| Metric | 12254755:solusd:triple_med_gx:lsma260_135 | 12254755:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 241.41% | -18.0% |
| Max Drawdown | -17.51% | -64.93% |
| Sharpe | 1.29 | 0.13 |
| Sortino | 2.51 | 0.19 |
| Payoff Ratio | 1.38 | 1.25 |
| Profit Factor | 1.63 | 1.02 |
| Common Sense Ratio | 3.12 | 1.01 |
| CPC Index | 1.2 | 0.63 |
| Tail Ratio | 1.91 | 0.99 |
| Outlier Win Ratio | 28.11 | 2.96 |
| Outlier Loss Ratio | 3.79 | 2.76 |
| Volatility (ann.) | 16.67% | 42.23% |
| R^2 | 0.16 | 0.16 |
| Calmar | 7.06 | -0.19 |
| Skew | 5.17 | 0.52 |
| Kurtosis | 78.99 | 7.54 |
| Expected Daily % | 0.06% | -0.01% |
| Expected Monthly % | 6.68% | -1.04% |
| Expected Yearly % | 84.77% | -9.45% |
| Kelly Criterion | 19.87% | 9.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -3.62% |
| Expected Shortfall (cVaR) | -1.38% | -3.62% |
| Year | 12254755:SOLUSD | 12254755:solusd:triple_med_gx:lsma260_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 91.70 | 6.98 | + |
| 2025 | -27.52 | 78.09 | -2.84 | + |
| Metric | 12254755:solusd:triple_med_gx:lsma260_135 | 12254755:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.49% |
| 3M | 4.5% | -36.97% |
| 6M | 18.52% | -17.14% |
| YTD | 78.09% | -27.52% |
| 1Y | 78.09% | -36.85% |
| 3Y (ann.) | 123.59% | -12.2% |
| 5Y (ann.) | 123.59% | -12.2% |
| Metric | 12254755:solusd:triple_med_gx:lsma260_135 | 12254755:SOLUSD |
|---|---|---|
| Max Drawdown | -17.51% | -64.93% |
| Longest DD Days | 80.0 | 325.0 |
| Avg. Drawdown | -3.35% | -11.98% |
| Avg. Drawdown Days | 11.0 | 32.0 |
| Recovery Factor | 13.79 | -0.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-06 | -17.51 | 61 |
| 2024-09-20 | 2024-10-14 | -12.05 | 24 |
| 2025-05-14 | 2025-05-23 | -10.57 | 9 |
| 2025-09-21 | 2025-12-10 | -10.07 | 80 |
| 2025-04-01 | 2025-04-11 | -8.24 | 10 |
| 2024-11-12 | 2024-12-02 | -7.92 | 20 |
| 2024-08-09 | 2024-09-19 | -7.46 | 41 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2024-08-07 | 2024-08-08 | -5.47 | 1 |
| 2024-10-15 | 2024-10-19 | -5.15 | 4 |
| Metric | 12254755:solusd:triple_med_gx:lsma260_135 | 12254755:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -6.14% | -14.23% |
| Best Week | 31.59% | 21.25% |
| Worst Week | -7.76% | -18.95% |
| Best Month | 29.46% | 41.15% |
| Worst Month | -11.54% | -36.08% |
| Best Year | 91.7% | 13.13% |
| Worst Year | 78.09% | -27.52% |
| Avg. Up Day | 1.57% | 1.57% |
| Avg. Down Day | -1.14% | -1.26% |
| Avg. Up Week | 11.03% | 9.72% |
| Avg. Down Week | -3.45% | -8.86% |
| Avg. Up Month | 13.03% | 15.08% |
| Avg. Down Month | -5.86% | -14.11% |
| Win Days % | 53.6% | 49.55% |
| Win Month % | 84.62% | 57.89% |
| Win Week % | 62.96% | 50.62% |
| Win Quarter % | 83.33% | 57.14% |
| Win Year % | 100.0% | 50.0% |