| Metric | 12258635:solusd:triple_med_gx:lsma280_145 | 12258635:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 76.2% | 19.47% |
| Max Drawdown | -28.39% | -64.93% |
| Sharpe | 0.67 | 0.29 |
| Sortino | 1.15 | 0.44 |
| Payoff Ratio | 1.37 | 1.35 |
| Profit Factor | 1.34 | 1.05 |
| Common Sense Ratio | 1.8 | 1.07 |
| CPC Index | 0.89 | 0.7 |
| Tail Ratio | 1.35 | 1.03 |
| Outlier Win Ratio | 29.25 | 2.87 |
| Outlier Loss Ratio | 3.2 | 2.81 |
| Volatility (ann.) | 19.67% | 42.69% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.02 | 0.24 |
| Skew | 3.8 | 0.62 |
| Kurtosis | 96.21 | 8.27 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.6% | 1.12% |
| Expected Yearly % | 32.74% | 9.3% |
| Kelly Criterion | 10.84% | 12.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.66% | -3.64% |
| Expected Shortfall (cVaR) | -1.66% | -3.64% |
| Year | 12258635:SOLUSD | 12258635:solusd:triple_med_gx:lsma280_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 40.97 | 3.12 | + |
| 2025 | 5.60 | 24.99 | 4.46 | + |
| Metric | 12258635:solusd:triple_med_gx:lsma280_145 | 12258635:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -2.79% | 26.39% |
| 6M | 37.05% | 38.87% |
| YTD | 24.99% | 5.6% |
| 1Y | 78.06% | 47.35% |
| 3Y (ann.) | 57.21% | 15.27% |
| 5Y (ann.) | 57.21% | 15.27% |
| Metric | 12258635:solusd:triple_med_gx:lsma280_145 | 12258635:SOLUSD |
|---|---|---|
| Max Drawdown | -28.39% | -64.93% |
| Longest DD Days | 137.0 | 224.0 |
| Avg. Drawdown | -4.53% | -11.98% |
| Avg. Drawdown Days | 18.0 | 26.0 |
| Recovery Factor | 2.68 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-20 | -28.39 | 137 |
| 2025-05-14 | 2025-09-01 | -17.47 | 110 |
| 2025-02-04 | 2025-04-12 | -15.66 | 67 |
| 2024-11-29 | 2025-02-03 | -10.27 | 66 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 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 |
| 2025-05-06 | 2025-05-06 | -2.82 | 0 |
| Metric | 12258635:solusd:triple_med_gx:lsma280_145 | 12258635:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.25% | 21.25% |
| Worst Week | -8.8% | -17.1% |
| Best Month | 31.7% | 41.15% |
| Worst Month | -8.8% | -36.08% |
| Best Year | 40.97% | 13.13% |
| Worst Year | 24.99% | 5.6% |
| Avg. Up Day | 1.88% | 1.88% |
| Avg. Down Day | -1.37% | -1.39% |
| Avg. Up Week | 9.09% | 9.15% |
| Avg. Down Week | -3.87% | -8.24% |
| Avg. Up Month | 19.67% | 19.02% |
| Avg. Down Month | -5.8% | -22.99% |
| Win Days % | 48.44% | 49.56% |
| Win Month % | 55.56% | 56.25% |
| Win Week % | 55.56% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |