| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 85.46% | -23.85% |
| Max Drawdown | -13.52% | -64.93% |
| Sharpe | 0.81 | 0.1 |
| Sortino | 1.69 | 0.15 |
| Payoff Ratio | 1.54 | 1.31 |
| Profit Factor | 1.59 | 1.02 |
| Common Sense Ratio | NaN | 1.01 |
| CPC Index | 1.2 | 0.66 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 47.69 | 2.66 |
| Outlier Loss Ratio | 3.59 | 2.53 |
| Volatility (ann.) | 13.83% | 42.15% |
| R^2 | 0.11 | 0.11 |
| Calmar | 3.77 | -0.26 |
| Skew | 8.56 | 0.49 |
| Kurtosis | 164.66 | 7.61 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.3% | -1.42% |
| Expected Yearly % | 36.18% | -12.73% |
| Kelly Criterion | 15.95% | 11.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -3.62% |
| Expected Shortfall (cVaR) | -1.16% | -3.62% |
| Year | 12254750:SOLUSD | 12254750:solusd:triple_med_gx:lsma235_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 39.78 | 3.03 | + |
| 2025 | -32.69 | 32.67 | -1.00 | + |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| MTD | 0.0% | -4.81% |
| 3M | -12.51% | -36.65% |
| 6M | -5.99% | -18.81% |
| YTD | 32.67% | -32.69% |
| 1Y | 41.1% | -46.54% |
| 3Y (ann.) | 50.89% | -16.59% |
| 5Y (ann.) | 50.89% | -16.59% |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Max Drawdown | -13.52% | -64.93% |
| Longest DD Days | 117.0 | 315.0 |
| Avg. Drawdown | -3.31% | -11.98% |
| Avg. Drawdown Days | 17.0 | 32.0 |
| Recovery Factor | 6.32 | -0.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-05 | 2025-12-01 | -13.52 | 117 |
| 2024-09-14 | 2024-11-06 | -11.49 | 53 |
| 2024-06-01 | 2024-08-05 | -9.82 | 64 |
| 2025-04-01 | 2025-04-11 | -8.18 | 10 |
| 2024-11-12 | 2024-12-04 | -7.92 | 22 |
| 2025-05-19 | 2025-07-09 | -6.43 | 51 |
| 2024-08-07 | 2024-09-12 | -5.47 | 36 |
| 2025-05-11 | 2025-05-18 | -3.90 | 7 |
| 2024-12-04 | 2025-02-08 | -3.74 | 66 |
| 2024-08-05 | 2024-08-06 | -3.47 | 0 |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -6.14% | -14.23% |
| Best Week | 28.62% | 21.25% |
| Worst Week | -9.16% | -18.95% |
| Best Month | 28.62% | 41.15% |
| Worst Month | -12.51% | -36.08% |
| Best Year | 39.78% | 13.13% |
| Worst Year | 32.67% | -32.69% |
| Avg. Up Day | 1.77% | 1.78% |
| Avg. Down Day | -1.15% | -1.36% |
| Avg. Up Week | 9.08% | 9.74% |
| Avg. Down Week | -3.3% | -8.28% |
| Avg. Up Month | 11.24% | 18.69% |
| Avg. Down Month | -3.73% | -14.11% |
| Win Days % | 49.05% | 49.66% |
| Win Month % | 61.54% | 52.63% |
| Win Week % | 59.09% | 50.0% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 50.0% |