| Metric | 12258522:solusd:triple_med_gx:lsma260_145 | 12258522:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 51.33% | 19.47% |
| Max Drawdown | -31.22% | -64.93% |
| Sharpe | 0.54 | 0.29 |
| Sortino | 0.9 | 0.44 |
| Payoff Ratio | 1.25 | 1.19 |
| Profit Factor | 1.29 | 1.05 |
| Common Sense Ratio | 3.72 | 1.07 |
| CPC Index | 0.81 | 0.62 |
| Tail Ratio | 2.88 | 1.03 |
| Outlier Win Ratio | 34.0 | 2.74 |
| Outlier Loss Ratio | 2.95 | 2.78 |
| Volatility (ann.) | 18.45% | 42.69% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.26 | 0.24 |
| Skew | 3.86 | 0.62 |
| Kurtosis | 118.57 | 8.27 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.62% | 1.12% |
| Expected Yearly % | 23.02% | 9.3% |
| Kelly Criterion | 10.47% | 7.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.56% | -3.64% |
| Expected Shortfall (cVaR) | -1.56% | -3.64% |
| Year | 12258522:SOLUSD | 12258522:solusd:triple_med_gx:lsma260_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 10.56 | 0.80 | - |
| 2025 | 5.60 | 36.88 | 6.58 | + |
| Metric | 12258522:solusd:triple_med_gx:lsma260_145 | 12258522:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -8.95% | 26.39% |
| 6M | 35.0% | 38.87% |
| YTD | 36.88% | 5.6% |
| 1Y | 88.11% | 47.35% |
| 3Y (ann.) | 39.22% | 15.27% |
| 5Y (ann.) | 39.22% | 15.27% |
| Metric | 12258522:solusd:triple_med_gx:lsma260_145 | 12258522:SOLUSD |
|---|---|---|
| Max Drawdown | -31.22% | -64.93% |
| Longest DD Days | 155.0 | 224.0 |
| Avg. Drawdown | -5.27% | -11.98% |
| Avg. Drawdown Days | 22.0 | 26.0 |
| Recovery Factor | 1.64 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-08 | -31.22 | 155 |
| 2025-05-14 | 2025-09-01 | -13.39 | 110 |
| 2024-11-29 | 2025-04-08 | -10.98 | 129 |
| 2025-04-14 | 2025-05-08 | -9.44 | 24 |
| 2025-04-09 | 2025-04-11 | -7.47 | 1 |
| 2025-04-08 | 2025-04-09 | -7.33 | 1 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2025-04-13 | 2025-04-14 | -2.95 | 1 |
| Metric | 12258522:solusd:triple_med_gx:lsma260_145 | 12258522:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.39% | 21.25% |
| Worst Week | -14.75% | -17.1% |
| Best Month | 36.41% | 41.15% |
| Worst Month | -14.75% | -36.08% |
| Best Year | 36.88% | 13.13% |
| Worst Year | 10.56% | 5.6% |
| Avg. Up Day | 1.82% | 1.83% |
| Avg. Down Day | -1.45% | -1.54% |
| Avg. Up Week | 8.54% | 10.17% |
| Avg. Down Week | -5.39% | -7.54% |
| Avg. Up Month | 21.62% | 19.02% |
| Avg. Down Month | -8.53% | -18.02% |
| Win Days % | 50.21% | 49.56% |
| Win Month % | 45.45% | 56.25% |
| Win Week % | 63.16% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |