| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 188.47% | -23.85% |
| Max Drawdown | -10.97% | -64.93% |
| Sharpe | 1.22 | 0.1 |
| Sortino | 2.51 | 0.15 |
| Payoff Ratio | 1.44 | 1.27 |
| Profit Factor | 1.71 | 1.02 |
| Common Sense Ratio | 5.77 | 1.01 |
| CPC Index | 1.31 | 0.64 |
| Tail Ratio | 3.37 | 0.99 |
| Outlier Win Ratio | 33.05 | 2.81 |
| Outlier Loss Ratio | 3.79 | 2.67 |
| Volatility (ann.) | 15.43% | 42.15% |
| R^2 | 0.14 | 0.14 |
| Calmar | 9.34 | -0.26 |
| Skew | 6.54 | 0.49 |
| Kurtosis | 107.87 | 7.61 |
| Expected Daily % | 0.05% | -0.01% |
| Expected Monthly % | 5.73% | -1.42% |
| Expected Yearly % | 69.84% | -12.73% |
| Kelly Criterion | 20.82% | 10.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -3.62% |
| Expected Shortfall (cVaR) | -1.28% | -3.62% |
| Year | 12254750:SOLUSD | 12254750:solusd:triple_med_gx:lsma235_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 84.86 | 6.46 | + |
| 2025 | -32.69 | 56.05 | -1.71 | + |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| MTD | 0.0% | -4.81% |
| 3M | -4.78% | -36.65% |
| 6M | 2.32% | -18.81% |
| YTD | 56.05% | -32.69% |
| 1Y | 65.96% | -46.54% |
| 3Y (ann.) | 102.51% | -16.59% |
| 5Y (ann.) | 102.51% | -16.59% |
| Metric | 12254750:solusd:triple_med_gx:lsma235_135 | 12254750:SOLUSD |
|---|---|---|
| Max Drawdown | -10.97% | -64.93% |
| Longest DD Days | 71.0 | 315.0 |
| Avg. Drawdown | -2.89% | -11.98% |
| Avg. Drawdown Days | 10.0 | 32.0 |
| Recovery Factor | 17.18 | -0.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-05 | -10.97 | 60 |
| 2025-05-14 | 2025-05-23 | -10.51 | 9 |
| 2025-09-21 | 2025-12-01 | -9.88 | 71 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| 2025-04-01 | 2025-04-11 | -8.18 | 10 |
| 2024-11-12 | 2024-12-02 | -7.92 | 20 |
| 2024-09-14 | 2024-09-19 | -7.11 | 5 |
| 2025-04-14 | 2025-05-07 | -6.25 | 23 |
| 2025-08-05 | 2025-09-08 | -5.69 | 33 |
| 2024-08-07 | 2024-09-12 | -5.47 | 36 |
| 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 | 28.62% | 41.15% |
| Worst Month | -4.78% | -36.08% |
| Best Year | 84.86% | 13.13% |
| Worst Year | 56.05% | -32.69% |
| Avg. Up Day | 1.61% | 1.62% |
| Avg. Down Day | -1.12% | -1.27% |
| Avg. Up Week | 9.64% | 9.88% |
| Avg. Down Week | -3.09% | -8.28% |
| Avg. Up Month | 12.02% | 16.65% |
| Avg. Down Month | -2.26% | -14.11% |
| Win Days % | 53.31% | 49.66% |
| Win Month % | 76.92% | 52.63% |
| Win Week % | 69.57% | 50.0% |
| Win Quarter % | 83.33% | 57.14% |
| Win Year % | 100.0% | 50.0% |