| Metric | 12258582:solusd:triple_med_gx:lsma295_145 | 12258582:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 89.83% | 19.47% |
| Max Drawdown | -27.91% | -64.93% |
| Sharpe | 0.74 | 0.29 |
| Sortino | 1.28 | 0.44 |
| Payoff Ratio | 1.33 | 1.25 |
| Profit Factor | 1.37 | 1.05 |
| Common Sense Ratio | 1.87 | 1.07 |
| CPC Index | 0.91 | 0.65 |
| Tail Ratio | 1.36 | 1.03 |
| Outlier Win Ratio | 28.48 | 2.89 |
| Outlier Loss Ratio | 3.22 | 2.91 |
| Volatility (ann.) | 19.77% | 42.69% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.4 | 0.24 |
| Skew | 3.75 | 0.62 |
| Kurtosis | 93.86 | 8.27 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.09% | 1.12% |
| Expected Yearly % | 37.78% | 9.3% |
| Kelly Criterion | 12.63% | 9.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.66% | -3.64% |
| Expected Shortfall (cVaR) | -1.66% | -3.64% |
| Year | 12258582:SOLUSD | 12258582:solusd:triple_med_gx:lsma295_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 43.22 | 3.29 | + |
| 2025 | 5.60 | 32.55 | 5.81 | + |
| Metric | 12258582:solusd:triple_med_gx:lsma295_145 | 12258582:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -7.79% | 26.39% |
| 6M | 30.8% | 38.87% |
| YTD | 32.55% | 5.6% |
| 1Y | 102.29% | 47.35% |
| 3Y (ann.) | 66.85% | 15.27% |
| 5Y (ann.) | 66.85% | 15.27% |
| Metric | 12258582:solusd:triple_med_gx:lsma295_145 | 12258582:SOLUSD |
|---|---|---|
| Max Drawdown | -27.91% | -64.93% |
| Longest DD Days | 137.0 | 224.0 |
| Avg. Drawdown | -4.23% | -11.98% |
| Avg. Drawdown Days | 16.0 | 26.0 |
| Recovery Factor | 3.22 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-20 | -27.91 | 137 |
| 2025-05-14 | 2025-09-01 | -19.32 | 110 |
| 2025-02-04 | 2025-04-09 | -11.38 | 64 |
| 2024-11-29 | 2025-02-03 | -10.11 | 66 |
| 2025-04-09 | 2025-04-11 | -7.47 | 1 |
| 2025-04-14 | 2025-05-05 | -6.25 | 21 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2025-04-13 | 2025-04-14 | -2.95 | 1 |
| Metric | 12258582:solusd:triple_med_gx:lsma295_145 | 12258582:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 26.46% | 21.25% |
| Worst Week | -8.43% | -17.1% |
| Best Month | 38.35% | 41.15% |
| Worst Month | -7.19% | -36.08% |
| Best Year | 43.22% | 13.13% |
| Worst Year | 32.55% | 5.6% |
| Avg. Up Day | 1.85% | 1.85% |
| Avg. Down Day | -1.39% | -1.48% |
| Avg. Up Week | 9.01% | 9.15% |
| Avg. Down Week | -5.13% | -8.07% |
| Avg. Up Month | 22.83% | 19.02% |
| Avg. Down Month | -5.47% | -16.44% |
| Win Days % | 50.17% | 49.56% |
| Win Month % | 60.0% | 56.25% |
| Win Week % | 72.22% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |