| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 167.54% | -24.46% |
| Max Drawdown | -9.88% | -61.75% |
| Sharpe | 2.2 | 0.2 |
| Sortino | 5.47 | 0.3 |
| Payoff Ratio | 1.78 | 1.4 |
| Profit Factor | 2.49 | 1.03 |
| Common Sense Ratio | 13.23 | 1.03 |
| CPC Index | 2.6 | 0.7 |
| Tail Ratio | 5.31 | 1.0 |
| Outlier Win Ratio | 28.47 | 2.9 |
| Outlier Loss Ratio | 3.72 | 2.37 |
| Volatility (ann.) | 32.04% | 84.82% |
| R^2 | 0.14 | 0.14 |
| Calmar | 9.37 | -0.28 |
| Skew | 5.32 | 0.12 |
| Kurtosis | 54.23 | 2.94 |
| Expected Daily % | 0.18% | -0.05% |
| Expected Monthly % | 5.32% | -1.47% |
| Expected Yearly % | 63.57% | -13.09% |
| Kelly Criterion | 35.38% | 11.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.57% | -7.25% |
| Expected Shortfall (cVaR) | -2.57% | -7.25% |
| Year | 12254750:SOLUSD | 12254750:solusd:triple_med_gx:lsma235_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 73.62 | 5.76 | + |
| 2025 | -33.02 | 54.10 | -1.64 | + |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.16% |
| 3M | -6.15% | -38.81% |
| 6M | 0.85% | -18.29% |
| YTD | 54.1% | -33.02% |
| 1Y | 63.89% | -48.29% |
| 3Y (ann.) | 92.6% | -17.04% |
| 5Y (ann.) | 92.6% | -17.04% |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Max Drawdown | -9.88% | -61.75% |
| Longest DD Days | 70.0 | 315.0 |
| Avg. Drawdown | -4.2% | -16.47% |
| Avg. Drawdown Days | 21.0 | 48.0 |
| Recovery Factor | 16.96 | -0.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-09-22 | 2025-12-01 | -9.88 | 70 |
| 2024-06-06 | 2024-08-06 | -9.67 | 61 |
| 2025-05-15 | 2025-05-23 | -8.37 | 8 |
| 2024-11-13 | 2024-11-14 | -6.07 | 1 |
| 2025-04-15 | 2025-05-08 | -5.65 | 23 |
| 2024-09-15 | 2024-09-19 | -5.14 | 4 |
| 2024-10-08 | 2024-10-14 | -4.86 | 6 |
| 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 |
| 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 | -6.15% | -46.12% |
| Best Year | 73.62% | 12.78% |
| Worst Year | 54.1% | -33.02% |
| Avg. Up Day | 3.66% | 3.83% |
| Avg. Down Day | -2.05% | -2.73% |
| Avg. Up Week | 7.4% | 8.53% |
| Avg. Down Week | -4.11% | -9.77% |
| Avg. Up Month | 10.96% | 17.02% |
| Avg. Down Month | -4.37% | -17.66% |
| Win Days % | 58.62% | 48.36% |
| Win Month % | 84.62% | 52.63% |
| Win Week % | 69.57% | 48.75% |
| Win Quarter % | 83.33% | 57.14% |
| Win Year % | 100.0% | 50.0% |