| Metric | 12254754:solusd:triple_med_gx:lsma255_135 | 12254754:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 229.75% | -18.0% |
| Max Drawdown | -18.91% | -64.93% |
| Sharpe | 1.26 | 0.13 |
| Sortino | 2.46 | 0.19 |
| Payoff Ratio | 1.39 | 1.27 |
| Profit Factor | 1.62 | 1.02 |
| Common Sense Ratio | 2.93 | 1.01 |
| CPC Index | 1.2 | 0.64 |
| Tail Ratio | 1.81 | 0.99 |
| Outlier Win Ratio | 28.49 | 2.96 |
| Outlier Loss Ratio | 3.84 | 2.76 |
| Volatility (ann.) | 16.59% | 42.23% |
| R^2 | 0.16 | 0.16 |
| Calmar | 6.27 | -0.19 |
| Skew | 5.26 | 0.52 |
| Kurtosis | 80.47 | 7.54 |
| Expected Daily % | 0.05% | -0.01% |
| Expected Monthly % | 6.48% | -1.04% |
| Expected Yearly % | 81.59% | -9.45% |
| Kelly Criterion | 19.22% | 9.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -3.62% |
| Expected Shortfall (cVaR) | -1.37% | -3.62% |
| Year | 12254754:SOLUSD | 12254754:solusd:triple_med_gx:lsma255_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 84.62 | 6.44 | + |
| 2025 | -27.52 | 78.61 | -2.86 | + |
| Metric | 12254754:solusd:triple_med_gx:lsma255_135 | 12254754:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.49% |
| 3M | 4.5% | -36.97% |
| 6M | 15.72% | -17.14% |
| YTD | 78.61% | -27.52% |
| 1Y | 78.61% | -36.85% |
| 3Y (ann.) | 118.56% | -12.2% |
| 5Y (ann.) | 118.56% | -12.2% |
| Metric | 12254754:solusd:triple_med_gx:lsma255_135 | 12254754:SOLUSD |
|---|---|---|
| Max Drawdown | -18.91% | -64.93% |
| Longest DD Days | 80.0 | 325.0 |
| Avg. Drawdown | -3.41% | -11.98% |
| Avg. Drawdown Days | 11.0 | 32.0 |
| Recovery Factor | 12.15 | -0.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-06 | -18.91 | 61 |
| 2024-09-20 | 2024-10-14 | -12.05 | 24 |
| 2025-05-14 | 2025-05-23 | -10.57 | 9 |
| 2025-09-21 | 2025-12-10 | -10.07 | 80 |
| 2024-08-09 | 2024-09-20 | -10.03 | 42 |
| 2025-02-09 | 2025-04-11 | -9.01 | 61 |
| 2024-11-12 | 2024-12-02 | -7.92 | 20 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2025-08-05 | 2025-09-08 | -5.97 | 33 |
| 2024-08-07 | 2024-08-08 | -5.47 | 1 |
| Metric | 12254754:solusd:triple_med_gx:lsma255_135 | 12254754:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -6.14% | -14.23% |
| Best Week | 31.35% | 21.25% |
| Worst Week | -9.33% | -18.95% |
| Best Month | 31.35% | 41.15% |
| Worst Month | -13.04% | -36.08% |
| Best Year | 84.62% | 13.13% |
| Worst Year | 78.61% | -27.52% |
| Avg. Up Day | 1.56% | 1.57% |
| Avg. Down Day | -1.12% | -1.24% |
| Avg. Up Week | 10.43% | 9.72% |
| Avg. Down Week | -4.0% | -8.28% |
| Avg. Up Month | 12.71% | 15.08% |
| Avg. Down Month | -6.61% | -14.11% |
| Win Days % | 52.99% | 49.55% |
| Win Month % | 84.62% | 57.89% |
| Win Week % | 68.0% | 50.62% |
| Win Quarter % | 83.33% | 57.14% |
| Win Year % | 100.0% | 50.0% |