| Metric | 12258576:solusd:triple_med_gx:lsma270_145 | 12258576:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 98.98% | 15.38% |
| Max Drawdown | -22.41% | -61.75% |
| Sharpe | 1.51 | 0.55 |
| Sortino | 2.76 | 0.81 |
| Payoff Ratio | 1.41 | 1.38 |
| Profit Factor | 1.8 | 1.08 |
| Common Sense Ratio | 4.02 | 1.17 |
| CPC Index | 1.43 | 0.73 |
| Tail Ratio | 2.23 | 1.08 |
| Outlier Win Ratio | 26.87 | 2.92 |
| Outlier Loss Ratio | 2.88 | 2.4 |
| Volatility (ann.) | 37.55% | 85.83% |
| R^2 | 0.18 | 0.18 |
| Calmar | 2.9 | 0.18 |
| Skew | 2.56 | 0.14 |
| Kurtosis | 46.32 | 3.01 |
| Expected Daily % | 0.14% | 0.03% |
| Expected Monthly % | 4.13% | 0.85% |
| Expected Yearly % | 41.06% | 7.42% |
| Kelly Criterion | 25.29% | 11.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.08% | -7.26% |
| Expected Shortfall (cVaR) | -3.08% | -7.26% |
| Year | 12258576:SOLUSD | 12258576:solusd:triple_med_gx:lsma270_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 35.24 | 2.76 | + |
| 2025 | 2.31 | 47.13 | 20.44 | + |
| Metric | 12258576:solusd:triple_med_gx:lsma270_145 | 12258576:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | 2.42% | 20.18% |
| 6M | 21.72% | 46.71% |
| YTD | 47.13% | 2.31% |
| 1Y | 109.18% | 24.83% |
| 3Y (ann.) | 64.91% | 10.96% |
| 5Y (ann.) | 64.91% | 10.96% |
| Metric | 12258576:solusd:triple_med_gx:lsma270_145 | 12258576:SOLUSD |
|---|---|---|
| Max Drawdown | -22.41% | -61.75% |
| Longest DD Days | 152.0 | 269.0 |
| Avg. Drawdown | -8.71% | -16.47% |
| Avg. Drawdown Days | 54.0 | 44.0 |
| Recovery Factor | 4.42 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-11-05 | -22.41 | 152 |
| 2025-05-15 | 2025-09-12 | -16.26 | 120 |
| 2024-12-01 | 2025-04-12 | -10.84 | 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 | 12258576:solusd:triple_med_gx:lsma270_145 | 12258576:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 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 | -8.01% | -46.12% |
| Best Year | 47.13% | 12.78% |
| Worst Year | 35.24% | 2.31% |
| Avg. Up Day | 3.78% | 3.9% |
| Avg. Down Day | -2.68% | -2.83% |
| Avg. Up Week | 10.25% | 9.97% |
| Avg. Down Week | -4.4% | -10.21% |
| Avg. Up Month | 20.12% | 15.03% |
| Avg. Down Month | -3.55% | -27.7% |
| Win Days % | 56.32% | 48.8% |
| Win Month % | 50.0% | 58.82% |
| Win Week % | 56.52% | 50.68% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |