| Metric | 12254742:solusd:triple_med_gx:lsma195_135 | 12254742:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 89.0% | -9.97% |
| Max Drawdown | -20.67% | -64.93% |
| Sharpe | 0.91 | 0.16 |
| Sortino | 1.66 | 0.24 |
| Payoff Ratio | 1.36 | 1.18 |
| Profit Factor | 1.46 | 1.02 |
| Common Sense Ratio | 2.28 | 1.04 |
| CPC Index | 1.01 | 0.59 |
| Tail Ratio | 1.56 | 1.01 |
| Outlier Win Ratio | 29.56 | 2.77 |
| Outlier Loss Ratio | 3.71 | 2.86 |
| Volatility (ann.) | 17.71% | 43.54% |
| R^2 | 0.17 | 0.17 |
| Calmar | 3.84 | -0.14 |
| Skew | 4.77 | 0.65 |
| Kurtosis | 90.92 | 8.59 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 4.65% | -0.75% |
| Expected Yearly % | 37.48% | -5.12% |
| Kelly Criterion | 14.63% | 5.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -3.73% |
| Expected Shortfall (cVaR) | -1.48% | -3.73% |
| Year | 12254742:SOLUSD | 12254742:solusd:triple_med_gx:lsma195_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 56.04 | 4.27 | + |
| 2025 | -20.42 | 21.12 | -1.03 | + |
| Metric | 12254742:solusd:triple_med_gx:lsma195_135 | 12254742:SOLUSD |
|---|---|---|
| MTD | 0.0% | -2.98% |
| 3M | 39.9% | 28.3% |
| 6M | 21.12% | -22.48% |
| YTD | 21.12% | -20.42% |
| 1Y | 100.17% | 6.8% |
| 3Y (ann.) | 79.28% | -9.18% |
| 5Y (ann.) | 79.28% | -9.18% |
| Metric | 12254742:solusd:triple_med_gx:lsma195_135 | 12254742:SOLUSD |
|---|---|---|
| Max Drawdown | -20.67% | -64.93% |
| Longest DD Days | 135.0 | 165.0 |
| Avg. Drawdown | -4.35% | -11.98% |
| Avg. Drawdown Days | 17.0 | 23.0 |
| Recovery Factor | 4.31 | -0.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-04-19 | -20.67 | 135 |
| 2024-09-14 | 2024-11-05 | -12.56 | 52 |
| 2024-06-05 | 2024-08-05 | -11.95 | 60 |
| 2025-05-14 | 2025-07-04 | -8.60 | 51 |
| 2024-11-12 | 2024-12-02 | -7.92 | 20 |
| 2024-09-05 | 2024-09-13 | -6.44 | 8 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-08-05 | 2024-08-06 | -3.47 | 0 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| Metric | 12254742:solusd:triple_med_gx:lsma195_135 | 12254742:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -9.56% | -14.23% |
| Best Week | 18.37% | 21.25% |
| Worst Week | -11.66% | -17.1% |
| Best Month | 25.14% | 41.15% |
| Worst Month | -14.74% | -36.08% |
| Best Year | 56.04% | 13.13% |
| Worst Year | 21.12% | -20.42% |
| Avg. Up Day | 1.67% | 1.68% |
| Avg. Down Day | -1.23% | -1.43% |
| Avg. Up Week | 10.31% | 10.4% |
| Avg. Down Week | -4.21% | -6.2% |
| Avg. Up Month | 13.82% | 17.78% |
| Avg. Down Month | -10.16% | -14.11% |
| Win Days % | 50.76% | 49.06% |
| Win Month % | 77.78% | 50.0% |
| Win Week % | 60.0% | 50.0% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |