| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 141.55% | -24.46% |
| Max Drawdown | -11.07% | -61.75% |
| Sharpe | 2.03 | 0.2 |
| Sortino | 5.05 | 0.3 |
| Payoff Ratio | 1.72 | 1.46 |
| Profit Factor | 2.4 | 1.03 |
| Common Sense Ratio | 10.27 | 1.03 |
| CPC Index | 2.41 | 0.73 |
| Tail Ratio | 4.28 | 1.0 |
| Outlier Win Ratio | 30.88 | 2.9 |
| Outlier Loss Ratio | 3.77 | 2.37 |
| Volatility (ann.) | 31.25% | 84.82% |
| R^2 | 0.13 | 0.13 |
| Calmar | 7.22 | -0.28 |
| Skew | 5.68 | 0.12 |
| Kurtosis | 60.07 | 2.94 |
| Expected Daily % | 0.16% | -0.05% |
| Expected Monthly % | 4.75% | -1.47% |
| Expected Yearly % | 55.42% | -13.09% |
| Kelly Criterion | 34.1% | 12.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.52% | -7.25% |
| Expected Shortfall (cVaR) | -2.52% | -7.25% |
| Year | 12254750:SOLUSD | 12254750:solusd:triple_med_gx:lsma235_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 56.44 | 4.42 | + |
| 2025 | -33.02 | 54.41 | -1.65 | + |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.16% |
| 3M | -6.08% | -38.81% |
| 6M | 0.92% | -18.29% |
| YTD | 54.41% | -33.02% |
| 1Y | 64.22% | -48.29% |
| 3Y (ann.) | 79.93% | -17.04% |
| 5Y (ann.) | 79.93% | -17.04% |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Max Drawdown | -11.07% | -61.75% |
| Longest DD Days | 70.0 | 315.0 |
| Avg. Drawdown | -4.58% | -16.47% |
| Avg. Drawdown Days | 24.0 | 48.0 |
| Recovery Factor | 12.78 | -0.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-15 | 2024-11-06 | -11.07 | 52 |
| 2025-09-22 | 2025-12-01 | -9.88 | 70 |
| 2024-06-06 | 2024-08-06 | -9.67 | 61 |
| 2024-11-13 | 2024-11-14 | -6.07 | 1 |
| 2025-04-15 | 2025-05-09 | -5.65 | 24 |
| 2025-05-17 | 2025-05-21 | -4.63 | 4 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2025-09-03 | 2025-09-09 | -3.61 | 6 |
| 2025-04-10 | 2025-04-12 | -2.70 | 2 |
| 2025-08-06 | 2025-08-07 | -2.46 | 1 |
| 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 | 33.16% | 39.21% |
| Worst Month | -6.08% | -46.12% |
| Best Year | 56.44% | 12.78% |
| Worst Year | 54.41% | -33.02% |
| Avg. Up Day | 3.52% | 3.83% |
| Avg. Down Day | -2.05% | -2.62% |
| Avg. Up Week | 7.46% | 8.39% |
| Avg. Down Week | -5.05% | -9.93% |
| Avg. Up Month | 14.39% | 18.7% |
| Avg. Down Month | -4.37% | -17.66% |
| Win Days % | 58.33% | 48.36% |
| Win Month % | 69.23% | 52.63% |
| Win Week % | 68.18% | 48.75% |
| Win Quarter % | 83.33% | 57.14% |
| Win Year % | 100.0% | 50.0% |