| Metric | 12254531:solusd:triple_med_gx:lsma255_135 | 12254531:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 188.96% | -18.0% |
| Max Drawdown | -25.9% | -64.93% |
| Sharpe | 1.05 | 0.13 |
| Sortino | 1.94 | 0.19 |
| Payoff Ratio | 1.47 | 1.4 |
| Profit Factor | 1.63 | 1.02 |
| Common Sense Ratio | 4.51 | 1.01 |
| CPC Index | 1.24 | 0.71 |
| Tail Ratio | 2.77 | 0.99 |
| Outlier Win Ratio | 30.74 | 2.84 |
| Outlier Loss Ratio | 3.42 | 2.66 |
| Volatility (ann.) | 18.0% | 42.23% |
| R^2 | 0.18 | 0.18 |
| Calmar | 3.88 | -0.19 |
| Skew | 4.48 | 0.52 |
| Kurtosis | 113.69 | 7.54 |
| Expected Daily % | 0.05% | -0.01% |
| Expected Monthly % | 5.74% | -1.04% |
| Expected Yearly % | 69.99% | -9.45% |
| Kelly Criterion | 19.05% | 13.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -3.62% |
| Expected Shortfall (cVaR) | -1.5% | -3.62% |
| Year | 12254531:SOLUSD | 12254531:solusd:triple_med_gx:lsma255_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 69.32 | 5.28 | + |
| 2025 | -27.52 | 70.65 | -2.57 | + |
| Metric | 12254531:solusd:triple_med_gx:lsma255_135 | 12254531:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.49% |
| 3M | -1.23% | -36.97% |
| 6M | 12.81% | -17.14% |
| YTD | 70.65% | -27.52% |
| 1Y | 70.65% | -36.85% |
| 3Y (ann.) | 100.44% | -12.2% |
| 5Y (ann.) | 100.44% | -12.2% |
| Metric | 12254531:solusd:triple_med_gx:lsma255_135 | 12254531:SOLUSD |
|---|---|---|
| Max Drawdown | -25.9% | -64.93% |
| Longest DD Days | 148.0 | 325.0 |
| Avg. Drawdown | -3.23% | -11.98% |
| Avg. Drawdown Days | 13.0 | 32.0 |
| Recovery Factor | 7.29 | -0.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-09-18 | -25.90 | 105 |
| 2024-11-12 | 2025-04-09 | -17.61 | 148 |
| 2025-05-14 | 2025-09-02 | -11.42 | 111 |
| 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 |
| 2025-09-03 | 2025-09-08 | -5.07 | 4 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-10-16 | 2024-10-19 | -4.13 | 3 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| Metric | 12254531:solusd:triple_med_gx:lsma255_135 | 12254531:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 26.46% | 21.25% |
| Worst Week | -8.17% | -18.95% |
| Best Month | 37.63% | 41.15% |
| Worst Month | -5.67% | -36.08% |
| Best Year | 70.65% | 13.13% |
| Worst Year | 69.32% | -27.52% |
| Avg. Up Day | 1.78% | 1.79% |
| Avg. Down Day | -1.21% | -1.28% |
| Avg. Up Week | 9.07% | 9.5% |
| Avg. Down Week | -3.11% | -9.32% |
| Avg. Up Month | 18.56% | 15.63% |
| Avg. Down Month | -4.86% | -22.99% |
| Win Days % | 51.84% | 49.55% |
| Win Month % | 72.73% | 57.89% |
| Win Week % | 65.22% | 50.62% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 50.0% |