| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 117.36% | -24.46% |
| Max Drawdown | -11.83% | -61.75% |
| Sharpe | 1.88 | 0.2 |
| Sortino | 4.83 | 0.3 |
| Payoff Ratio | 1.86 | 1.44 |
| Profit Factor | 2.52 | 1.03 |
| Common Sense Ratio | 14.57 | 1.03 |
| CPC Index | 2.71 | 0.72 |
| Tail Ratio | 5.78 | 1.0 |
| Outlier Win Ratio | 35.83 | 2.84 |
| Outlier Loss Ratio | 3.78 | 2.25 |
| Volatility (ann.) | 29.7% | 84.82% |
| R^2 | 0.12 | 0.12 |
| Calmar | 5.73 | -0.28 |
| Skew | 6.44 | 0.12 |
| Kurtosis | 73.34 | 2.94 |
| Expected Daily % | 0.14% | -0.05% |
| Expected Monthly % | 4.17% | -1.47% |
| Expected Yearly % | 47.43% | -13.09% |
| Kelly Criterion | 35.04% | 12.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.4% | -7.25% |
| Expected Shortfall (cVaR) | -2.4% | -7.25% |
| Year | 12254750:SOLUSD | 12254750:solusd:triple_med_gx:lsma235_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 58.27 | 4.56 | + |
| 2025 | -33.02 | 37.34 | -1.13 | + |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.16% |
| 3M | -11.83% | -38.81% |
| 6M | -5.26% | -18.29% |
| YTD | 37.34% | -33.02% |
| 1Y | 46.06% | -48.29% |
| 3Y (ann.) | 67.72% | -17.04% |
| 5Y (ann.) | 67.72% | -17.04% |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Max Drawdown | -11.83% | -61.75% |
| Longest DD Days | 89.0 | 315.0 |
| Avg. Drawdown | -4.62% | -16.47% |
| Avg. Drawdown Days | 34.0 | 48.0 |
| Recovery Factor | 9.92 | -0.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-09-03 | 2025-12-01 | -11.83 | 89 |
| 2024-09-15 | 2024-11-06 | -9.57 | 52 |
| 2024-06-07 | 2024-08-06 | -7.78 | 60 |
| 2024-11-13 | 2024-11-14 | -6.07 | 1 |
| 2025-05-12 | 2025-07-09 | -5.69 | 58 |
| 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 | -11.83% | -46.12% |
| Best Year | 58.27% | 12.78% |
| Worst Year | 37.34% | -33.02% |
| Avg. Up Day | 3.72% | 3.94% |
| Avg. Down Day | -2.0% | -2.74% |
| Avg. Up Week | 7.77% | 7.89% |
| Avg. Down Week | -5.05% | -9.93% |
| Avg. Up Month | 12.84% | 18.7% |
| Avg. Down Month | -3.4% | -17.66% |
| Win Days % | 57.75% | 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% |