| Metric | 12254780:solusd:triple_med_gx:lsma85_135 | 12254780:SOLUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 38.03% | 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 | 1.31 | 1.07 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | 1.18 | 1.03 |
| Outlier Win Ratio | 16.42 | 3.06 |
| Outlier Loss Ratio | 3.66 | 3.16 |
| Volatility (ann.) | 22.2% | 42.69% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.07 | 0.24 |
| Skew | 1.13 | 0.62 |
| Kurtosis | 17.92 | 8.27 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.03% | 1.12% |
| Expected Yearly % | 17.48% | 9.3% |
| Kelly Criterion | 3.29% | 6.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -3.64% |
| Expected Shortfall (cVaR) | -1.89% | -3.64% |
| Year | 12254780:SOLUSD | 12254780:solusd:triple_med_gx:lsma85_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 2.49 | 0.19 | - |
| 2025 | 5.60 | 34.67 | 6.19 | + |
| Metric | 12254780:solusd:triple_med_gx:lsma85_135 | 12254780:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 10.02% | 26.39% |
| 6M | 30.86% | 38.87% |
| YTD | 34.67% | 5.6% |
| 1Y | 46.23% | 47.35% |
| 3Y (ann.) | 29.36% | 15.27% |
| 5Y (ann.) | 29.36% | 15.27% |
| Metric | 12254780:solusd:triple_med_gx:lsma85_135 | 12254780:SOLUSD |
|---|---|---|
| Max Drawdown | -27.37% | -64.93% |
| Longest DD Days | 159.0 | 224.0 |
| Avg. Drawdown | -8.7% | -11.98% |
| Avg. Drawdown Days | 30.0 | 26.0 |
| Recovery Factor | 1.39 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-13 | -27.37 | 159 |
| 2024-06-05 | 2024-08-08 | -25.85 | 64 |
| 2024-08-09 | 2024-11-06 | -17.26 | 89 |
| 2025-06-11 | 2025-08-11 | -12.88 | 61 |
| 2025-05-14 | 2025-06-10 | -11.90 | 27 |
| 2025-08-14 | 2025-09-01 | -6.98 | 18 |
| 2025-08-11 | 2025-08-12 | -5.62 | 1 |
| 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 |
| Metric | 12254780:solusd:triple_med_gx:lsma85_135 | 12254780: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 | 18.83% | 41.15% |
| Worst Month | -15.18% | -36.08% |
| Best Year | 34.67% | 13.13% |
| Worst Year | 2.49% | 5.6% |
| Avg. Up Day | 1.61% | 1.62% |
| Avg. Down Day | -1.34% | -1.4% |
| Avg. Up Week | 6.68% | 8.22% |
| Avg. Down Week | -5.46% | -7.98% |
| Avg. Up Month | 13.03% | 19.21% |
| Avg. Down Month | -8.87% | -17.19% |
| Win Days % | 47.22% | 49.56% |
| Win Month % | 53.85% | 56.25% |
| Win Week % | 55.56% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |