| Metric | 12252462:solusd:triple_med_gx:lsma205_130 | 12252462:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 66.49% | 19.47% |
| Max Drawdown | -24.96% | -64.93% |
| Sharpe | 0.63 | 0.29 |
| Sortino | 1.03 | 0.44 |
| Payoff Ratio | 1.17 | 1.11 |
| Profit Factor | 1.34 | 1.05 |
| Common Sense Ratio | 3.0 | 1.07 |
| CPC Index | 0.82 | 0.58 |
| Tail Ratio | 2.25 | 1.03 |
| Outlier Win Ratio | 31.35 | 2.75 |
| Outlier Loss Ratio | 3.06 | 2.71 |
| Volatility (ann.) | 18.81% | 42.69% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.01 | 0.24 |
| Skew | 3.13 | 0.62 |
| Kurtosis | 112.08 | 8.27 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.24% | 1.12% |
| Expected Yearly % | 29.03% | 9.3% |
| Kelly Criterion | 11.86% | 4.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.59% | -3.64% |
| Expected Shortfall (cVaR) | -1.59% | -3.64% |
| Year | 12252462:SOLUSD | 12252462:solusd:triple_med_gx:lsma205_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 29.90 | 2.28 | + |
| 2025 | 5.60 | 28.17 | 5.03 | + |
| Metric | 12252462:solusd:triple_med_gx:lsma205_130 | 12252462:SOLUSD |
|---|---|---|
| MTD | -0.61% | -0.61% |
| 3M | -2.98% | 26.39% |
| 6M | 35.31% | 38.87% |
| YTD | 28.17% | 5.6% |
| 1Y | 71.63% | 47.35% |
| 3Y (ann.) | 50.25% | 15.27% |
| 5Y (ann.) | 50.25% | 15.27% |
| Metric | 12252462:solusd:triple_med_gx:lsma205_130 | 12252462:SOLUSD |
|---|---|---|
| Max Drawdown | -24.96% | -64.93% |
| Longest DD Days | 152.0 | 224.0 |
| Avg. Drawdown | -3.99% | -11.98% |
| Avg. Drawdown Days | 20.0 | 26.0 |
| Recovery Factor | 2.66 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-30 | 2025-04-12 | -24.96 | 133 |
| 2024-06-05 | 2024-11-05 | -19.95 | 152 |
| 2025-05-14 | 2025-09-01 | -10.06 | 110 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2025-05-04 | 2025-05-07 | -3.33 | 2 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2024-11-08 | 2024-11-10 | -2.52 | 1 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| 2024-11-07 | 2024-11-07 | -1.48 | 0 |
| Metric | 12252462:solusd:triple_med_gx:lsma205_130 | 12252462:SOLUSD |
|---|---|---|
| Best Day | 15.74% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.39% | 21.25% |
| Worst Week | -9.3% | -17.1% |
| Best Month | 36.29% | 41.15% |
| Worst Month | -9.3% | -36.08% |
| Best Year | 29.9% | 13.13% |
| Worst Year | 28.17% | 5.6% |
| Avg. Up Day | 1.62% | 1.63% |
| Avg. Down Day | -1.38% | -1.46% |
| Avg. Up Week | 8.32% | 9.67% |
| Avg. Down Week | -4.93% | -7.43% |
| Avg. Up Month | 15.37% | 16.68% |
| Avg. Down Month | -5.35% | -18.87% |
| Win Days % | 52.5% | 49.56% |
| Win Month % | 53.85% | 56.25% |
| Win Week % | 56.52% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |