| Metric | 12252364:solusd:triple_med_gx:lsma275_130 | 12252364:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 54.73% | 15.38% |
| Max Drawdown | -29.09% | -61.75% |
| Sharpe | 0.99 | 0.55 |
| Sortino | 1.59 | 0.81 |
| Payoff Ratio | 1.34 | 1.36 |
| Profit Factor | 1.45 | 1.08 |
| Common Sense Ratio | 2.51 | 1.17 |
| CPC Index | 1.04 | 0.72 |
| Tail Ratio | 1.74 | 1.08 |
| Outlier Win Ratio | 26.56 | 2.95 |
| Outlier Loss Ratio | 2.8 | 2.54 |
| Volatility (ann.) | 40.22% | 85.83% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.28 | 0.18 |
| Skew | 1.31 | 0.14 |
| Kurtosis | 40.73 | 3.01 |
| Expected Daily % | 0.09% | 0.03% |
| Expected Monthly % | 2.6% | 0.85% |
| Expected Yearly % | 24.39% | 7.42% |
| Kelly Criterion | 19.21% | 11.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.35% | -7.26% |
| Expected Shortfall (cVaR) | -3.35% | -7.26% |
| Year | 12252364:SOLUSD | 12252364:solusd:triple_med_gx:lsma275_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 42.06 | 3.29 | + |
| 2025 | 2.31 | 8.92 | 3.87 | + |
| Metric | 12252364:solusd:triple_med_gx:lsma275_130 | 12252364:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | 0.42% | 20.18% |
| 6M | 14.25% | 46.71% |
| YTD | 8.92% | 2.31% |
| 1Y | 56.77% | 24.83% |
| 3Y (ann.) | 37.35% | 10.96% |
| 5Y (ann.) | 37.35% | 10.96% |
| Metric | 12252364:solusd:triple_med_gx:lsma275_130 | 12252364:SOLUSD |
|---|---|---|
| Max Drawdown | -29.09% | -61.75% |
| Longest DD Days | 159.0 | 269.0 |
| Avg. Drawdown | -11.36% | -16.47% |
| Avg. Drawdown Days | 65.0 | 44.0 |
| Recovery Factor | 1.88 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-01 | 2025-05-09 | -29.09 | 159 |
| 2024-06-06 | 2024-10-21 | -27.24 | 137 |
| 2025-05-15 | 2025-10-16 | -17.41 | 154 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2024-06-02 | 2024-06-05 | -1.43 | 3 |
| 2024-11-05 | 2024-11-06 | -0.44 | 1 |
| 2024-11-11 | 2024-11-12 | -0.30 | 1 |
| Metric | 12252364:solusd:triple_med_gx:lsma275_130 | 12252364:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 23.65% | 25.06% |
| Worst Week | -12.51% | -26.95% |
| Best Month | 38.66% | 39.21% |
| Worst Month | -12.51% | -46.12% |
| Best Year | 42.06% | 12.78% |
| Worst Year | 8.92% | 2.31% |
| Avg. Up Day | 3.7% | 3.91% |
| Avg. Down Day | -2.75% | -2.88% |
| Avg. Up Week | 8.26% | 10.76% |
| Avg. Down Week | -5.04% | -8.98% |
| Avg. Up Month | 15.69% | 15.03% |
| Avg. Down Month | -6.22% | -27.7% |
| Win Days % | 53.68% | 48.8% |
| Win Month % | 50.0% | 58.82% |
| Win Week % | 59.09% | 50.68% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |