| Metric | 12258575:solusd:triple_med_gx:lsma265_145 | 12258575:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 97.26% | 15.38% |
| Max Drawdown | -23.9% | -61.75% |
| Sharpe | 1.51 | 0.55 |
| Sortino | 2.75 | 0.81 |
| Payoff Ratio | 1.43 | 1.41 |
| Profit Factor | 1.83 | 1.08 |
| Common Sense Ratio | 4.2 | 1.17 |
| CPC Index | 1.41 | 0.74 |
| Tail Ratio | 2.3 | 1.08 |
| Outlier Win Ratio | 27.58 | 2.92 |
| Outlier Loss Ratio | 3.17 | 2.4 |
| Volatility (ann.) | 37.24% | 85.83% |
| R^2 | 0.19 | 0.19 |
| Calmar | 2.67 | 0.18 |
| Skew | 2.55 | 0.14 |
| Kurtosis | 46.95 | 3.01 |
| Expected Daily % | 0.14% | 0.03% |
| Expected Monthly % | 4.08% | 0.85% |
| Expected Yearly % | 40.45% | 7.42% |
| Kelly Criterion | 21.87% | 12.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.05% | -7.26% |
| Expected Shortfall (cVaR) | -3.05% | -7.26% |
| Year | 12258575:SOLUSD | 12258575:solusd:triple_med_gx:lsma265_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 39.71 | 3.11 | + |
| 2025 | 2.31 | 41.19 | 17.86 | + |
| Metric | 12258575:solusd:triple_med_gx:lsma265_145 | 12258575:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | -0.92% | 20.18% |
| 6M | 16.8% | 46.71% |
| YTD | 41.19% | 2.31% |
| 1Y | 104.28% | 24.83% |
| 3Y (ann.) | 63.88% | 10.96% |
| 5Y (ann.) | 63.88% | 10.96% |
| Metric | 12258575:solusd:triple_med_gx:lsma265_145 | 12258575:SOLUSD |
|---|---|---|
| Max Drawdown | -23.9% | -61.75% |
| Longest DD Days | 137.0 | 269.0 |
| Avg. Drawdown | -8.94% | -16.47% |
| Avg. Drawdown Days | 52.0 | 44.0 |
| Recovery Factor | 4.07 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-10-21 | -23.90 | 137 |
| 2025-05-15 | 2025-09-13 | -16.93 | 121 |
| 2024-12-01 | 2025-04-12 | -10.49 | 132 |
| 2025-09-25 | 2025-10-16 | -9.19 | 21 |
| 2025-04-15 | 2025-04-17 | -5.65 | 2 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2024-06-02 | 2024-06-05 | -1.43 | 3 |
| 2024-11-11 | 2024-11-12 | -0.30 | 1 |
| Metric | 12258575:solusd:triple_med_gx:lsma265_145 | 12258575:SOLUSD |
|---|---|---|
| Best Day | 20.59% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 26.03% | 25.06% |
| Worst Week | -8.23% | -26.95% |
| Best Month | 41.87% | 39.21% |
| Worst Month | -8.73% | -46.12% |
| Best Year | 41.19% | 12.78% |
| Worst Year | 39.71% | 2.31% |
| Avg. Up Day | 3.91% | 4.07% |
| Avg. Down Day | -2.74% | -2.88% |
| Avg. Up Week | 9.52% | 9.99% |
| Avg. Down Week | -5.11% | -11.39% |
| Avg. Up Month | 17.01% | 14.87% |
| Avg. Down Month | -4.44% | -28.86% |
| Win Days % | 54.02% | 48.8% |
| Win Month % | 63.64% | 58.82% |
| Win Week % | 62.5% | 50.68% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |