| Metric | 12254582:solusd:triple_med_gx:lsma245_135 | 12254582:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 129.01% | 19.47% |
| Max Drawdown | -26.7% | -64.93% |
| Sharpe | 0.94 | 0.29 |
| Sortino | 1.67 | 0.44 |
| Payoff Ratio | 1.38 | 1.38 |
| Profit Factor | 1.5 | 1.05 |
| Common Sense Ratio | 2.57 | 1.07 |
| CPC Index | 1.06 | 0.72 |
| Tail Ratio | 1.71 | 1.03 |
| Outlier Win Ratio | 27.86 | 2.86 |
| Outlier Loss Ratio | 3.41 | 2.77 |
| Volatility (ann.) | 19.5% | 42.69% |
| R^2 | 0.21 | 0.21 |
| Calmar | 3.51 | 0.24 |
| Skew | 3.95 | 0.62 |
| Kurtosis | 99.23 | 8.27 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 5.32% | 1.12% |
| Expected Yearly % | 51.33% | 9.3% |
| Kelly Criterion | 15.58% | 13.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.63% | -3.64% |
| Expected Shortfall (cVaR) | -1.63% | -3.64% |
| Year | 12254582:SOLUSD | 12254582:solusd:triple_med_gx:lsma245_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 58.03 | 4.42 | + |
| 2025 | 5.60 | 44.92 | 8.02 | + |
| Metric | 12254582:solusd:triple_med_gx:lsma245_135 | 12254582:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 3.41% | 26.39% |
| 6M | 52.77% | 38.87% |
| YTD | 44.92% | 5.6% |
| 1Y | 128.52% | 47.35% |
| 3Y (ann.) | 93.83% | 15.27% |
| 5Y (ann.) | 93.83% | 15.27% |
| Metric | 12254582:solusd:triple_med_gx:lsma245_135 | 12254582:SOLUSD |
|---|---|---|
| Max Drawdown | -26.7% | -64.93% |
| Longest DD Days | 133.0 | 224.0 |
| Avg. Drawdown | -3.79% | -11.98% |
| Avg. Drawdown Days | 14.0 | 26.0 |
| Recovery Factor | 4.83 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-09-20 | -26.70 | 106 |
| 2024-11-30 | 2025-04-12 | -17.35 | 133 |
| 2025-05-14 | 2025-09-01 | -10.56 | 110 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2024-10-15 | 2024-10-19 | -5.15 | 4 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-09-20 | 2024-10-07 | -3.50 | 16 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| Metric | 12254582:solusd:triple_med_gx:lsma245_135 | 12254582:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 23.01% | 21.25% |
| Worst Week | -6.7% | -17.1% |
| Best Month | 35.06% | 41.15% |
| Worst Month | -5.67% | -36.08% |
| Best Year | 58.03% | 13.13% |
| Worst Year | 44.92% | 5.6% |
| Avg. Up Day | 1.77% | 1.78% |
| Avg. Down Day | -1.28% | -1.28% |
| Avg. Up Week | 8.89% | 9.12% |
| Avg. Down Week | -3.41% | -7.48% |
| Avg. Up Month | 17.42% | 17.57% |
| Avg. Down Month | -5.24% | -22.99% |
| Win Days % | 50.98% | 49.56% |
| Win Month % | 70.0% | 56.25% |
| Win Week % | 66.67% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |