| Metric | 12258933:solusd:triple_med_gx:lsma100_145 | 12258933:SOLUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 28.37% | 19.47% |
| Max Drawdown | -29.12% | -64.93% |
| Sharpe | 0.34 | 0.29 |
| Sortino | 0.51 | 0.44 |
| Payoff Ratio | 1.16 | 1.15 |
| Profit Factor | 1.09 | 1.05 |
| Common Sense Ratio | 1.24 | 1.07 |
| CPC Index | 0.6 | 0.6 |
| Tail Ratio | 1.15 | 1.03 |
| Outlier Win Ratio | 15.79 | 3.04 |
| Outlier Loss Ratio | 3.73 | 3.16 |
| Volatility (ann.) | 21.4% | 42.69% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.76 | 0.24 |
| Skew | 0.67 | 0.62 |
| Kurtosis | 11.8 | 8.27 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.57% | 1.12% |
| Expected Yearly % | 13.3% | 9.3% |
| Kelly Criterion | 2.71% | 5.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.82% | -3.64% |
| Expected Shortfall (cVaR) | -1.82% | -3.64% |
| Year | 12258933:SOLUSD | 12258933:solusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 9.89 | 0.75 | - |
| 2025 | 5.60 | 16.82 | 3.00 | + |
| Metric | 12258933:solusd:triple_med_gx:lsma100_145 | 12258933:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 5.78% | 26.39% |
| 6M | 26.37% | 38.87% |
| YTD | 16.82% | 5.6% |
| 1Y | 34.75% | 47.35% |
| 3Y (ann.) | 22.07% | 15.27% |
| 5Y (ann.) | 22.07% | 15.27% |
| Metric | 12258933:solusd:triple_med_gx:lsma100_145 | 12258933:SOLUSD |
|---|---|---|
| Max Drawdown | -29.12% | -64.93% |
| Longest DD Days | 93.0 | 224.0 |
| Avg. Drawdown | -8.92% | -11.98% |
| Avg. Drawdown Days | 28.0 | 26.0 |
| Recovery Factor | 0.97 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-08 | -29.12 | 64 |
| 2025-02-09 | 2025-05-13 | -26.28 | 93 |
| 2024-12-05 | 2025-02-09 | -15.77 | 65 |
| 2024-08-09 | 2024-10-14 | -14.84 | 66 |
| 2025-06-11 | 2025-08-11 | -12.88 | 61 |
| 2025-05-14 | 2025-06-10 | -12.58 | 27 |
| 2025-08-14 | 2025-09-01 | -10.23 | 18 |
| 2025-08-11 | 2025-08-12 | -5.62 | 1 |
| 2024-10-15 | 2024-10-19 | -5.15 | 4 |
| 2024-10-21 | 2024-12-04 | -4.16 | 43 |
| Metric | 12258933:solusd:triple_med_gx:lsma100_145 | 12258933:SOLUSD |
|---|---|---|
| Best Day | 10.35% | 19.54% |
| Worst Day | -7.19% | -14.23% |
| Best Week | 20.21% | 21.25% |
| Worst Week | -16.4% | -17.1% |
| Best Month | 18.35% | 41.15% |
| Worst Month | -14.38% | -36.08% |
| Best Year | 16.82% | 13.13% |
| Worst Year | 9.89% | 5.6% |
| Avg. Up Day | 1.52% | 1.52% |
| Avg. Down Day | -1.31% | -1.32% |
| Avg. Up Week | 5.5% | 6.76% |
| Avg. Down Week | -6.85% | -7.63% |
| Avg. Up Month | 11.65% | 14.49% |
| Avg. Down Month | -9.41% | -17.19% |
| Win Days % | 47.72% | 49.56% |
| Win Month % | 58.33% | 56.25% |
| Win Week % | 63.64% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |