| Metric | 12258820:solusd:triple_med_gx:lsma85_145 | 12258820:SOLUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 91.88% | 19.47% |
| Max Drawdown | -27.25% | -64.93% |
| Sharpe | 0.67 | 0.29 |
| Sortino | 1.14 | 0.44 |
| Payoff Ratio | 1.28 | 1.2 |
| Profit Factor | 1.2 | 1.05 |
| Common Sense Ratio | 1.38 | 1.07 |
| CPC Index | 0.74 | 0.62 |
| Tail Ratio | 1.15 | 1.03 |
| Outlier Win Ratio | 15.79 | 3.06 |
| Outlier Loss Ratio | 3.64 | 3.1 |
| Volatility (ann.) | 23.32% | 42.69% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.51 | 0.24 |
| Skew | 2.94 | 0.62 |
| Kurtosis | 39.1 | 8.27 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.16% | 1.12% |
| Expected Yearly % | 38.52% | 9.3% |
| Kelly Criterion | 7.29% | 7.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.96% | -3.64% |
| Expected Shortfall (cVaR) | -1.96% | -3.64% |
| Year | 12258820:SOLUSD | 12258820:solusd:triple_med_gx:lsma85_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 10.81 | 0.82 | - |
| 2025 | 5.60 | 73.17 | 13.06 | + |
| Metric | 12258820:solusd:triple_med_gx:lsma85_145 | 12258820:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 23.32% | 26.39% |
| 6M | 69.64% | 38.87% |
| YTD | 73.17% | 5.6% |
| 1Y | 81.45% | 47.35% |
| 3Y (ann.) | 68.29% | 15.27% |
| 5Y (ann.) | 68.29% | 15.27% |
| Metric | 12258820:solusd:triple_med_gx:lsma85_145 | 12258820:SOLUSD |
|---|---|---|
| Max Drawdown | -27.25% | -64.93% |
| Longest DD Days | 152.0 | 224.0 |
| Avg. Drawdown | -5.02% | -11.98% |
| Avg. Drawdown Days | 16.0 | 26.0 |
| Recovery Factor | 3.37 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-06 | -27.25 | 61 |
| 2024-08-09 | 2024-11-10 | -19.87 | 93 |
| 2024-11-10 | 2025-04-12 | -17.72 | 152 |
| 2025-06-11 | 2025-08-04 | -12.88 | 54 |
| 2025-05-14 | 2025-06-10 | -10.64 | 27 |
| 2025-04-14 | 2025-05-08 | -6.41 | 24 |
| 2025-08-11 | 2025-08-12 | -5.62 | 1 |
| 2024-08-07 | 2024-08-08 | -5.47 | 1 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2025-08-05 | 2025-08-07 | -3.97 | 1 |
| Metric | 12258820:solusd:triple_med_gx:lsma85_145 | 12258820:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -8.72% | -14.23% |
| Best Week | 31.59% | 21.25% |
| Worst Week | -11.03% | -17.1% |
| Best Month | 24.56% | 41.15% |
| Worst Month | -11.65% | -36.08% |
| Best Year | 73.17% | 13.13% |
| Worst Year | 10.81% | 5.6% |
| Avg. Up Day | 1.67% | 1.67% |
| Avg. Down Day | -1.3% | -1.39% |
| Avg. Up Week | 8.57% | 8.0% |
| Avg. Down Week | -4.65% | -8.04% |
| Avg. Up Month | 13.07% | 17.57% |
| Avg. Down Month | -6.33% | -12.46% |
| Win Days % | 47.97% | 49.56% |
| Win Month % | 61.54% | 56.25% |
| Win Week % | 51.43% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |