| Metric | 12254776:solusd:triple_med_gx:lsma90_135 | 12254776:SOLUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 39.29% | 19.47% |
| Max Drawdown | -27.37% | -64.93% |
| Sharpe | 0.4 | 0.29 |
| Sortino | 0.62 | 0.44 |
| Payoff Ratio | 1.2 | 1.16 |
| Profit Factor | 1.11 | 1.05 |
| Common Sense Ratio | 1.3 | 1.07 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | 1.17 | 1.03 |
| Outlier Win Ratio | 15.8 | 3.09 |
| Outlier Loss Ratio | 3.68 | 3.17 |
| Volatility (ann.) | 22.55% | 42.69% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.11 | 0.24 |
| Skew | 1.1 | 0.62 |
| Kurtosis | 16.89 | 8.27 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.09% | 1.12% |
| Expected Yearly % | 18.02% | 9.3% |
| Kelly Criterion | 3.3% | 6.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.92% | -3.64% |
| Expected Shortfall (cVaR) | -1.92% | -3.64% |
| Year | 12254776:SOLUSD | 12254776:solusd:triple_med_gx:lsma90_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 1.07 | 0.08 | - |
| 2025 | 5.60 | 37.82 | 6.75 | + |
| Metric | 12254776:solusd:triple_med_gx:lsma90_135 | 12254776:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 12.6% | 26.39% |
| 6M | 37.85% | 38.87% |
| YTD | 37.82% | 5.6% |
| 1Y | 47.14% | 47.35% |
| 3Y (ann.) | 30.3% | 15.27% |
| 5Y (ann.) | 30.3% | 15.27% |
| Metric | 12254776:solusd:triple_med_gx:lsma90_135 | 12254776:SOLUSD |
|---|---|---|
| Max Drawdown | -27.37% | -64.93% |
| Longest DD Days | 156.0 | 224.0 |
| Avg. Drawdown | -8.51% | -11.98% |
| Avg. Drawdown Days | 32.0 | 26.0 |
| Recovery Factor | 1.44 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-10 | -27.37 | 156 |
| 2024-06-05 | 2024-08-08 | -25.85 | 64 |
| 2024-08-09 | 2024-11-06 | -18.43 | 89 |
| 2025-05-14 | 2025-08-11 | -14.58 | 89 |
| 2025-08-14 | 2025-09-01 | -6.81 | 18 |
| 2025-08-11 | 2025-08-12 | -5.62 | 1 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-11-06 | 2024-11-11 | -4.06 | 4 |
| 2024-11-12 | 2024-12-03 | -3.82 | 21 |
| 2024-12-04 | 2024-12-05 | -3.74 | 1 |
| Metric | 12254776:solusd:triple_med_gx:lsma90_135 | 12254776:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -8.72% | -14.23% |
| Best Week | 16.03% | 21.25% |
| Worst Week | -13.5% | -17.1% |
| Best Month | 20.12% | 41.15% |
| Worst Month | -15.18% | -36.08% |
| Best Year | 37.82% | 13.13% |
| Worst Year | 1.07% | 5.6% |
| Avg. Up Day | 1.6% | 1.6% |
| Avg. Down Day | -1.34% | -1.38% |
| Avg. Up Week | 7.1% | 8.22% |
| Avg. Down Week | -5.34% | -7.66% |
| Avg. Up Month | 13.99% | 19.21% |
| Avg. Down Month | -9.32% | -17.19% |
| Win Days % | 47.34% | 49.56% |
| Win Month % | 53.85% | 56.25% |
| Win Week % | 52.78% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |