| Metric | 12258577:solusd:triple_med_gx:lsma275_145 | 12258577:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 108.56% | 15.38% |
| Max Drawdown | -25.95% | -64.93% |
| Sharpe | 0.8 | 0.27 |
| Sortino | 1.4 | 0.4 |
| Payoff Ratio | 1.27 | 1.19 |
| Profit Factor | 1.41 | 1.04 |
| Common Sense Ratio | 2.1 | 1.08 |
| CPC Index | 0.93 | 0.61 |
| Tail Ratio | 1.48 | 1.04 |
| Outlier Win Ratio | 29.78 | 2.88 |
| Outlier Loss Ratio | 3.18 | 2.77 |
| Volatility (ann.) | 18.75% | 42.23% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.72 | 0.17 |
| Skew | 4.01 | 0.58 |
| Kurtosis | 105.59 | 8.14 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.42% | 0.85% |
| Expected Yearly % | 44.42% | 7.42% |
| Kelly Criterion | 13.87% | 7.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -3.6% |
| Expected Shortfall (cVaR) | -1.57% | -3.6% |
| Year | 12258577:SOLUSD | 12258577:solusd:triple_med_gx:lsma275_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 36.47 | 2.78 | + |
| 2025 | 1.99 | 52.83 | 26.60 | + |
| Metric | 12258577:solusd:triple_med_gx:lsma275_145 | 12258577:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | 3.46% | 17.41% |
| 6M | 27.99% | 52.72% |
| YTD | 52.83% | 1.99% |
| 1Y | 127.32% | 24.46% |
| 3Y (ann.) | 70.65% | 10.96% |
| 5Y (ann.) | 70.65% | 10.96% |
| Metric | 12258577:solusd:triple_med_gx:lsma275_145 | 12258577:SOLUSD |
|---|---|---|
| Max Drawdown | -25.95% | -64.93% |
| Longest DD Days | 152.0 | 269.0 |
| Avg. Drawdown | -4.31% | -11.98% |
| Avg. Drawdown Days | 17.0 | 29.0 |
| Recovery Factor | 4.18 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-05 | -25.95 | 152 |
| 2025-05-14 | 2025-09-12 | -17.67 | 121 |
| 2025-02-04 | 2025-04-09 | -10.76 | 64 |
| 2025-09-24 | 2025-10-16 | -10.42 | 21 |
| 2024-11-29 | 2025-02-03 | -10.11 | 66 |
| 2025-04-09 | 2025-04-11 | -7.47 | 1 |
| 2025-04-14 | 2025-05-05 | -6.25 | 21 |
| 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 |
| Metric | 12258577:solusd:triple_med_gx:lsma275_145 | 12258577:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 26.46% | 21.25% |
| Worst Week | -9.19% | -18.95% |
| Best Month | 38.35% | 41.15% |
| Worst Month | -4.67% | -36.08% |
| Best Year | 52.83% | 13.13% |
| Worst Year | 36.47% | 1.99% |
| Avg. Up Day | 1.71% | 1.72% |
| Avg. Down Day | -1.35% | -1.45% |
| Avg. Up Week | 12.24% | 11.57% |
| Avg. Down Week | -4.71% | -9.06% |
| Avg. Up Month | 19.09% | 16.02% |
| Avg. Down Month | -2.91% | -18.02% |
| Win Days % | 51.88% | 49.58% |
| Win Month % | 54.55% | 58.82% |
| Win Week % | 61.9% | 53.42% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |