| Metric | 12258742:solusd:triple_med_gx:lsma265_145 | 12258742:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 110.69% | 19.47% |
| Max Drawdown | -21.89% | -64.93% |
| Sharpe | 0.87 | 0.29 |
| Sortino | 1.57 | 0.44 |
| Payoff Ratio | 1.48 | 1.4 |
| Profit Factor | 1.47 | 1.05 |
| Common Sense Ratio | 2.34 | 1.07 |
| CPC Index | 1.08 | 0.72 |
| Tail Ratio | 1.59 | 1.03 |
| Outlier Win Ratio | 28.88 | 2.78 |
| Outlier Loss Ratio | 3.47 | 2.77 |
| Volatility (ann.) | 19.02% | 42.69% |
| R^2 | 0.2 | 0.2 |
| Calmar | 3.72 | 0.24 |
| Skew | 4.35 | 0.62 |
| Kurtosis | 108.46 | 8.27 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.77% | 1.12% |
| Expected Yearly % | 45.15% | 9.3% |
| Kelly Criterion | 15.06% | 13.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.59% | -3.64% |
| Expected Shortfall (cVaR) | -1.59% | -3.64% |
| Year | 12258742:SOLUSD | 12258742:solusd:triple_med_gx:lsma265_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 57.73 | 4.40 | + |
| 2025 | 5.60 | 33.58 | 5.99 | + |
| Metric | 12258742:solusd:triple_med_gx:lsma265_145 | 12258742:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 0.52% | 26.39% |
| 6M | 44.17% | 38.87% |
| YTD | 33.58% | 5.6% |
| 1Y | 106.5% | 47.35% |
| 3Y (ann.) | 81.34% | 15.27% |
| 5Y (ann.) | 81.34% | 15.27% |
| Metric | 12258742:solusd:triple_med_gx:lsma265_145 | 12258742:SOLUSD |
|---|---|---|
| Max Drawdown | -21.89% | -64.93% |
| Longest DD Days | 132.0 | 224.0 |
| Avg. Drawdown | -3.78% | -11.98% |
| Avg. Drawdown Days | 14.0 | 26.0 |
| Recovery Factor | 5.06 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-07 | -21.89 | 62 |
| 2024-11-30 | 2025-04-12 | -15.02 | 132 |
| 2025-05-14 | 2025-09-01 | -11.99 | 110 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2024-08-07 | 2024-09-20 | -5.81 | 43 |
| 2024-10-15 | 2024-10-19 | -5.15 | 4 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2025-04-13 | 2025-04-14 | -2.95 | 1 |
| Metric | 12258742:solusd:triple_med_gx:lsma265_145 | 12258742:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 19.75% | 21.25% |
| Worst Week | -7.35% | -17.1% |
| Best Month | 25.16% | 41.15% |
| Worst Month | -7.35% | -36.08% |
| Best Year | 57.73% | 13.13% |
| Worst Year | 33.58% | 5.6% |
| Avg. Up Day | 1.83% | 1.83% |
| Avg. Down Day | -1.23% | -1.31% |
| Avg. Up Week | 8.39% | 9.34% |
| Avg. Down Week | -2.91% | -8.65% |
| Avg. Up Month | 14.63% | 17.57% |
| Avg. Down Month | -4.01% | -22.99% |
| Win Days % | 49.31% | 49.56% |
| Win Month % | 70.0% | 56.25% |
| Win Week % | 60.0% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |