| Metric | 12258580:solusd:triple_med_gx:lsma285_145 | 12258580:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 121.58% | 15.38% |
| Max Drawdown | -29.37% | -61.75% |
| Sharpe | 1.71 | 0.55 |
| Sortino | 3.16 | 0.81 |
| Payoff Ratio | 1.42 | 1.44 |
| Profit Factor | 1.93 | 1.08 |
| Common Sense Ratio | 5.56 | 1.17 |
| CPC Index | 1.63 | 0.76 |
| Tail Ratio | 2.89 | 1.08 |
| Outlier Win Ratio | 25.56 | 2.92 |
| Outlier Loss Ratio | 2.83 | 2.39 |
| Volatility (ann.) | 37.78% | 85.83% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.67 | 0.18 |
| Skew | 2.52 | 0.14 |
| Kurtosis | 45.05 | 3.01 |
| Expected Daily % | 0.16% | 0.03% |
| Expected Monthly % | 4.79% | 0.85% |
| Expected Yearly % | 48.85% | 7.42% |
| Kelly Criterion | 30.8% | 13.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.08% | -7.26% |
| Expected Shortfall (cVaR) | -3.08% | -7.26% |
| Year | 12258580:SOLUSD | 12258580:solusd:triple_med_gx:lsma285_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 37.65 | 2.95 | + |
| 2025 | 2.31 | 60.97 | 26.44 | + |
| Metric | 12258580:solusd:triple_med_gx:lsma285_145 | 12258580:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | 8.56% | 20.18% |
| 6M | 29.5% | 46.71% |
| YTD | 60.97% | 2.31% |
| 1Y | 143.07% | 24.83% |
| 3Y (ann.) | 78.33% | 10.96% |
| 5Y (ann.) | 78.33% | 10.96% |
| Metric | 12258580:solusd:triple_med_gx:lsma285_145 | 12258580:SOLUSD |
|---|---|---|
| Max Drawdown | -29.37% | -61.75% |
| Longest DD Days | 153.0 | 269.0 |
| Avg. Drawdown | -7.58% | -16.47% |
| Avg. Drawdown Days | 43.0 | 44.0 |
| Recovery Factor | 4.14 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-11-06 | -29.37 | 153 |
| 2025-05-15 | 2025-09-12 | -15.94 | 120 |
| 2025-09-25 | 2025-10-16 | -8.23 | 21 |
| 2024-12-01 | 2025-02-04 | -6.41 | 65 |
| 2025-04-15 | 2025-04-17 | -5.65 | 2 |
| 2025-02-06 | 2025-04-10 | -4.77 | 63 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2024-06-02 | 2024-06-05 | -1.43 | 3 |
| 2024-11-11 | 2024-11-12 | -0.30 | 1 |
| 2025-04-11 | 2025-04-12 | -0.08 | 1 |
| Metric | 12258580:solusd:triple_med_gx:lsma285_145 | 12258580:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 26.03% | 25.06% |
| Worst Week | -14.37% | -26.95% |
| Best Month | 41.87% | 39.21% |
| Worst Month | -11.73% | -46.12% |
| Best Year | 60.97% | 12.78% |
| Worst Year | 37.65% | 2.31% |
| Avg. Up Day | 3.71% | 3.97% |
| Avg. Down Day | -2.6% | -2.77% |
| Avg. Up Week | 8.98% | 10.11% |
| Avg. Down Week | -6.03% | -9.91% |
| Avg. Up Month | 21.4% | 15.03% |
| Avg. Down Month | -7.12% | -20.22% |
| Win Days % | 59.34% | 48.8% |
| Win Month % | 70.0% | 58.82% |
| Win Week % | 73.91% | 50.68% |
| Win Quarter % | 83.33% | 57.14% |
| Win Year % | 100.0% | 100.0% |