| Metric | 12254426:solusd:triple_med_gx:lsma275_135 | 12254426:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 69.29% | 15.38% |
| Max Drawdown | -28.06% | -61.75% |
| Sharpe | 1.15 | 0.55 |
| Sortino | 1.91 | 0.81 |
| Payoff Ratio | 1.42 | 1.35 |
| Profit Factor | 1.54 | 1.08 |
| Common Sense Ratio | 3.07 | 1.17 |
| CPC Index | 1.16 | 0.71 |
| Tail Ratio | 1.99 | 1.08 |
| Outlier Win Ratio | 25.94 | 2.95 |
| Outlier Loss Ratio | 2.83 | 2.47 |
| Volatility (ann.) | 39.97% | 85.83% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.66 | 0.18 |
| Skew | 1.54 | 0.14 |
| Kurtosis | 40.29 | 3.01 |
| Expected Daily % | 0.1% | 0.03% |
| Expected Monthly % | 3.15% | 0.85% |
| Expected Yearly % | 30.11% | 7.42% |
| Kelly Criterion | 20.12% | 10.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.32% | -7.26% |
| Expected Shortfall (cVaR) | -3.32% | -7.26% |
| Year | 12254426:SOLUSD | 12254426:solusd:triple_med_gx:lsma275_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 50.79 | 3.97 | + |
| 2025 | 2.31 | 12.27 | 5.32 | + |
| Metric | 12254426:solusd:triple_med_gx:lsma275_135 | 12254426:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | 2.63% | 20.18% |
| 6M | 16.08% | 46.71% |
| YTD | 12.27% | 2.31% |
| 1Y | 59.5% | 24.83% |
| 3Y (ann.) | 46.63% | 10.96% |
| 5Y (ann.) | 46.63% | 10.96% |
| Metric | 12254426:solusd:triple_med_gx:lsma275_135 | 12254426:SOLUSD |
|---|---|---|
| Max Drawdown | -28.06% | -61.75% |
| Longest DD Days | 159.0 | 269.0 |
| Avg. Drawdown | -8.62% | -16.47% |
| Avg. Drawdown Days | 52.0 | 44.0 |
| Recovery Factor | 2.47 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-01 | 2025-05-09 | -28.06 | 159 |
| 2024-06-06 | 2024-10-14 | -22.17 | 130 |
| 2025-05-15 | 2025-10-16 | -17.19 | 154 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2024-11-13 | 2024-11-30 | -3.15 | 17 |
| 2024-06-02 | 2024-06-05 | -1.43 | 3 |
| 2024-10-16 | 2024-10-19 | -1.06 | 3 |
| 2024-11-04 | 2024-11-06 | -0.62 | 2 |
| 2024-11-11 | 2024-11-12 | -0.30 | 1 |
| Metric | 12254426:solusd:triple_med_gx:lsma275_135 | 12254426:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 23.28% | 25.06% |
| Worst Week | -12.51% | -26.95% |
| Best Month | 35.11% | 39.21% |
| Worst Month | -12.51% | -46.12% |
| Best Year | 50.79% | 12.78% |
| Worst Year | 12.27% | 2.31% |
| Avg. Up Day | 3.79% | 3.97% |
| Avg. Down Day | -2.68% | -2.94% |
| Avg. Up Week | 8.39% | 10.76% |
| Avg. Down Week | -4.33% | -9.23% |
| Avg. Up Month | 16.19% | 15.03% |
| Avg. Down Month | -6.47% | -28.86% |
| Win Days % | 53.19% | 48.8% |
| Win Month % | 60.0% | 58.82% |
| Win Week % | 59.09% | 50.68% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |