| Metric | 12258881:solusd:triple_med_gx:lsma95_145 | 12258881:SOLUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 50.63% | 19.47% |
| Max Drawdown | -30.75% | -64.93% |
| Sharpe | 0.48 | 0.29 |
| Sortino | 0.77 | 0.44 |
| Payoff Ratio | 1.22 | 1.2 |
| Profit Factor | 1.13 | 1.05 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.66 | 0.62 |
| Tail Ratio | 1.14 | 1.03 |
| Outlier Win Ratio | 15.78 | 3.02 |
| Outlier Loss Ratio | 3.71 | 3.13 |
| Volatility (ann.) | 22.02% | 42.69% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.26 | 0.24 |
| Skew | 2.11 | 0.62 |
| Kurtosis | 28.92 | 8.27 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.59% | 1.12% |
| Expected Yearly % | 22.73% | 9.3% |
| Kelly Criterion | 4.9% | 7.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.87% | -3.64% |
| Expected Shortfall (cVaR) | -1.87% | -3.64% |
| Year | 12258881:SOLUSD | 12258881:solusd:triple_med_gx:lsma95_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 19.65 | 1.50 | + |
| 2025 | 5.60 | 25.89 | 4.62 | + |
| Metric | 12258881:solusd:triple_med_gx:lsma95_145 | 12258881:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 11.89% | 26.39% |
| 6M | 39.6% | 38.87% |
| YTD | 25.89% | 5.6% |
| 1Y | 40.38% | 47.35% |
| 3Y (ann.) | 38.71% | 15.27% |
| 5Y (ann.) | 38.71% | 15.27% |
| Metric | 12258881:solusd:triple_med_gx:lsma95_145 | 12258881:SOLUSD |
|---|---|---|
| Max Drawdown | -30.75% | -64.93% |
| Longest DD Days | 156.0 | 224.0 |
| Avg. Drawdown | -7.5% | -11.98% |
| Avg. Drawdown Days | 25.0 | 26.0 |
| Recovery Factor | 1.65 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-10 | -30.75 | 156 |
| 2024-06-05 | 2024-08-06 | -27.11 | 61 |
| 2024-08-09 | 2024-10-20 | -17.87 | 72 |
| 2025-05-14 | 2025-08-12 | -14.91 | 90 |
| 2025-08-14 | 2025-09-01 | -6.81 | 18 |
| 2024-08-07 | 2024-08-08 | -5.47 | 1 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-12-04 | 2024-12-05 | -3.74 | 1 |
| 2024-08-06 | 2024-08-06 | -2.62 | 0 |
| 2024-06-02 | 2024-06-04 | -2.44 | 2 |
| Metric | 12258881:solusd:triple_med_gx:lsma95_145 | 12258881:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -5.77% | -14.23% |
| Best Week | 34.54% | 21.25% |
| Worst Week | -12.0% | -17.1% |
| Best Month | 22.24% | 41.15% |
| Worst Month | -12.22% | -36.08% |
| Best Year | 25.89% | 13.13% |
| Worst Year | 19.65% | 5.6% |
| Avg. Up Day | 1.57% | 1.57% |
| Avg. Down Day | -1.29% | -1.31% |
| Avg. Up Week | 7.65% | 8.36% |
| Avg. Down Week | -4.37% | -8.25% |
| Avg. Up Month | 9.35% | 18.3% |
| Avg. Down Month | -7.66% | -17.19% |
| Win Days % | 47.73% | 49.56% |
| Win Month % | 61.54% | 56.25% |
| Win Week % | 51.35% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |