| Metric | 12258741:solusd:triple_med_gx:lsma255_145 | 12258741:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 154.12% | -17.79% |
| Max Drawdown | -21.19% | -64.93% |
| Sharpe | 0.97 | 0.13 |
| Sortino | 1.77 | 0.2 |
| Payoff Ratio | 1.46 | 1.36 |
| Profit Factor | 1.59 | 1.02 |
| Common Sense Ratio | 5.08 | 1.01 |
| CPC Index | 1.19 | 0.69 |
| Tail Ratio | 3.2 | 0.99 |
| Outlier Win Ratio | 33.1 | 2.8 |
| Outlier Loss Ratio | 3.46 | 2.63 |
| Volatility (ann.) | 17.29% | 42.24% |
| R^2 | 0.17 | 0.17 |
| Calmar | 3.98 | -0.19 |
| Skew | 4.82 | 0.52 |
| Kurtosis | 130.72 | 7.53 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 5.03% | -1.03% |
| Expected Yearly % | 59.41% | -9.33% |
| Kelly Criterion | 18.11% | 12.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -3.62% |
| Expected Shortfall (cVaR) | -1.44% | -3.62% |
| Year | 12258741:SOLUSD | 12258741:solusd:triple_med_gx:lsma255_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 65.41 | 4.98 | + |
| 2025 | -27.33 | 53.63 | -1.96 | + |
| Metric | 12258741:solusd:triple_med_gx:lsma255_145 | 12258741:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.76% |
| 3M | -1.34% | -36.8% |
| 6M | 9.27% | -14.9% |
| YTD | 53.63% | -27.33% |
| 1Y | 53.63% | -36.69% |
| 3Y (ann.) | 84.26% | -12.05% |
| 5Y (ann.) | 84.26% | -12.05% |
| Metric | 12258741:solusd:triple_med_gx:lsma255_145 | 12258741:SOLUSD |
|---|---|---|
| Max Drawdown | -21.19% | -64.93% |
| Longest DD Days | 133.0 | 324.0 |
| Avg. Drawdown | -3.15% | -11.98% |
| Avg. Drawdown Days | 13.0 | 32.0 |
| Recovery Factor | 7.27 | -0.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-07 | -21.19 | 62 |
| 2024-11-30 | 2025-04-12 | -17.96 | 133 |
| 2025-05-14 | 2025-09-02 | -9.77 | 111 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2025-09-03 | 2025-09-08 | -5.07 | 4 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2025-09-25 | 2025-12-10 | -4.46 | 76 |
| 2024-10-16 | 2024-10-19 | -4.13 | 3 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| Metric | 12258741:solusd:triple_med_gx:lsma255_145 | 12258741:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 19.75% | 21.25% |
| Worst Week | -7.33% | -18.95% |
| Best Month | 25.16% | 41.15% |
| Worst Month | -5.67% | -36.08% |
| Best Year | 65.41% | 13.13% |
| Worst Year | 53.63% | -27.33% |
| Avg. Up Day | 1.72% | 1.74% |
| Avg. Down Day | -1.18% | -1.28% |
| Avg. Up Week | 9.78% | 10.16% |
| Avg. Down Week | -3.1% | -8.15% |
| Avg. Up Month | 15.13% | 15.63% |
| Avg. Down Month | -4.89% | -22.99% |
| Win Days % | 51.45% | 49.57% |
| Win Month % | 72.73% | 57.89% |
| Win Week % | 59.09% | 50.62% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 50.0% |