| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 141.55% | -23.85% |
| Max Drawdown | -14.24% | -64.93% |
| Sharpe | 1.06 | 0.1 |
| Sortino | 2.17 | 0.15 |
| Payoff Ratio | 1.43 | 1.26 |
| Profit Factor | 1.64 | 1.02 |
| Common Sense Ratio | 5.58 | 1.01 |
| CPC Index | 1.22 | 0.64 |
| Tail Ratio | 3.41 | 0.99 |
| Outlier Win Ratio | 36.46 | 2.77 |
| Outlier Loss Ratio | 3.74 | 2.59 |
| Volatility (ann.) | 14.91% | 42.15% |
| R^2 | 0.13 | 0.13 |
| Calmar | 5.61 | -0.26 |
| Skew | 7.08 | 0.49 |
| Kurtosis | 123.03 | 7.61 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 4.75% | -1.42% |
| Expected Yearly % | 55.42% | -12.73% |
| Kelly Criterion | 18.86% | 9.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -3.62% |
| Expected Shortfall (cVaR) | -1.24% | -3.62% |
| Year | 12254750:SOLUSD | 12254750:solusd:triple_med_gx:lsma235_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 56.44 | 4.30 | + |
| 2025 | -32.69 | 54.41 | -1.66 | + |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| MTD | 0.0% | -4.81% |
| 3M | -6.08% | -36.65% |
| 6M | 0.92% | -18.81% |
| YTD | 54.41% | -32.69% |
| 1Y | 64.22% | -46.54% |
| 3Y (ann.) | 79.93% | -16.59% |
| 5Y (ann.) | 79.93% | -16.59% |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Max Drawdown | -14.24% | -64.93% |
| Longest DD Days | 71.0 | 315.0 |
| Avg. Drawdown | -3.05% | -11.98% |
| Avg. Drawdown Days | 11.0 | 32.0 |
| Recovery Factor | 9.94 | -0.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-14 | 2024-11-06 | -14.24 | 53 |
| 2024-06-05 | 2024-08-05 | -10.97 | 60 |
| 2025-09-21 | 2025-12-01 | -9.88 | 71 |
| 2025-04-01 | 2025-04-11 | -8.18 | 10 |
| 2024-11-12 | 2024-12-02 | -7.92 | 20 |
| 2025-05-19 | 2025-05-21 | -6.43 | 2 |
| 2025-04-14 | 2025-05-08 | -6.08 | 23 |
| 2025-08-05 | 2025-09-08 | -5.69 | 33 |
| 2024-08-07 | 2024-09-12 | -5.47 | 36 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 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 | 33.16% | 41.15% |
| Worst Month | -6.08% | -36.08% |
| Best Year | 56.44% | 13.13% |
| Worst Year | 54.41% | -32.69% |
| Avg. Up Day | 1.58% | 1.59% |
| Avg. Down Day | -1.1% | -1.26% |
| Avg. Up Week | 9.08% | 10.25% |
| Avg. Down Week | -3.35% | -9.32% |
| Avg. Up Month | 14.64% | 18.69% |
| Avg. Down Month | -2.26% | -14.11% |
| Win Days % | 52.2% | 49.66% |
| Win Month % | 61.54% | 52.63% |
| Win Week % | 69.57% | 50.0% |
| Win Quarter % | 83.33% | 57.14% |
| Win Year % | 100.0% | 50.0% |