| Metric | 12258640:solusd:triple_med_gx:lsma290_145 | 12258640:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 73.49% | 15.38% |
| Max Drawdown | -28.58% | -61.75% |
| Sharpe | 1.23 | 0.55 |
| Sortino | 2.18 | 0.81 |
| Payoff Ratio | 1.51 | 1.58 |
| Profit Factor | 1.57 | 1.08 |
| Common Sense Ratio | 3.18 | 1.17 |
| CPC Index | 1.21 | 0.84 |
| Tail Ratio | 2.03 | 1.08 |
| Outlier Win Ratio | 25.41 | 2.87 |
| Outlier Loss Ratio | 2.96 | 2.39 |
| Volatility (ann.) | 38.5% | 85.83% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.72 | 0.18 |
| Skew | 2.38 | 0.14 |
| Kurtosis | 42.02 | 3.01 |
| Expected Daily % | 0.11% | 0.03% |
| Expected Monthly % | 3.29% | 0.85% |
| Expected Yearly % | 31.71% | 7.42% |
| Kelly Criterion | 18.67% | 16.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.19% | -7.26% |
| Expected Shortfall (cVaR) | -3.19% | -7.26% |
| Year | 12258640:SOLUSD | 12258640:solusd:triple_med_gx:lsma290_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 35.66 | 2.79 | + |
| 2025 | 2.31 | 27.89 | 12.10 | + |
| Metric | 12258640:solusd:triple_med_gx:lsma290_145 | 12258640:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.37% |
| 3M | 0.29% | 20.18% |
| 6M | 14.46% | 46.71% |
| YTD | 27.89% | 2.31% |
| 1Y | 73.9% | 24.83% |
| 3Y (ann.) | 49.27% | 10.96% |
| 5Y (ann.) | 49.27% | 10.96% |
| Metric | 12258640:solusd:triple_med_gx:lsma290_145 | 12258640:SOLUSD |
|---|---|---|
| Max Drawdown | -28.58% | -61.75% |
| Longest DD Days | 154.0 | 269.0 |
| Avg. Drawdown | -9.44% | -16.47% |
| Avg. Drawdown Days | 56.0 | 44.0 |
| Recovery Factor | 2.57 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-10-21 | -28.58 | 137 |
| 2025-05-15 | 2025-10-16 | -16.75 | 154 |
| 2024-11-30 | 2025-04-13 | -16.48 | 134 |
| 2025-04-15 | 2025-04-17 | -5.65 | 2 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2024-10-22 | 2024-11-06 | -2.67 | 15 |
| 2024-06-02 | 2024-06-05 | -1.43 | 3 |
| 2024-11-11 | 2024-11-12 | -0.30 | 1 |
| Metric | 12258640:solusd:triple_med_gx:lsma290_145 | 12258640:SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -17.39% | -18.74% |
| Best Week | 23.83% | 25.06% |
| Worst Week | -13.36% | -26.95% |
| Best Month | 35.05% | 39.21% |
| Worst Month | -10.69% | -46.12% |
| Best Year | 35.66% | 12.78% |
| Worst Year | 27.89% | 2.31% |
| Avg. Up Day | 3.89% | 4.03% |
| Avg. Down Day | -2.58% | -2.55% |
| Avg. Up Week | 10.11% | 11.53% |
| Avg. Down Week | -6.52% | -10.49% |
| Avg. Up Month | 17.68% | 15.03% |
| Avg. Down Month | -8.51% | -28.86% |
| Win Days % | 51.06% | 48.8% |
| Win Month % | 60.0% | 58.82% |
| Win Week % | 54.55% | 50.68% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |