| Metric | 12254739:solusd:triple_med_gx:lsma180_135 | 12254739:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 55.5% | 19.47% |
| Max Drawdown | -23.95% | -64.93% |
| Sharpe | 0.66 | 0.29 |
| Sortino | 1.14 | 0.44 |
| Payoff Ratio | 1.3 | 1.14 |
| Profit Factor | 1.38 | 1.05 |
| Common Sense Ratio | 2.56 | 1.07 |
| CPC Index | 0.89 | 0.59 |
| Tail Ratio | 1.85 | 1.03 |
| Outlier Win Ratio | 40.93 | 2.68 |
| Outlier Loss Ratio | 3.49 | 2.7 |
| Volatility (ann.) | 15.14% | 42.69% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.77 | 0.24 |
| Skew | 5.33 | 0.62 |
| Kurtosis | 133.97 | 8.27 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.8% | 1.12% |
| Expected Yearly % | 24.7% | 9.3% |
| Kelly Criterion | 10.31% | 5.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -3.64% |
| Expected Shortfall (cVaR) | -1.28% | -3.64% |
| Year | 12254739:SOLUSD | 12254739:solusd:triple_med_gx:lsma180_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 43.38 | 3.30 | + |
| 2025 | 5.60 | 8.46 | 1.51 | + |
| Metric | 12254739:solusd:triple_med_gx:lsma180_135 | 12254739:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 2.82% | 26.39% |
| 6M | 10.26% | 38.87% |
| YTD | 8.46% | 5.6% |
| 1Y | 40.59% | 47.35% |
| 3Y (ann.) | 42.28% | 15.27% |
| 5Y (ann.) | 42.28% | 15.27% |
| Metric | 12254739:solusd:triple_med_gx:lsma180_135 | 12254739:SOLUSD |
|---|---|---|
| Max Drawdown | -23.95% | -64.93% |
| Longest DD Days | 156.0 | 224.0 |
| Avg. Drawdown | -4.69% | -11.98% |
| Avg. Drawdown Days | 28.0 | 26.0 |
| Recovery Factor | 2.32 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-05-09 | -23.95 | 156 |
| 2024-09-05 | 2024-11-06 | -12.40 | 62 |
| 2024-11-12 | 2024-12-02 | -7.92 | 20 |
| 2025-05-14 | 2025-09-01 | -6.07 | 110 |
| 2024-06-05 | 2024-08-05 | -5.44 | 60 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-08-05 | 2024-09-04 | -3.82 | 30 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| Metric | 12254739:solusd:triple_med_gx:lsma180_135 | 12254739:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -9.56% | -14.23% |
| Best Week | 18.37% | 21.25% |
| Worst Week | -10.2% | -17.1% |
| Best Month | 25.14% | 41.15% |
| Worst Month | -16.9% | -36.08% |
| Best Year | 43.38% | 13.13% |
| Worst Year | 8.46% | 5.6% |
| Avg. Up Day | 1.65% | 1.67% |
| Avg. Down Day | -1.27% | -1.46% |
| Avg. Up Week | 7.4% | 11.11% |
| Avg. Down Week | -4.66% | -6.9% |
| Avg. Up Month | 13.84% | 19.23% |
| Avg. Down Month | -16.9% | -15.91% |
| Win Days % | 49.32% | 49.56% |
| Win Month % | 63.64% | 56.25% |
| Win Week % | 65.0% | 53.73% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |