| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 188.47% | -24.46% |
| Max Drawdown | -9.88% | -61.75% |
| Sharpe | 2.32 | 0.2 |
| Sortino | 5.72 | 0.3 |
| Payoff Ratio | 1.76 | 1.41 |
| Profit Factor | 2.57 | 1.03 |
| Common Sense Ratio | 15.36 | 1.03 |
| CPC Index | 2.67 | 0.7 |
| Tail Ratio | 5.98 | 1.0 |
| Outlier Win Ratio | 26.97 | 2.9 |
| Outlier Loss Ratio | 3.77 | 2.39 |
| Volatility (ann.) | 32.63% | 84.82% |
| R^2 | 0.15 | 0.15 |
| Calmar | 10.38 | -0.28 |
| Skew | 5.06 | 0.12 |
| Kurtosis | 50.47 | 2.94 |
| Expected Daily % | 0.19% | -0.05% |
| Expected Monthly % | 5.73% | -1.47% |
| Expected Yearly % | 69.84% | -13.09% |
| Kelly Criterion | 35.58% | 11.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.6% | -7.25% |
| Expected Shortfall (cVaR) | -2.6% | -7.25% |
| Year | 12254750:SOLUSD | 12254750:solusd:triple_med_gx:lsma235_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 84.86 | 6.64 | + |
| 2025 | -33.02 | 56.05 | -1.70 | + |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.16% |
| 3M | -4.78% | -38.81% |
| 6M | 2.32% | -18.29% |
| YTD | 56.05% | -33.02% |
| 1Y | 65.96% | -48.29% |
| 3Y (ann.) | 102.51% | -17.04% |
| 5Y (ann.) | 102.51% | -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 | -4.04% | -16.47% |
| Avg. Drawdown Days | 20.0 | 48.0 |
| Recovery Factor | 19.08 | -0.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-09-22 | 2025-12-01 | -9.88 | 70 |
| 2025-05-15 | 2025-05-23 | -9.76 | 8 |
| 2024-06-06 | 2024-08-06 | -9.67 | 61 |
| 2024-11-13 | 2024-11-14 | -6.07 | 1 |
| 2025-04-15 | 2025-04-17 | -5.65 | 2 |
| 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 | -4.78% | -46.12% |
| Best Year | 84.86% | 12.78% |
| Worst Year | 56.05% | -33.02% |
| Avg. Up Day | 3.7% | 3.85% |
| Avg. Down Day | -2.1% | -2.73% |
| Avg. Up Week | 8.02% | 8.53% |
| Avg. Down Week | -4.11% | -9.77% |
| Avg. Up Month | 11.84% | 17.02% |
| Avg. Down Month | -4.37% | -17.66% |
| Win Days % | 58.89% | 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% |