| Metric | 12252533:solusd:triple_med_gx:lsma255_130 | 12252533:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 180.22% | 20.96% |
| Max Drawdown | -26.39% | -64.93% |
| Sharpe | 1.06 | 0.29 |
| Sortino | 1.89 | 0.43 |
| Payoff Ratio | 1.41 | 1.37 |
| Profit Factor | 1.54 | 1.04 |
| Common Sense Ratio | 2.41 | 1.08 |
| CPC Index | 1.12 | 0.71 |
| Tail Ratio | 1.56 | 1.04 |
| Outlier Win Ratio | 26.52 | 2.96 |
| Outlier Loss Ratio | 3.42 | 2.77 |
| Volatility (ann.) | 19.58% | 42.26% |
| R^2 | 0.22 | 0.22 |
| Calmar | 4.25 | 0.23 |
| Skew | 3.74 | 0.58 |
| Kurtosis | 90.18 | 8.13 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 6.25% | 1.13% |
| Expected Yearly % | 67.4% | 9.98% |
| Kelly Criterion | 17.45% | 12.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.63% | -3.6% |
| Expected Shortfall (cVaR) | -1.63% | -3.6% |
| Year | 12252533:SOLUSD | 12252533:solusd:triple_med_gx:lsma255_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 74.51 | 5.67 | + |
| 2025 | 6.92 | 60.58 | 8.76 | + |
| Metric | 12252533:solusd:triple_med_gx:lsma255_130 | 12252533:SOLUSD |
|---|---|---|
| MTD | 0.0% | -3.29% |
| 3M | 17.49% | 24.43% |
| 6M | 41.06% | 56.02% |
| YTD | 60.58% | 6.92% |
| 1Y | 140.91% | 36.69% |
| 3Y (ann.) | 112.16% | 14.9% |
| 5Y (ann.) | 112.16% | 14.9% |
| Metric | 12252533:solusd:triple_med_gx:lsma255_130 | 12252533:SOLUSD |
|---|---|---|
| Max Drawdown | -26.39% | -64.93% |
| Longest DD Days | 135.0 | 268.0 |
| Avg. Drawdown | -3.64% | -11.98% |
| Avg. Drawdown Days | 13.0 | 29.0 |
| Recovery Factor | 6.83 | 0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-09-19 | -26.39 | 105 |
| 2025-05-14 | 2025-09-26 | -14.92 | 135 |
| 2024-11-30 | 2025-04-09 | -12.19 | 130 |
| 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 |
| 2024-10-15 | 2024-10-19 | -5.15 | 4 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-09-20 | 2024-10-07 | -3.56 | 16 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| Metric | 12252533:solusd:triple_med_gx:lsma255_130 | 12252533:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 23.01% | 21.25% |
| Worst Week | -3.5% | -18.95% |
| Best Month | 34.14% | 41.15% |
| Worst Month | -4.44% | -36.08% |
| Best Year | 74.51% | 13.13% |
| Worst Year | 60.58% | 6.92% |
| Avg. Up Day | 1.75% | 1.75% |
| Avg. Down Day | -1.24% | -1.28% |
| Avg. Up Week | 9.02% | 9.96% |
| Avg. Down Week | -2.31% | -8.21% |
| Avg. Up Month | 17.27% | 15.63% |
| Avg. Down Month | -2.85% | -21.22% |
| Win Days % | 51.68% | 49.63% |
| Win Month % | 66.67% | 58.82% |
| Win Week % | 59.26% | 53.42% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |