| Metric | 12252477:solusd:triple_med_gx:lsma295_130 | 12252477:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 130.08% | 3.1% |
| Max Drawdown | -25.89% | -64.93% |
| Sharpe | 0.97 | 0.23 |
| Sortino | 1.73 | 0.34 |
| Payoff Ratio | 1.43 | 1.37 |
| Profit Factor | 1.45 | 1.04 |
| Common Sense Ratio | 1.85 | 1.06 |
| CPC Index | 1.03 | 0.7 |
| Tail Ratio | 1.28 | 1.02 |
| Outlier Win Ratio | 23.24 | 2.94 |
| Outlier Loss Ratio | 3.37 | 2.94 |
| Volatility (ann.) | 21.48% | 43.08% |
| R^2 | 0.25 | 0.25 |
| Calmar | 4.23 | 0.04 |
| Skew | 3.56 | 0.64 |
| Kurtosis | 75.77 | 8.72 |
| Expected Daily % | 0.05% | 0.0% |
| Expected Monthly % | 6.13% | 0.22% |
| Expected Yearly % | 51.68% | 1.54% |
| Kelly Criterion | 14.96% | 12.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.79% | -3.68% |
| Expected Shortfall (cVaR) | -1.79% | -3.68% |
| Year | 12252477:SOLUSD | 12252477:solusd:triple_med_gx:lsma295_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 73.13 | 5.57 | + |
| 2025 | -8.87 | 32.89 | -3.71 | + |
| Metric | 12252477:solusd:triple_med_gx:lsma295_130 | 12252477:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 14.6% | 36.47% |
| 6M | 32.89% | -8.22% |
| YTD | 32.89% | -8.87% |
| 1Y | 140.99% | 7.09% |
| 3Y (ann.) | 109.59% | 2.75% |
| 5Y (ann.) | 109.59% | 2.75% |
| Metric | 12252477:solusd:triple_med_gx:lsma295_130 | 12252477:SOLUSD |
|---|---|---|
| Max Drawdown | -25.89% | -64.93% |
| Longest DD Days | 129.0 | 178.0 |
| Avg. Drawdown | -3.88% | -11.98% |
| Avg. Drawdown Days | 10.0 | 23.0 |
| Recovery Factor | 5.02 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-08 | -25.89 | 63 |
| 2025-05-14 | 2025-07-17 | -16.09 | 64 |
| 2024-11-30 | 2025-04-08 | -9.85 | 129 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| 2025-04-09 | 2025-04-11 | -7.47 | 1 |
| 2025-04-08 | 2025-04-09 | -7.33 | 1 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2024-10-15 | 2024-10-19 | -5.15 | 4 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-10-21 | 2024-11-05 | -4.26 | 15 |
| Metric | 12252477:solusd:triple_med_gx:lsma295_130 | 12252477:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.39% | 21.25% |
| Worst Week | -8.72% | -17.1% |
| Best Month | 36.29% | 41.15% |
| Worst Month | -6.15% | -36.08% |
| Best Year | 73.13% | 13.13% |
| Worst Year | 32.89% | -8.87% |
| Avg. Up Day | 1.91% | 1.91% |
| Avg. Down Day | -1.34% | -1.39% |
| Avg. Up Week | 8.99% | 8.54% |
| Avg. Down Week | -3.83% | -7.56% |
| Avg. Up Month | 22.98% | 19.02% |
| Avg. Down Month | -5.34% | -24.19% |
| Win Days % | 50.0% | 49.3% |
| Win Month % | 75.0% | 57.14% |
| Win Week % | 65.0% | 51.67% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |