| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 109.06% | -23.85% |
| Max Drawdown | -13.31% | -64.93% |
| Sharpe | 0.93 | 0.1 |
| Sortino | 1.95 | 0.15 |
| Payoff Ratio | 1.48 | 1.27 |
| Profit Factor | 1.65 | 1.02 |
| Common Sense Ratio | 4.05 | 1.01 |
| CPC Index | 1.25 | 0.64 |
| Tail Ratio | 2.46 | 0.99 |
| Outlier Win Ratio | 43.72 | 2.73 |
| Outlier Loss Ratio | 3.57 | 2.56 |
| Volatility (ann.) | 14.26% | 42.15% |
| R^2 | 0.12 | 0.12 |
| Calmar | 4.76 | -0.26 |
| Skew | 7.99 | 0.49 |
| Kurtosis | 146.55 | 7.61 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.96% | -1.42% |
| Expected Yearly % | 44.59% | -12.73% |
| Kelly Criterion | 18.33% | 9.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -3.62% |
| Expected Shortfall (cVaR) | -1.19% | -3.62% |
| Year | 12254750:SOLUSD | 12254750:solusd:triple_med_gx:lsma235_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 56.80 | 4.33 | + |
| 2025 | -32.69 | 33.33 | -1.02 | + |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| MTD | 0.0% | -4.81% |
| 3M | -12.31% | -36.65% |
| 6M | -5.78% | -18.81% |
| YTD | 33.33% | -32.69% |
| 1Y | 41.8% | -46.54% |
| 3Y (ann.) | 63.43% | -16.59% |
| 5Y (ann.) | 63.43% | -16.59% |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Max Drawdown | -13.31% | -64.93% |
| Longest DD Days | 117.0 | 315.0 |
| Avg. Drawdown | -3.37% | -11.98% |
| Avg. Drawdown Days | 16.0 | 32.0 |
| Recovery Factor | 8.19 | -0.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-05 | 2025-12-01 | -13.31 | 117 |
| 2024-09-14 | 2024-11-06 | -12.50 | 53 |
| 2024-06-07 | 2024-08-05 | -8.41 | 59 |
| 2025-04-01 | 2025-04-11 | -8.18 | 10 |
| 2024-11-12 | 2024-12-02 | -7.92 | 20 |
| 2025-05-11 | 2025-08-04 | -7.57 | 85 |
| 2024-08-07 | 2024-09-12 | -5.47 | 36 |
| 2024-12-04 | 2025-02-08 | -3.74 | 66 |
| 2024-08-05 | 2024-08-06 | -3.47 | 0 |
| 2024-11-10 | 2024-11-11 | -3.21 | 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 | -12.31% | -36.08% |
| Best Year | 56.8% | 13.13% |
| Worst Year | 33.33% | -32.69% |
| Avg. Up Day | 1.71% | 1.72% |
| Avg. Down Day | -1.15% | -1.36% |
| Avg. Up Week | 9.85% | 9.74% |
| Avg. Down Week | -3.18% | -8.28% |
| Avg. Up Month | 12.54% | 18.69% |
| Avg. Down Month | -2.52% | -14.11% |
| Win Days % | 51.29% | 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% |