| Metric | 12254757:solusd:triple_med_gx:lsma275_135 | 12254757:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 202.97% | -18.62% |
| Max Drawdown | -16.79% | -64.93% |
| Sharpe | 1.16 | 0.13 |
| Sortino | 2.24 | 0.19 |
| Payoff Ratio | 1.34 | 1.23 |
| Profit Factor | 1.55 | 1.02 |
| Common Sense Ratio | 2.46 | 1.01 |
| CPC Index | 1.09 | 0.62 |
| Tail Ratio | 1.6 | 0.99 |
| Outlier Win Ratio | 27.75 | 2.95 |
| Outlier Loss Ratio | 3.73 | 2.77 |
| Volatility (ann.) | 16.82% | 42.15% |
| R^2 | 0.16 | 0.16 |
| Calmar | 6.39 | -0.2 |
| Skew | 5.07 | 0.51 |
| Kurtosis | 76.79 | 7.59 |
| Expected Daily % | 0.05% | -0.01% |
| Expected Monthly % | 6.01% | -1.08% |
| Expected Yearly % | 74.06% | -9.79% |
| Kelly Criterion | 17.36% | 8.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -3.61% |
| Expected Shortfall (cVaR) | -1.39% | -3.61% |
| Year | 12254757:SOLUSD | 12254757:solusd:triple_med_gx:lsma275_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 72.94 | 5.55 | + |
| 2025 | -28.06 | 75.19 | -2.68 | + |
| Metric | 12254757:solusd:triple_med_gx:lsma275_135 | 12254757:SOLUSD |
|---|---|---|
| MTD | 0.0% | 1.73% |
| 3M | 11.05% | -34.17% |
| 6M | 18.01% | -10.95% |
| YTD | 75.19% | -28.06% |
| 1Y | 75.19% | -43.01% |
| 3Y (ann.) | 107.3% | -12.67% |
| 5Y (ann.) | 107.3% | -12.67% |
| Metric | 12254757:solusd:triple_med_gx:lsma275_135 | 12254757:SOLUSD |
|---|---|---|
| Max Drawdown | -16.79% | -64.93% |
| Longest DD Days | 78.0 | 323.0 |
| Avg. Drawdown | -3.68% | -11.98% |
| Avg. Drawdown Days | 13.0 | 32.0 |
| Recovery Factor | 12.09 | -0.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-06 | -16.79 | 61 |
| 2024-08-09 | 2024-10-20 | -15.18 | 72 |
| 2025-05-14 | 2025-05-23 | -10.57 | 9 |
| 2025-09-21 | 2025-12-08 | -10.07 | 78 |
| 2025-04-01 | 2025-04-11 | -8.24 | 10 |
| 2024-11-12 | 2024-12-02 | -7.92 | 20 |
| 2025-05-23 | 2025-08-05 | -7.17 | 74 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2024-08-07 | 2024-08-08 | -5.47 | 1 |
| 2025-08-08 | 2025-09-08 | -5.45 | 31 |
| Metric | 12254757:solusd:triple_med_gx:lsma275_135 | 12254757:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -6.14% | -14.23% |
| Best Week | 31.59% | 21.25% |
| Worst Week | -4.8% | -18.95% |
| Best Month | 30.73% | 41.15% |
| Worst Month | -8.56% | -36.08% |
| Best Year | 75.19% | 13.13% |
| Worst Year | 72.94% | -28.06% |
| Avg. Up Day | 1.56% | 1.57% |
| Avg. Down Day | -1.17% | -1.28% |
| Avg. Up Week | 10.95% | 10.05% |
| Avg. Down Week | -2.6% | -8.47% |
| Avg. Up Month | 13.27% | 15.4% |
| Avg. Down Month | -4.37% | -14.11% |
| Win Days % | 52.68% | 49.59% |
| Win Month % | 76.92% | 57.89% |
| Win Week % | 55.17% | 50.62% |
| Win Quarter % | 83.33% | 57.14% |
| Win Year % | 100.0% | 50.0% |