| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 109.06% | -24.46% |
| Max Drawdown | -12.31% | -61.75% |
| Sharpe | 1.79 | 0.2 |
| Sortino | 4.58 | 0.3 |
| Payoff Ratio | 1.85 | 1.46 |
| Profit Factor | 2.42 | 1.03 |
| Common Sense Ratio | 10.08 | 1.03 |
| CPC Index | 2.53 | 0.73 |
| Tail Ratio | 4.17 | 1.0 |
| Outlier Win Ratio | 36.54 | 2.84 |
| Outlier Loss Ratio | 3.69 | 2.25 |
| Volatility (ann.) | 29.64% | 84.82% |
| R^2 | 0.12 | 0.12 |
| Calmar | 5.15 | -0.28 |
| Skew | 6.48 | 0.12 |
| Kurtosis | 74.04 | 2.94 |
| Expected Daily % | 0.13% | -0.05% |
| Expected Monthly % | 3.96% | -1.47% |
| Expected Yearly % | 44.59% | -13.09% |
| Kelly Criterion | 33.07% | 12.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.41% | -7.25% |
| Expected Shortfall (cVaR) | -2.41% | -7.25% |
| Year | 12254750:SOLUSD | 12254750:solusd:triple_med_gx:lsma235_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 56.80 | 4.44 | + |
| 2025 | -33.02 | 33.33 | -1.01 | + |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.16% |
| 3M | -12.31% | -38.81% |
| 6M | -5.78% | -18.29% |
| YTD | 33.33% | -33.02% |
| 1Y | 41.8% | -48.29% |
| 3Y (ann.) | 63.43% | -17.04% |
| 5Y (ann.) | 63.43% | -17.04% |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Max Drawdown | -12.31% | -61.75% |
| Longest DD Days | 89.0 | 315.0 |
| Avg. Drawdown | -4.7% | -16.47% |
| Avg. Drawdown Days | 36.0 | 48.0 |
| Recovery Factor | 8.86 | -0.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-09-03 | 2025-12-01 | -12.31 | 89 |
| 2024-09-15 | 2024-11-06 | -9.26 | 52 |
| 2024-06-07 | 2024-08-06 | -7.78 | 60 |
| 2025-05-12 | 2025-08-05 | -6.39 | 85 |
| 2024-11-13 | 2024-11-14 | -6.07 | 1 |
| 2025-04-10 | 2025-04-12 | -2.70 | 2 |
| 2025-08-06 | 2025-08-07 | -2.46 | 1 |
| 2024-12-05 | 2025-02-09 | -2.26 | 66 |
| 2024-06-02 | 2024-06-05 | -1.43 | 3 |
| 2024-08-08 | 2024-09-14 | -0.72 | 37 |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -6.07% | -18.74% |
| Best Week | 28.62% | 25.06% |
| Worst Week | -9.16% | -26.95% |
| Best Month | 28.62% | 39.21% |
| Worst Month | -12.31% | -46.12% |
| Best Year | 56.8% | 12.78% |
| Worst Year | 33.33% | -33.02% |
| Avg. Up Day | 3.76% | 3.99% |
| Avg. Down Day | -2.03% | -2.74% |
| Avg. Up Week | 7.51% | 7.89% |
| Avg. Down Week | -5.05% | -9.93% |
| Avg. Up Month | 12.28% | 18.7% |
| Avg. Down Month | -4.89% | -17.66% |
| Win Days % | 56.52% | 48.36% |
| Win Month % | 69.23% | 52.63% |
| Win Week % | 59.09% | 48.75% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 50.0% |