| Metric | 12254759:solusd:triple_med_gx:lsma270_135 | 12254759:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 186.33% | 3.1% |
| Max Drawdown | -16.79% | -64.93% |
| Sharpe | 1.35 | 0.23 |
| Sortino | 2.68 | 0.34 |
| Payoff Ratio | 1.44 | 1.3 |
| Profit Factor | 1.62 | 1.04 |
| Common Sense Ratio | 2.67 | 1.06 |
| CPC Index | 1.23 | 0.66 |
| Tail Ratio | 1.65 | 1.02 |
| Outlier Win Ratio | 23.84 | 2.94 |
| Outlier Loss Ratio | 3.87 | 2.94 |
| Volatility (ann.) | 18.56% | 43.08% |
| R^2 | 0.19 | 0.19 |
| Calmar | 9.2 | 0.04 |
| Skew | 5.0 | 0.64 |
| Kurtosis | 68.37 | 8.72 |
| Expected Daily % | 0.06% | 0.0% |
| Expected Monthly % | 7.8% | 0.22% |
| Expected Yearly % | 69.21% | 1.54% |
| Kelly Criterion | 19.2% | 10.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -3.68% |
| Expected Shortfall (cVaR) | -1.53% | -3.68% |
| Year | 12254759:SOLUSD | 12254759:solusd:triple_med_gx:lsma270_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 90.96 | 6.93 | + |
| 2025 | -8.87 | 49.94 | -5.63 | + |
| Metric | 12254759:solusd:triple_med_gx:lsma270_135 | 12254759:SOLUSD |
|---|---|---|
| MTD | 2.82% | 11.11% |
| 3M | 32.46% | 36.47% |
| 6M | 49.94% | -8.22% |
| YTD | 49.94% | -8.87% |
| 1Y | 204.41% | 7.09% |
| 3Y (ann.) | 154.53% | 2.75% |
| 5Y (ann.) | 154.53% | 2.75% |
| Metric | 12254759:solusd:triple_med_gx:lsma270_135 | 12254759:SOLUSD |
|---|---|---|
| Max Drawdown | -16.79% | -64.93% |
| Longest DD Days | 65.0 | 178.0 |
| Avg. Drawdown | -3.7% | -11.98% |
| Avg. Drawdown Days | 11.0 | 23.0 |
| Recovery Factor | 11.1 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-05 | -16.79 | 60 |
| 2024-09-20 | 2024-10-14 | -12.05 | 24 |
| 2025-05-14 | 2025-05-23 | -10.57 | 9 |
| 2025-04-01 | 2025-04-11 | -8.24 | 10 |
| 2024-11-12 | 2024-12-02 | -7.92 | 20 |
| 2025-05-23 | 2025-07-17 | -7.51 | 54 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2024-08-09 | 2024-09-20 | -6.16 | 42 |
| 2024-08-07 | 2024-08-08 | -5.47 | 1 |
| 2024-10-15 | 2024-10-19 | -5.15 | 4 |
| Metric | 12254759:solusd:triple_med_gx:lsma270_135 | 12254759:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -6.14% | -14.23% |
| Best Week | 31.59% | 21.25% |
| Worst Week | -4.8% | -17.1% |
| Best Month | 29.46% | 41.15% |
| Worst Month | -5.94% | -36.08% |
| Best Year | 90.96% | 13.13% |
| Worst Year | 49.94% | -8.87% |
| Avg. Up Day | 1.7% | 1.7% |
| Avg. Down Day | -1.18% | -1.31% |
| Avg. Up Week | 10.33% | 9.01% |
| Avg. Down Week | -2.39% | -8.77% |
| Avg. Up Month | 13.16% | 16.66% |
| Avg. Down Month | -3.06% | -14.11% |
| Win Days % | 52.27% | 49.3% |
| Win Month % | 81.82% | 57.14% |
| Win Week % | 62.5% | 51.67% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 50.0% |