| Metric | 12258292:solusd:triple_med_gx:lsma250_145 | 12258292:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 1.69% | 19.47% |
| Max Drawdown | -32.28% | -64.93% |
| Sharpe | 0.1 | 0.29 |
| Sortino | 0.15 | 0.44 |
| Payoff Ratio | 1.19 | 1.15 |
| Profit Factor | 1.05 | 1.05 |
| Common Sense Ratio | 1.05 | 1.07 |
| CPC Index | 0.57 | 0.6 |
| Tail Ratio | 1.0 | 1.03 |
| Outlier Win Ratio | 42.96 | 2.63 |
| Outlier Loss Ratio | 3.09 | 2.69 |
| Volatility (ann.) | 15.02% | 42.69% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.04 | 0.24 |
| Skew | 4.24 | 0.62 |
| Kurtosis | 107.03 | 8.27 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.1% | 1.12% |
| Expected Yearly % | 0.84% | 9.3% |
| Kelly Criterion | 0.36% | 5.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -3.64% |
| Expected Shortfall (cVaR) | -1.29% | -3.64% |
| Year | 12258292:SOLUSD | 12258292:solusd:triple_med_gx:lsma250_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -15.71 | -1.20 | - |
| 2025 | 5.60 | 20.65 | 3.69 | + |
| Metric | 12258292:solusd:triple_med_gx:lsma250_145 | 12258292:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -7.59% | 26.39% |
| 6M | 22.52% | 38.87% |
| YTD | 20.65% | 5.6% |
| 1Y | 21.49% | 47.35% |
| 3Y (ann.) | 1.35% | 15.27% |
| 5Y (ann.) | 1.35% | 15.27% |
| Metric | 12258292:solusd:triple_med_gx:lsma250_145 | 12258292:SOLUSD |
|---|---|---|
| Max Drawdown | -32.28% | -64.93% |
| Longest DD Days | 337.0 | 224.0 |
| Avg. Drawdown | -6.88% | -11.98% |
| Avg. Drawdown Days | 56.0 | 26.0 |
| Recovery Factor | 0.05 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-05-09 | -32.28 | 337 |
| 2025-05-23 | 2025-09-01 | -12.07 | 101 |
| 2025-05-11 | 2025-05-22 | -4.84 | 11 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2025-05-09 | 2025-05-09 | -0.19 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12258292:solusd:triple_med_gx:lsma250_145 | 12258292:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 17.53% | 21.25% |
| Worst Week | -12.55% | -17.1% |
| Best Month | 20.45% | 41.15% |
| Worst Month | -12.55% | -36.08% |
| Best Year | 20.65% | 13.13% |
| Worst Year | -15.71% | 5.6% |
| Avg. Up Day | 1.63% | 1.64% |
| Avg. Down Day | -1.36% | -1.42% |
| Avg. Up Week | 6.04% | 10.38% |
| Avg. Down Week | -4.51% | -8.52% |
| Avg. Up Month | 11.2% | 14.4% |
| Avg. Down Month | -9.81% | -23.19% |
| Win Days % | 45.78% | 49.56% |
| Win Month % | 40.0% | 56.25% |
| Win Week % | 50.0% | 53.73% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |