| Metric | 12254777:solusd:triple_med_gx:lsma95_135 | 12254777:SOLUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 37.02% | 19.47% |
| Max Drawdown | -27.79% | -64.93% |
| Sharpe | 0.39 | 0.29 |
| Sortino | 0.6 | 0.44 |
| Payoff Ratio | 1.21 | 1.18 |
| Profit Factor | 1.1 | 1.05 |
| Common Sense Ratio | 1.31 | 1.07 |
| CPC Index | 0.63 | 0.61 |
| Tail Ratio | 1.19 | 1.03 |
| Outlier Win Ratio | 15.31 | 3.1 |
| Outlier Loss Ratio | 3.71 | 3.18 |
| Volatility (ann.) | 22.91% | 42.69% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.03 | 0.24 |
| Skew | 1.02 | 0.62 |
| Kurtosis | 16.21 | 8.27 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 1.99% | 1.12% |
| Expected Yearly % | 17.06% | 9.3% |
| Kelly Criterion | 3.2% | 6.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.95% | -3.64% |
| Expected Shortfall (cVaR) | -1.95% | -3.64% |
| Year | 12254777:SOLUSD | 12254777:solusd:triple_med_gx:lsma95_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 15.94 | 1.21 | + |
| 2025 | 5.60 | 18.18 | 3.24 | + |
| Metric | 12254777:solusd:triple_med_gx:lsma95_135 | 12254777:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 5.92% | 26.39% |
| 6M | 24.64% | 38.87% |
| YTD | 18.18% | 5.6% |
| 1Y | 50.07% | 47.35% |
| 3Y (ann.) | 28.6% | 15.27% |
| 5Y (ann.) | 28.6% | 15.27% |
| Metric | 12254777:solusd:triple_med_gx:lsma95_135 | 12254777:SOLUSD |
|---|---|---|
| Max Drawdown | -27.79% | -64.93% |
| Longest DD Days | 156.0 | 224.0 |
| Avg. Drawdown | -6.94% | -11.98% |
| Avg. Drawdown Days | 29.0 | 26.0 |
| Recovery Factor | 1.33 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-10 | -27.79 | 156 |
| 2024-06-05 | 2024-10-20 | -25.85 | 137 |
| 2025-05-14 | 2025-08-12 | -14.58 | 90 |
| 2025-08-14 | 2025-09-01 | -10.23 | 18 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-11-06 | 2024-11-11 | -4.06 | 4 |
| 2024-12-04 | 2024-12-05 | -3.74 | 1 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2024-12-03 | 2024-12-03 | -1.71 | 0 |
| 2025-08-13 | 2025-08-13 | -0.95 | 0 |
| Metric | 12254777:solusd:triple_med_gx:lsma95_135 | 12254777:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -8.72% | -14.23% |
| Best Week | 16.03% | 21.25% |
| Worst Week | -15.59% | -17.1% |
| Best Month | 21.11% | 41.15% |
| Worst Month | -15.73% | -36.08% |
| Best Year | 18.18% | 13.13% |
| Worst Year | 15.94% | 5.6% |
| Avg. Up Day | 1.61% | 1.61% |
| Avg. Down Day | -1.33% | -1.37% |
| Avg. Up Week | 7.29% | 8.22% |
| Avg. Down Week | -5.31% | -7.42% |
| Avg. Up Month | 12.58% | 18.3% |
| Avg. Down Month | -10.57% | -17.19% |
| Win Days % | 47.03% | 49.56% |
| Win Month % | 61.54% | 56.25% |
| Win Week % | 50.0% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |