| Metric | 12252471:solusd:triple_med_gx:lsma255_130 | 12252471:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 157.3% | -16.6% |
| Max Drawdown | -23.07% | -61.75% |
| Sharpe | 1.87 | 0.28 |
| Sortino | 3.64 | 0.42 |
| Payoff Ratio | 1.77 | 1.53 |
| Profit Factor | 2.13 | 1.04 |
| Common Sense Ratio | 5.03 | 1.07 |
| CPC Index | 2.09 | 0.77 |
| Tail Ratio | 2.36 | 1.03 |
| Outlier Win Ratio | 26.89 | 3.02 |
| Outlier Loss Ratio | 3.22 | 2.31 |
| Volatility (ann.) | 36.56% | 85.01% |
| R^2 | 0.18 | 0.18 |
| Calmar | 3.72 | -0.18 |
| Skew | 2.8 | 0.15 |
| Kurtosis | 47.18 | 2.92 |
| Expected Daily % | 0.17% | -0.03% |
| Expected Monthly % | 5.1% | -0.95% |
| Expected Yearly % | 60.41% | -8.68% |
| Kelly Criterion | 30.75% | 14.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.96% | -7.25% |
| Expected Shortfall (cVaR) | -2.96% | -7.25% |
| Year | 12252471:SOLUSD | 12252471:solusd:triple_med_gx:lsma255_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 64.36 | 5.04 | + |
| 2025 | -26.05 | 56.55 | -2.17 | + |
| Metric | 12252471:solusd:triple_med_gx:lsma255_130 | 12252471:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.5% |
| 3M | 3.15% | -32.85% |
| 6M | 6.49% | -7.15% |
| YTD | 56.55% | -26.05% |
| 1Y | 56.55% | -40.18% |
| 3Y (ann.) | 85.76% | -11.22% |
| 5Y (ann.) | 85.76% | -11.22% |
| Metric | 12252471:solusd:triple_med_gx:lsma255_130 | 12252471:SOLUSD |
|---|---|---|
| Max Drawdown | -23.07% | -61.75% |
| Longest DD Days | 209.0 | 324.0 |
| Avg. Drawdown | -5.92% | -16.47% |
| Avg. Drawdown Days | 40.0 | 49.0 |
| Recovery Factor | 6.82 | -0.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-09-19 | -23.07 | 105 |
| 2024-12-01 | 2025-04-12 | -14.20 | 132 |
| 2025-05-15 | 2025-12-10 | -11.29 | 209 |
| 2024-10-08 | 2024-10-14 | -5.67 | 6 |
| 2025-04-15 | 2025-04-17 | -5.65 | 2 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2024-10-22 | 2024-11-06 | -2.56 | 15 |
| 2025-05-05 | 2025-05-08 | -2.02 | 3 |
| 2024-06-02 | 2024-06-05 | -1.43 | 3 |
| 2024-10-16 | 2024-10-19 | -1.06 | 3 |
| Metric | 12252471:solusd:triple_med_gx:lsma255_130 | 12252471:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 23.96% | 25.06% |
| Worst Week | -6.89% | -26.95% |
| Best Month | 39.76% | 39.21% |
| Worst Month | -8.01% | -46.12% |
| Best Year | 64.36% | 12.78% |
| Worst Year | 56.55% | -26.05% |
| Avg. Up Day | 4.06% | 4.13% |
| Avg. Down Day | -2.3% | -2.7% |
| Avg. Up Week | 8.21% | 9.58% |
| Avg. Down Week | -4.43% | -9.49% |
| Avg. Up Month | 17.12% | 14.63% |
| Avg. Down Month | -5.64% | -28.86% |
| Win Days % | 55.79% | 48.47% |
| Win Month % | 72.73% | 57.89% |
| Win Week % | 66.67% | 49.38% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 50.0% |