| Metric | 12254529:solusd:triple_med_gx:lsma260_135 | 12254529:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 183.79% | -18.0% |
| Max Drawdown | -25.31% | -64.93% |
| Sharpe | 1.02 | 0.13 |
| Sortino | 1.86 | 0.19 |
| Payoff Ratio | 1.41 | 1.36 |
| Profit Factor | 1.58 | 1.02 |
| Common Sense Ratio | 3.2 | 1.01 |
| CPC Index | 1.16 | 0.69 |
| Tail Ratio | 2.02 | 0.99 |
| Outlier Win Ratio | 30.24 | 2.89 |
| Outlier Loss Ratio | 3.36 | 2.72 |
| Volatility (ann.) | 18.26% | 42.23% |
| R^2 | 0.19 | 0.19 |
| Calmar | 3.88 | -0.19 |
| Skew | 4.26 | 0.52 |
| Kurtosis | 107.53 | 7.54 |
| Expected Daily % | 0.05% | -0.01% |
| Expected Monthly % | 5.64% | -1.04% |
| Expected Yearly % | 68.46% | -9.45% |
| Kelly Criterion | 18.32% | 12.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.52% | -3.62% |
| Expected Shortfall (cVaR) | -1.52% | -3.62% |
| Year | 12254529:SOLUSD | 12254529:solusd:triple_med_gx:lsma260_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 67.55 | 5.14 | + |
| 2025 | -27.52 | 69.38 | -2.52 | + |
| Metric | 12254529:solusd:triple_med_gx:lsma260_135 | 12254529:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.49% |
| 3M | 2.86% | -36.97% |
| 6M | 13.41% | -17.14% |
| YTD | 69.38% | -27.52% |
| 1Y | 69.38% | -36.85% |
| 3Y (ann.) | 98.08% | -12.2% |
| 5Y (ann.) | 98.08% | -12.2% |
| Metric | 12254529:solusd:triple_med_gx:lsma260_135 | 12254529:SOLUSD |
|---|---|---|
| Max Drawdown | -25.31% | -64.93% |
| Longest DD Days | 148.0 | 325.0 |
| Avg. Drawdown | -3.6% | -11.98% |
| Avg. Drawdown Days | 14.0 | 32.0 |
| Recovery Factor | 7.26 | -0.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-09-20 | -25.31 | 106 |
| 2024-11-12 | 2025-04-09 | -14.15 | 148 |
| 2025-05-14 | 2025-09-26 | -12.55 | 135 |
| 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 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| Metric | 12254529:solusd:triple_med_gx:lsma260_135 | 12254529:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 26.46% | 21.25% |
| Worst Week | -5.12% | -18.95% |
| Best Month | 37.63% | 41.15% |
| Worst Month | -5.12% | -36.08% |
| Best Year | 69.38% | 13.13% |
| Worst Year | 67.55% | -27.52% |
| Avg. Up Day | 1.77% | 1.78% |
| Avg. Down Day | -1.26% | -1.31% |
| Avg. Up Week | 8.3% | 9.5% |
| Avg. Down Week | -2.9% | -8.65% |
| Avg. Up Month | 18.13% | 15.63% |
| Avg. Down Month | -3.29% | -22.99% |
| Win Days % | 52.24% | 49.55% |
| Win Month % | 72.73% | 57.89% |
| Win Week % | 69.57% | 50.62% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 50.0% |