| Metric | 12252479:solusd:triple_med_gx:lsma275_130 | 12252479:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 102.08% | 3.1% |
| Max Drawdown | -28.39% | -64.93% |
| Sharpe | 0.84 | 0.23 |
| Sortino | 1.5 | 0.34 |
| Payoff Ratio | 1.42 | 1.37 |
| Profit Factor | 1.4 | 1.04 |
| Common Sense Ratio | 1.8 | 1.06 |
| CPC Index | 0.98 | 0.7 |
| Tail Ratio | 1.28 | 1.02 |
| Outlier Win Ratio | 25.01 | 2.92 |
| Outlier Loss Ratio | 3.34 | 2.9 |
| Volatility (ann.) | 21.05% | 43.08% |
| R^2 | 0.24 | 0.24 |
| Calmar | 3.06 | 0.04 |
| Skew | 3.72 | 0.64 |
| Kurtosis | 81.96 | 8.72 |
| Expected Daily % | 0.04% | 0.0% |
| Expected Monthly % | 5.15% | 0.22% |
| Expected Yearly % | 42.16% | 1.54% |
| Kelly Criterion | 13.49% | 12.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.76% | -3.68% |
| Expected Shortfall (cVaR) | -1.76% | -3.68% |
| Year | 12252479:SOLUSD | 12252479:solusd:triple_med_gx:lsma275_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 49.74 | 3.79 | + |
| 2025 | -8.87 | 34.96 | -3.94 | + |
| Metric | 12252479:solusd:triple_med_gx:lsma275_130 | 12252479:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 17.79% | 36.47% |
| 6M | 34.96% | -8.22% |
| YTD | 34.96% | -8.87% |
| 1Y | 119.05% | 7.09% |
| 3Y (ann.) | 86.78% | 2.75% |
| 5Y (ann.) | 86.78% | 2.75% |
| Metric | 12252479:solusd:triple_med_gx:lsma275_130 | 12252479:SOLUSD |
|---|---|---|
| Max Drawdown | -28.39% | -64.93% |
| Longest DD Days | 130.0 | 178.0 |
| Avg. Drawdown | -4.01% | -11.98% |
| Avg. Drawdown Days | 13.0 | 23.0 |
| Recovery Factor | 3.6 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-14 | -28.39 | 130 |
| 2024-11-30 | 2025-04-09 | -14.52 | 130 |
| 2025-05-14 | 2025-07-17 | -13.76 | 64 |
| 2025-04-09 | 2025-04-11 | -7.47 | 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 |
| 2025-05-04 | 2025-05-07 | -3.33 | 2 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| Metric | 12252479:solusd:triple_med_gx:lsma275_130 | 12252479:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.39% | 21.25% |
| Worst Week | -7.54% | -17.1% |
| Best Month | 36.29% | 41.15% |
| Worst Month | -7.75% | -36.08% |
| Best Year | 49.74% | 13.13% |
| Worst Year | 34.96% | -8.87% |
| Avg. Up Day | 1.9% | 1.91% |
| Avg. Down Day | -1.33% | -1.39% |
| Avg. Up Week | 9.08% | 9.01% |
| Avg. Down Week | -5.35% | -7.93% |
| Avg. Up Month | 23.71% | 19.02% |
| Avg. Down Month | -6.26% | -22.99% |
| Win Days % | 49.16% | 49.3% |
| Win Month % | 62.5% | 57.14% |
| Win Week % | 66.67% | 51.67% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |