | -3.63 | 20 |
| 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 | 12258678:solusd:triple_med_gx:lsma230_145 | 12258678:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 23.01% | 21.25% |
| Worst Week | -9.84% | -17.1% |
| Best Month | 31.99% | 41.15% |
| Worst Month | -9.84% | -36.08% |
| Best Year | 27.1% | 13.13% |
| Worst Year | 17.99% | 5.6% |
| Avg. Up Day | 1.81% | 1.82% |
| Avg. Down Day | -1.34% | -1.35% |
| Avg. Up Week | 9.21% | 10.05% |
| Avg. Down Week | -5.16% | -8.92% |
| Avg. Up Month | 14.3% | 17.78% |
| Avg. Down Month | -7.07% | -25.95% |
| Win Days % | 47.26% | 49.56% |
| Win Month % | 60.0% | 56.25% |
| Win Week % | 55.56% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |