| Metric | 12252473:solusd:triple_med_gx:lsma265_130 | 12252473:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 137.02% | 15.38% |
| Max Drawdown | -23.76% | -61.75% |
| Sharpe | 1.8 | 0.55 |
| Sortino | 3.4 | 0.81 |
| Payoff Ratio | 1.73 | 1.48 |
| Profit Factor | 1.95 | 1.08 |
| Common Sense Ratio | 5.5 | 1.17 |
| CPC Index | 1.81 | 0.78 |
| Tail Ratio | 2.81 | 1.08 |
| Outlier Win Ratio | 23.83 | 2.96 |
| Outlier Loss Ratio | 3.22 | 2.35 |
| Volatility (ann.) | 38.93% | 85.83% |
| R^2 | 0.2 | 0.2 |
| Calmar | 3.67 | 0.18 |
| Skew | 2.48 | 0.14 |
| Kurtosis | 40.39 | 3.01 |
| Expected Daily % | 0.17% | 0.03% |
| Expected Monthly % | 5.21% | 0.85% |
| Expected Yearly % | 53.96% | 7.42% |
| Kelly Criterion | 26.76% | 14.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.16% | -7.26% |
| Expected Shortfall (cVaR) | -3.16% | -7.26% |
| Year | 12252473:SOLUSD | 12252473:solusd:triple_med_gx:lsma265_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 56.73 | 4.44 | + |
| 2025 | 2.31 | 51.23 | 22.22 | + |
| Metric | 12252473:solusd:triple_med_gx:lsma265_130 | 12252473:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | 8.45% | 20.18% |
| 6M | 26.79% | 46.71% |
| YTD | 51.23% | 2.31% |
| 1Y | 120.83% | 24.83% |
| 3Y (ann.) | 87.29% | 10.96% |
| 5Y (ann.) | 87.29% | 10.96% |
| Metric | 12252473:solusd:triple_med_gx:lsma265_130 | 12252473:SOLUSD |
|---|---|---|
| Max Drawdown | -23.76% | -61.75% |
| Longest DD Days | 154.0 | 269.0 |
| Avg. Drawdown | -5.93% | -16.47% |
| Avg. Drawdown Days | 40.0 | 44.0 |
| Recovery Factor | 5.77 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-10-14 | -23.76 | 130 |
| 2025-05-15 | 2025-10-16 | -15.01 | 154 |
| 2024-12-01 | 2025-04-10 | -9.75 | 130 |
| 2025-04-15 | 2025-04-17 | -5.65 | 2 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2024-10-22 | 2024-11-06 | -2.56 | 15 |
| 2025-05-05 | 2025-05-08 | -2.02 | 3 |
| 2024-06-02 | 2024-06-05 | -1.43 | 3 |
| 2024-10-16 | 2024-10-19 | -1.06 | 3 |
| 2024-11-11 | 2024-11-12 | -0.30 | 1 |
| Metric | 12252473:solusd:triple_med_gx:lsma265_130 | 12252473:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 23.96% | 25.06% |
| Worst Week | -7.51% | -26.95% |
| Best Month | 39.76% | 39.21% |
| Worst Month | -7.27% | -46.12% |
| Best Year | 56.73% | 12.78% |
| Worst Year | 51.23% | 2.31% |
| Avg. Up Day | 4.05% | 4.1% |
| Avg. Down Day | -2.34% | -2.77% |
| Avg. Up Week | 8.53% | 11.56% |
| Avg. Down Week | -3.39% | -9.7% |
| Avg. Up Month | 19.2% | 14.87% |
| Avg. Down Month | -4.81% | -28.86% |
| Win Days % | 53.61% | 48.8% |
| Win Month % | 63.64% | 58.82% |
| Win Week % | 60.0% | 50.68% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |