| Metric | 12254755:solusd:triple_med_gx:lsma260_135 | 12254755:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 241.41% | -16.6% |
| Max Drawdown | -15.01% | -61.75% |
| Sharpe | 2.51 | 0.28 |
| Sortino | 6.15 | 0.42 |
| Payoff Ratio | 1.7 | 1.4 |
| Profit Factor | 2.47 | 1.04 |
| Common Sense Ratio | 7.24 | 1.07 |
| CPC Index | 2.52 | 0.71 |
| Tail Ratio | 2.93 | 1.03 |
| Outlier Win Ratio | 23.5 | 2.98 |
| Outlier Loss Ratio | 3.69 | 2.38 |
| Volatility (ann.) | 34.3% | 85.01% |
| R^2 | 0.16 | 0.16 |
| Calmar | 8.23 | -0.18 |
| Skew | 4.51 | 0.15 |
| Kurtosis | 40.92 | 2.92 |
| Expected Daily % | 0.22% | -0.03% |
| Expected Monthly % | 6.68% | -0.95% |
| Expected Yearly % | 84.77% | -8.68% |
| Kelly Criterion | 36.73% | 11.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.72% | -7.25% |
| Expected Shortfall (cVaR) | -2.72% | -7.25% |
| Year | 12254755:SOLUSD | 12254755:solusd:triple_med_gx:lsma260_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 91.70 | 7.18 | + |
| 2025 | -26.05 | 78.09 | -3.00 | + |
| Metric | 12254755:solusd:triple_med_gx:lsma260_135 | 12254755:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.5% |
| 3M | 9.45% | -32.85% |
| 6M | 18.52% | -7.15% |
| YTD | 78.09% | -26.05% |
| 1Y | 78.09% | -40.18% |
| 3Y (ann.) | 123.59% | -11.22% |
| 5Y (ann.) | 123.59% | -11.22% |
| Metric | 12254755:solusd:triple_med_gx:lsma260_135 | 12254755:SOLUSD |
|---|---|---|
| Max Drawdown | -15.01% | -61.75% |
| Longest DD Days | 79.0 | 324.0 |
| Avg. Drawdown | -4.12% | -16.47% |
| Avg. Drawdown Days | 20.0 | 49.0 |
| Recovery Factor | 16.08 | -0.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-08-06 | -15.01 | 61 |
| 2025-09-22 | 2025-12-10 | -9.91 | 79 |
| 2025-05-15 | 2025-05-23 | -9.83 | 8 |
| 2024-09-21 | 2024-10-15 | -8.15 | 24 |
| 2024-11-13 | 2024-11-14 | -6.07 | 1 |
| 2025-04-15 | 2025-04-17 | -5.65 | 2 |
| 2025-05-24 | 2025-08-05 | -3.96 | 73 |
| 2025-09-03 | 2025-09-09 | -3.64 | 6 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2025-02-10 | 2025-04-12 | -3.47 | 61 |
| Metric | 12254755:solusd:triple_med_gx:lsma260_135 | 12254755:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -6.07% | -18.74% |
| Best Week | 32.32% | 25.06% |
| Worst Week | -12.89% | -26.95% |
| Best Month | 29.46% | 39.21% |
| Worst Month | -11.54% | -46.12% |
| Best Year | 91.7% | 12.78% |
| Worst Year | 78.09% | -26.05% |
| Avg. Up Day | 3.42% | 3.55% |
| Avg. Down Day | -2.01% | -2.53% |
| Avg. Up Week | 7.89% | 9.36% |
| Avg. Down Week | -4.64% | -9.79% |
| Avg. Up Month | 12.86% | 15.23% |
| Avg. Down Month | -11.54% | -17.66% |
| Win Days % | 60.18% | 48.47% |
| Win Month % | 92.31% | 57.89% |
| Win Week % | 68.97% | 49.38% |
| Win Quarter % | 83.33% | 57.14% |
| Win Year % | 100.0% | 50.0% |