| Metric | 12254529:solusd:triple_med_gx:lsma260_135 | 12254529:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 183.79% | -16.6% |
| Max Drawdown | -23.05% | -61.75% |
| Sharpe | 2.03 | 0.28 |
| Sortino | 3.96 | 0.42 |
| Payoff Ratio | 1.75 | 1.62 |
| Profit Factor | 2.27 | 1.04 |
| Common Sense Ratio | 11.72 | 1.07 |
| CPC Index | 2.29 | 0.82 |
| Tail Ratio | 5.17 | 1.03 |
| Outlier Win Ratio | 25.6 | 2.98 |
| Outlier Loss Ratio | 3.28 | 2.4 |
| Volatility (ann.) | 36.89% | 85.01% |
| R^2 | 0.18 | 0.18 |
| Calmar | 4.26 | -0.18 |
| Skew | 2.74 | 0.15 |
| Kurtosis | 45.77 | 2.92 |
| Expected Daily % | 0.19% | -0.03% |
| Expected Monthly % | 5.64% | -0.95% |
| Expected Yearly % | 68.46% | -8.68% |
| Kelly Criterion | 33.19% | 16.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.97% | -7.25% |
| Expected Shortfall (cVaR) | -2.97% | -7.25% |
| Year | 12254529:SOLUSD | 12254529:solusd:triple_med_gx:lsma260_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 67.55 | 5.29 | + |
| 2025 | -26.05 | 69.38 | -2.66 | + |
| Metric | 12254529:solusd:triple_med_gx:lsma260_135 | 12254529:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.5% |
| 3M | 7.61% | -32.85% |
| 6M | 13.41% | -7.15% |
| YTD | 69.38% | -26.05% |
| 1Y | 69.38% | -40.18% |
| 3Y (ann.) | 98.08% | -11.22% |
| 5Y (ann.) | 98.08% | -11.22% |
| Metric | 12254529:solusd:triple_med_gx:lsma260_135 | 12254529:SOLUSD |
|---|---|---|
| Max Drawdown | -23.05% | -61.75% |
| Longest DD Days | 135.0 | 324.0 |
| Avg. Drawdown | -5.31% | -16.47% |
| Avg. Drawdown Days | 34.0 | 49.0 |
| Recovery Factor | 7.97 | -0.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-09-20 | -23.05 | 106 |
| 2025-05-15 | 2025-09-27 | -11.06 | 135 |
| 2024-11-30 | 2025-04-10 | -10.76 | 131 |
| 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 |
| 2024-06-02 | 2024-06-05 | -1.43 | 3 |
| 2024-10-16 | 2024-10-19 | -1.06 | 3 |
| 2024-10-22 | 2024-11-05 | -0.87 | 14 |
| 2024-11-11 | 2024-11-12 | -0.30 | 1 |
| Metric | 12254529:solusd:triple_med_gx:lsma260_135 | 12254529:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 26.03% | 25.06% |
| Worst Week | -6.73% | -26.95% |
| Best Month | 37.63% | 39.21% |
| Worst Month | -5.12% | -46.12% |
| Best Year | 69.38% | 12.78% |
| Worst Year | 67.55% | -26.05% |
| Avg. Up Day | 4.05% | 4.13% |
| Avg. Down Day | -2.31% | -2.55% |
| Avg. Up Week | 7.67% | 9.89% |
| Avg. Down Week | -4.13% | -12.58% |
| Avg. Up Month | 18.62% | 14.63% |
| Avg. Down Month | -4.1% | -28.86% |
| Win Days % | 57.45% | 48.47% |
| Win Month % | 72.73% | 57.89% |
| Win Week % | 75.0% | 49.38% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 50.0% |