| Metric | 12258685:solusd:triple_med_gx:lsma255_145 | 12258685:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 71.1% | 19.47% |
| Max Drawdown | -26.76% | -64.93% |
| Sharpe | 0.66 | 0.29 |
| Sortino | 1.16 | 0.44 |
| Payoff Ratio | 1.42 | 1.42 |
| Profit Factor | 1.37 | 1.05 |
| Common Sense Ratio | 2.17 | 1.07 |
| CPC Index | 0.92 | 0.74 |
| Tail Ratio | 1.59 | 1.03 |
| Outlier Win Ratio | 32.33 | 2.76 |
| Outlier Loss Ratio | 3.28 | 2.77 |
| Volatility (ann.) | 18.78% | 42.69% |
| R^2 | 0.19 | 0.19 |
| Calmar | 2.0 | 0.24 |
| Skew | 4.35 | 0.62 |
| Kurtosis | 114.33 | 8.27 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.41% | 1.12% |
| Expected Yearly % | 30.8% | 9.3% |
| Kelly Criterion | 10.33% | 14.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -3.64% |
| Expected Shortfall (cVaR) | -1.58% | -3.64% |
| Year | 12258685:SOLUSD | 12258685:solusd:triple_med_gx:lsma255_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 37.76 | 2.88 | + |
| 2025 | 5.60 | 24.20 | 4.32 | + |
| Metric | 12258685:solusd:triple_med_gx:lsma255_145 | 12258685:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -0.8% | 26.39% |
| 6M | 36.64% | 38.87% |
| YTD | 24.2% | 5.6% |
| 1Y | 79.64% | 47.35% |
| 3Y (ann.) | 53.56% | 15.27% |
| 5Y (ann.) | 53.56% | 15.27% |
| Metric | 12258685:solusd:triple_med_gx:lsma255_145 | 12258685:SOLUSD |
|---|---|---|
| Max Drawdown | -26.76% | -64.93% |
| Longest DD Days | 136.0 | 224.0 |
| Avg. Drawdown | -4.48% | -11.98% |
| Avg. Drawdown Days | 19.0 | 26.0 |
| Recovery Factor | 2.66 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-19 | -26.76 | 136 |
| 2024-11-30 | 2025-04-12 | -21.62 | 133 |
| 2025-05-14 | 2025-09-01 | -15.23 | 110 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2025-04-17 | 2025-05-08 | -3.63 | 20 |
| 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 |
| 2024-11-08 | 2024-11-10 | -2.52 | 1 |
| Metric | 12258685:solusd:triple_med_gx:lsma255_145 | 12258685:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 23.01% | 21.25% |
| Worst Week | -9.11% | -17.1% |
| Best Month | 31.99% | 41.15% |
| Worst Month | -9.11% | -36.08% |
| Best Year | 37.76% | 13.13% |
| Worst Year | 24.2% | 5.6% |
| Avg. Up Day | 1.93% | 1.94% |
| Avg. Down Day | -1.36% | -1.36% |
| Avg. Up Week | 7.9% | 8.78% |
| Avg. Down Week | -4.19% | -8.65% |
| Avg. Up Month | 16.39% | 17.78% |
| Avg. Down Month | -6.5% | -22.99% |
| Win Days % | 47.43% | 49.56% |
| Win Month % | 60.0% | 56.25% |
| Win Week % | 60.0% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |