| Metric | 12254574:solusd:triple_med_gx:lsma190_135 | 12254574:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 15.7% | 19.47% |
| Max Drawdown | -27.65% | -64.93% |
| Sharpe | 0.26 | 0.29 |
| Sortino | 0.38 | 0.44 |
| Payoff Ratio | 1.04 | 1.01 |
| Profit Factor | 1.13 | 1.05 |
| Common Sense Ratio | 2.61 | 1.07 |
| CPC Index | 0.6 | 0.52 |
| Tail Ratio | 2.3 | 1.03 |
| Outlier Win Ratio | 40.11 | 2.65 |
| Outlier Loss Ratio | 3.02 | 2.74 |
| Volatility (ann.) | 16.54% | 42.69% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.45 | 0.24 |
| Skew | 1.02 | 0.62 |
| Kurtosis | 126.61 | 8.27 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.92% | 1.12% |
| Expected Yearly % | 7.57% | 9.3% |
| Kelly Criterion | 3.5% | -0.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -3.64% |
| Expected Shortfall (cVaR) | -1.41% | -3.64% |
| Year | 12254574:SOLUSD | 12254574:solusd:triple_med_gx:lsma190_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 10.20 | 0.78 | - |
| 2025 | 5.60 | 5.00 | 0.89 | - |
| Metric | 12254574:solusd:triple_med_gx:lsma190_135 | 12254574:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -2.96% | 26.39% |
| 6M | 5.0% | 38.87% |
| YTD | 5.0% | 5.6% |
| 1Y | 41.19% | 47.35% |
| 3Y (ann.) | 12.36% | 15.27% |
| 5Y (ann.) | 12.36% | 15.27% |
| Metric | 12254574:solusd:triple_med_gx:lsma190_135 | 12254574:SOLUSD |
|---|---|---|
| Max Drawdown | -27.65% | -64.93% |
| Longest DD Days | 159.0 | 224.0 |
| Avg. Drawdown | -6.55% | -11.98% |
| Avg. Drawdown Days | 36.0 | 26.0 |
| Recovery Factor | 0.57 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-08 | -27.65 | 155 |
| 2024-11-30 | 2025-05-09 | -23.87 | 159 |
| 2025-05-14 | 2025-09-01 | -10.84 | 110 |
| 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 |
| 2024-11-08 | 2024-11-10 | -2.52 | 1 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2025-05-09 | 2025-05-09 | -0.19 | 0 |
| Metric | 12254574:solusd:triple_med_gx:lsma190_135 | 12254574:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 23.01% | 21.25% |
| Worst Week | -19.45% | -17.1% |
| Best Month | 35.06% | 41.15% |
| Worst Month | -19.45% | -36.08% |
| Best Year | 10.2% | 13.13% |
| Worst Year | 5.0% | 5.6% |
| Avg. Up Day | 1.5% | 1.51% |
| Avg. Down Day | -1.44% | -1.5% |
| Avg. Up Week | 9.02% | 11.1% |
| Avg. Down Week | -4.59% | -4.37% |
| Avg. Up Month | 12.58% | 17.78% |
| Avg. Down Month | -12.45% | -19.22% |
| Win Days % | 50.84% | 49.56% |
| Win Month % | 60.0% | 56.25% |
| Win Week % | 50.0% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |