| Metric | 12252471:solusd:triple_med_gx:lsma255_130 | 12252471:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 157.3% | -18.0% |
| Max Drawdown | -25.33% | -64.93% |
| Sharpe | 0.94 | 0.13 |
| Sortino | 1.71 | 0.19 |
| Payoff Ratio | 1.46 | 1.37 |
| Profit Factor | 1.53 | 1.02 |
| Common Sense Ratio | 2.79 | 1.01 |
| CPC Index | 1.13 | 0.69 |
| Tail Ratio | 1.83 | 0.99 |
| Outlier Win Ratio | 30.47 | 2.83 |
| Outlier Loss Ratio | 3.43 | 2.68 |
| Volatility (ann.) | 18.08% | 42.23% |
| R^2 | 0.18 | 0.18 |
| Calmar | 3.39 | -0.19 |
| Skew | 4.39 | 0.52 |
| Kurtosis | 111.65 | 7.54 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 5.1% | -1.04% |
| Expected Yearly % | 60.41% | -9.45% |
| Kelly Criterion | 16.64% | 12.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -3.62% |
| Expected Shortfall (cVaR) | -1.51% | -3.62% |
| Year | 12252471:SOLUSD | 12252471:solusd:triple_med_gx:lsma255_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 64.36 | 4.90 | + |
| 2025 | -27.52 | 56.55 | -2.05 | + |
| Metric | 12252471:solusd:triple_med_gx:lsma255_130 | 12252471:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.49% |
| 3M | 0.02% | -36.97% |
| 6M | 6.49% | -17.14% |
| YTD | 56.55% | -27.52% |
| 1Y | 56.55% | -36.85% |
| 3Y (ann.) | 85.76% | -12.2% |
| 5Y (ann.) | 85.76% | -12.2% |
| Metric | 12252471:solusd:triple_med_gx:lsma255_130 | 12252471:SOLUSD |
|---|---|---|
| Max Drawdown | -25.33% | -64.93% |
| Longest DD Days | 210.0 | 325.0 |
| Avg. Drawdown | -3.63% | -11.98% |
| Avg. Drawdown Days | 16.0 | 32.0 |
| Recovery Factor | 6.21 | -0.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-09-18 | -25.33 | 105 |
| 2024-11-30 | 2025-04-09 | -15.65 | 130 |
| 2025-05-14 | 2025-12-10 | -12.78 | 210 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| 2025-04-09 | 2025-04-11 | -7.47 | 1 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-10-21 | 2024-11-05 | -4.26 | 15 |
| 2024-10-16 | 2024-10-19 | -4.13 | 3 |
| 2025-05-04 | 2025-05-07 | -3.33 | 2 |
| Metric | 12252471:solusd:triple_med_gx:lsma255_130 | 12252471:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.39% | 21.25% |
| Worst Week | -7.89% | -18.95% |
| Best Month | 36.29% | 41.15% |
| Worst Month | -5.67% | -36.08% |
| Best Year | 64.36% | 13.13% |
| Worst Year | 56.55% | -27.52% |
| Avg. Up Day | 1.77% | 1.78% |
| Avg. Down Day | -1.22% | -1.3% |
| Avg. Up Week | 8.32% | 9.5% |
| Avg. Down Week | -3.15% | -7.67% |
| Avg. Up Month | 19.42% | 15.49% |
| Avg. Down Month | -4.86% | -22.99% |
| Win Days % | 50.6% | 49.55% |
| Win Month % | 63.64% | 57.89% |
| Win Week % | 66.67% | 50.62% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 50.0% |