| Metric | 12254751:solusd:triple_med_gx:lsma240_135 | 12254751:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 239.91% | -18.0% |
| Max Drawdown | -12.41% | -64.93% |
| Sharpe | 1.32 | 0.13 |
| Sortino | 2.66 | 0.19 |
| Payoff Ratio | 1.41 | 1.28 |
| Profit Factor | 1.68 | 1.02 |
| Common Sense Ratio | 3.08 | 1.01 |
| CPC Index | 1.27 | 0.65 |
| Tail Ratio | 1.84 | 0.99 |
| Outlier Win Ratio | 29.09 | 2.92 |
| Outlier Loss Ratio | 3.95 | 2.73 |
| Volatility (ann.) | 16.19% | 42.23% |
| R^2 | 0.15 | 0.15 |
| Calmar | 9.9 | -0.19 |
| Skew | 5.7 | 0.52 |
| Kurtosis | 88.18 | 7.54 |
| Expected Daily % | 0.05% | -0.01% |
| Expected Monthly % | 6.65% | -1.04% |
| Expected Yearly % | 84.37% | -9.45% |
| Kelly Criterion | 20.48% | 10.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -3.62% |
| Expected Shortfall (cVaR) | -1.34% | -3.62% |
| Year | 12254751:SOLUSD | 12254751:solusd:triple_med_gx:lsma240_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 97.94 | 7.46 | + |
| 2025 | -27.52 | 71.73 | -2.61 | + |
| Metric | 12254751:solusd:triple_med_gx:lsma240_135 | 12254751:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.49% |
| 3M | 0.33% | -36.97% |
| 6M | 10.69% | -17.14% |
| YTD | 71.73% | -27.52% |
| 1Y | 71.73% | -36.85% |
| 3Y (ann.) | 122.95% | -12.2% |
| 5Y (ann.) | 122.95% | -12.2% |
| Metric | 12254751:solusd:triple_med_gx:lsma240_135 | 12254751:SOLUSD |
|---|---|---|
| Max Drawdown | -12.41% | -64.93% |
| Longest DD Days | 80.0 | 325.0 |
| Avg. Drawdown | -3.09% | -11.98% |
| Avg. Drawdown Days | 11.0 | 32.0 |
| Recovery Factor | 19.33 | -0.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-05 | -12.41 | 60 |
| 2024-09-20 | 2024-10-14 | -12.05 | 24 |
| 2025-05-14 | 2025-05-23 | -10.57 | 9 |
| 2025-09-21 | 2025-12-10 | -9.91 | 80 |
| 2025-02-09 | 2025-04-11 | -8.54 | 61 |
| 2024-11-12 | 2024-12-02 | -7.92 | 20 |
| 2024-09-14 | 2024-09-19 | -7.11 | 5 |
| 2025-08-05 | 2025-09-08 | -6.32 | 33 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2024-08-07 | 2024-08-08 | -5.47 | 1 |
| Metric | 12254751:solusd:triple_med_gx:lsma240_135 | 12254751:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -6.14% | -14.23% |
| Best Week | 31.98% | 21.25% |
| Worst Week | -9.23% | -18.95% |
| Best Month | 31.98% | 41.15% |
| Worst Month | -6.07% | -36.08% |
| Best Year | 97.94% | 13.13% |
| Worst Year | 71.73% | -27.52% |
| Avg. Up Day | 1.53% | 1.54% |
| Avg. Down Day | -1.08% | -1.2% |
| Avg. Up Week | 9.9% | 9.82% |
| Avg. Down Week | -3.42% | -8.28% |
| Avg. Up Month | 12.34% | 15.08% |
| Avg. Down Month | -3.13% | -14.11% |
| Win Days % | 53.42% | 49.55% |
| Win Month % | 84.62% | 57.89% |
| Win Week % | 69.23% | 50.62% |
| Win Quarter % | 83.33% | 57.14% |
| Win Year % | 100.0% | 50.0% |